# EDGAR Filing Document

**Accession Number:** 0000203002
**File Stem:** 0000203002-26-000067
**Filing Date:** 2026-6
**Character Count:** 401613
**Document Hash:** 41fc6312047e4b1797b633535c685696
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000203002-26-000067.hdr.sgml**: 20260604

**ACCESSION NUMBER**: 0000203002-26-000067

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260529

**FILED AS OF DATE**: 20260604

**DATE AS OF CHANGE**: 20260604

**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:** 261063510

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-05-29

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

**CIK Number of Registrant:** 0000203002

**LEI of Registrant:** 254900V5R8G1UV68J551

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

**LEI of Series:** 254900T6AWAAU4WGF982

**EDGAR Series Identifier:** S000003444

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 35 days

- **WAL:** 46 days

- **Total Value of Portfolio Securities:** $113444581.43

- **Amortized Cost of Portfolio Securities:** $113446706.54

- **Cash:** $992.55

- **Total Other Assets:** $366460.02

- **Total Liabilities:** $394983.79

- **Net Assets of Series:** $113419175.32

- **Number of Shares Outstanding (Series):** 113419182.2950

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-05-01 | $105647774.07             | $110638599.62              | 84.7800%                  | 88.7900%                   |
| 2026-05-04 | $105712633.77             | $110705019.33              | 81.5000%                  | 85.3500%                   |
| 2026-05-05 | $100669319.05             | $105662179.06              | 77.6200%                  | 81.4600%                   |
| 2026-05-06 | $100407492.40             | $105400885.44              | 80.7200%                  | 84.7300%                   |
| 2026-05-07 | $94779629.47              | $99773532.81               | 77.2300%                  | 81.3000%                   |
| 2026-05-08 | $94716347.33              | $99710742.32               | 77.1500%                  | 81.2200%                   |
| 2026-05-11 | $84788397.93              | $89784238.75               | 75.2000%                  | 79.6400%                   |
| 2026-05-12 | $87616028.82              | $89612661.88               | 77.8300%                  | 79.6000%                   |
| 2026-05-13 | $92667647.21              | $94664478.33               | 82.3100%                  | 84.0800%                   |
| 2026-05-14 | $92676859.10              | $94673942.44               | 82.3100%                  | 84.0900%                   |
| 2026-05-15 | $92686638.00              | $94683880.78               | 82.3000%                  | 84.0700%                   |
| 2026-05-18 | $87821040.51              | $92770259.31               | 78.0000%                  | 82.3900%                   |
| 2026-05-19 | $87918915.86              | $92868646.94               | 78.0100%                  | 82.4000%                   |
| 2026-05-20 | $87920402.90              | $92870742.25               | 78.0100%                  | 82.4100%                   |
| 2026-05-21 | $87923704.23              | $92874311.10               | 78.0100%                  | 82.4100%                   |
| 2026-05-22 | $87886498.73              | $92838266.21               | 77.9600%                  | 82.3600%                   |
| 2026-05-26 | $87879636.17              | $92832725.81               | 77.9900%                  | 82.3900%                   |
| 2026-05-27 | $87831886.70              | $92785704.57               | 77.9800%                  | 82.3800%                   |
| 2026-05-28 | $87813815.63              | $90768432.01               | 77.9700%                  | 80.6000%                   |
| 2026-05-29 | $88730992.55              | $91686240.17               | 77.9600%                  | 80.5600%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-05-01 | 3.7000%             |
| 2026-05-04 | 3.6900%             |
| 2026-05-05 | 3.7100%             |
| 2026-05-06 | 3.7100%             |
| 2026-05-07 | 3.7100%             |
| 2026-05-08 | 3.7000%             |
| 2026-05-11 | 3.7000%             |
| 2026-05-12 | 3.6800%             |
| 2026-05-13 | 3.6700%             |
| 2026-05-14 | 3.6700%             |
| 2026-05-15 | 3.6600%             |
| 2026-05-18 | 3.6500%             |
| 2026-05-19 | 3.6400%             |
| 2026-05-20 | 3.6300%             |
| 2026-05-21 | 3.6200%             |
| 2026-05-22 | 3.6200%             |
| 2026-05-26 | 3.6400%             |
| 2026-05-27 | 3.6500%             |
| 2026-05-28 | 3.6700%             |
| 2026-05-29 | 3.6900%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-05-01 | 1.0000                      |
|  |  |
| 2026-05-04 | 1.0000                      |
|  |  |
| 2026-05-05 | 1.0000                      |
|  |  |
| 2026-05-06 | 1.0000                      |
|  |  |
| 2026-05-07 | 1.0000                      |
|  |  |
| 2026-05-08 | 1.0000                      |
|  |  |
| 2026-05-11 | 1.0000                      |
|  |  |
| 2026-05-12 | 1.0000                      |
|  |  |
| 2026-05-13 | 1.0000                      |
|  |  |
| 2026-05-14 | 1.0000                      |
|  |  |
| 2026-05-15 | 1.0000                      |
|  |  |
| 2026-05-18 | 1.0000                      |
|  |  |
| 2026-05-19 | 1.0000                      |
|  |  |
| 2026-05-20 | 1.0000                      |
|  |  |
| 2026-05-21 | 1.0000                      |
|  |  |
| 2026-05-22 | 0.9999                      |
|  |  |
| 2026-05-26 | 0.9999                      |
|  |  |
| 2026-05-27 | 1.0000                      |
|  |  |
| 2026-05-28 | 1.0000                      |
|  |  |
| 2026-05-29 | 1.0000                      |
|  |  |

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

### Class: Class C

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $866721.33

- **Number of Shares Outstanding:** 866721.3300

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 1.0000          |
|  |  |
| 2026-05-13 | 1.0000          |
|  |  |
| 2026-05-14 | 1.0000          |
|  |  |
| 2026-05-15 | 1.0000          |
|  |  |
| 2026-05-18 | 1.0000          |
|  |  |
| 2026-05-19 | 1.0000          |
|  |  |
| 2026-05-20 | 1.0000          |
|  |  |
| 2026-05-21 | 1.0000          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 1.0000          |
|  |  |
| 2026-05-28 | 1.0000          |
|  |  |
| 2026-05-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $0.00                     | $118.02                 |
| 2026-05-04 | $0.00                     | $0.03                   |
| 2026-05-07 | $2000.00                  | $12307.77               |
| 2026-05-20 | $0.00                     | $868.34                 |
| 2026-05-22 | $0.00                     | $2000.00                |
| 2026-05-29 | $2331.08                  | $157.78                 |

**Total Gross Subscriptions (Month):** $4331.08

**Total Gross Redemptions (Month):** $15451.94

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.2000%           |
| 2026-05-04 | 3.1900%           |
| 2026-05-05 | 3.2100%           |
| 2026-05-06 | 3.2100%           |
| 2026-05-07 | 3.2000%           |
| 2026-05-08 | 3.1800%           |
| 2026-05-11 | 3.1700%           |
| 2026-05-12 | 3.1500%           |
| 2026-05-13 | 3.1400%           |
| 2026-05-14 | 3.1400%           |
| 2026-05-15 | 3.1300%           |
| 2026-05-18 | 3.1300%           |
| 2026-05-19 | 3.1200%           |
| 2026-05-20 | 3.1100%           |
| 2026-05-21 | 3.1000%           |
| 2026-05-22 | 3.1000%           |
| 2026-05-26 | 3.1200%           |
| 2026-05-27 | 3.1300%           |
| 2026-05-28 | 3.1500%           |
| 2026-05-29 | 3.1700%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer   |  | 32.5600%         | 0.0000%              |
| Retail investor |  | 16.6300%         | 16.6300%             |
| Broker-dealer   |  | 6.9000%          | 0.0000%              |
| Retail investor |  | 6.7200%          | 6.7200%              |
| Broker-dealer   |  | 5.6100%          | 0.0000%              |

### Class: Class Y

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $3746645.84

- **Number of Shares Outstanding:** 3746645.8410

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 1.0000          |
|  |  |
| 2026-05-13 | 1.0000          |
|  |  |
| 2026-05-14 | 1.0000          |
|  |  |
| 2026-05-15 | 1.0000          |
|  |  |
| 2026-05-18 | 1.0000          |
|  |  |
| 2026-05-19 | 1.0000          |
|  |  |
| 2026-05-20 | 1.0000          |
|  |  |
| 2026-05-21 | 1.0000          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 1.0000          |
|  |  |
| 2026-05-28 | 1.0000          |
|  |  |
| 2026-05-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-05 | $0.00                     | $2383.31                |
| 2026-05-06 | $164.45                   | $0.00                   |
| 2026-05-11 | $0.00                     | $1224.73                |
| 2026-05-12 | $1777.77                  | $0.00                   |
| 2026-05-13 | $0.00                     | $1930.49                |
| 2026-05-15 | $2791.37                  | $0.00                   |
| 2026-05-19 | $0.00                     | $2740.61                |
| 2026-05-20 | $559.83                   | $0.00                   |
| 2026-05-21 | $5794.09                  | $1012.36                |
| 2026-05-22 | $0.00                     | $5794.09                |
| 2026-05-26 | $0.00                     | $221.88                 |
| 2026-05-29 | $12303.07                 | $0.00                   |

**Total Gross Subscriptions (Month):** $23390.58

**Total Gross Redemptions (Month):** $15307.47

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.2000%           |
| 2026-05-04 | 3.1900%           |
| 2026-05-05 | 3.2100%           |
| 2026-05-06 | 3.2100%           |
| 2026-05-07 | 3.2000%           |
| 2026-05-08 | 3.1800%           |
| 2026-05-11 | 3.1700%           |
| 2026-05-12 | 3.1500%           |
| 2026-05-13 | 3.1400%           |
| 2026-05-14 | 3.1400%           |
| 2026-05-15 | 3.1300%           |
| 2026-05-18 | 3.1300%           |
| 2026-05-19 | 3.1200%           |
| 2026-05-20 | 3.1100%           |
| 2026-05-21 | 3.1000%           |
| 2026-05-22 | 3.1000%           |
| 2026-05-26 | 3.1200%           |
| 2026-05-27 | 3.1300%           |
| 2026-05-28 | 3.1500%           |
| 2026-05-29 | 3.1700%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 73.8200%         | 0.0000%              |
| Retail investor |  | 20.7300%         | 0.0000%              |

### Class: Class A

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $108805808.15

- **Number of Shares Outstanding:** 108805815.1240

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 1.0000          |
|  |  |
| 2026-05-13 | 1.0000          |
|  |  |
| 2026-05-14 | 1.0000          |
|  |  |
| 2026-05-15 | 1.0000          |
|  |  |
| 2026-05-18 | 1.0000          |
|  |  |
| 2026-05-19 | 1.0000          |
|  |  |
| 2026-05-20 | 1.0000          |
|  |  |
| 2026-05-21 | 1.0000          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 1.0000          |
|  |  |
| 2026-05-28 | 1.0000          |
|  |  |
| 2026-05-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $51709.08                 | $13358.64               |
| 2026-05-04 | $15418.60                 | $28061.64               |
| 2026-05-05 | $716.00                   | $284050.36              |
| 2026-05-06 | $75056.26                 | $1754378.87             |
| 2026-05-07 | $73524.81                 | $56677.14               |
| 2026-05-08 | $27238.86                 | $10056750.00            |
| 2026-05-11 | $4834.56                  | $180459.95              |
| 2026-05-12 | $4513.16                  | $8924.92                |
| 2026-05-13 | $388697.27                | $391813.64              |
| 2026-05-14 | $5351.04                  | $4807.57                |
| 2026-05-15 | $5522.81                  | $48826.13               |
| 2026-05-18 | $1145683.36               | $1054578.12             |
| 2026-05-19 | $2652.99                  | $10138.23               |
| 2026-05-20 | $55930.44                 | $63557.40               |
| 2026-05-21 | $19211.60                 | $44295.99               |
| 2026-05-22 | $5536.13                  | $61013.67               |
| 2026-05-26 | $778.61                   | $58840.59               |
| 2026-05-27 | $5965.57                  | $22536.19               |
| 2026-05-28 | $1256997.41               | $81428.37               |
| 2026-05-29 | $8759626.37               | $31362.56               |

**Total Gross Subscriptions (Month):** $11904964.93

**Total Gross Redemptions (Month):** $14255859.98

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.2000%           |
| 2026-05-04 | 3.1900%           |
| 2026-05-05 | 3.2100%           |
| 2026-05-06 | 3.2100%           |
| 2026-05-07 | 3.2000%           |
| 2026-05-08 | 3.1800%           |
| 2026-05-11 | 3.1700%           |
| 2026-05-12 | 3.1500%           |
| 2026-05-13 | 3.1400%           |
| 2026-05-14 | 3.1400%           |
| 2026-05-15 | 3.1300%           |
| 2026-05-18 | 3.1300%           |
| 2026-05-19 | 3.1200%           |
| 2026-05-20 | 3.1100%           |
| 2026-05-21 | 3.1000%           |
| 2026-05-22 | 3.1000%           |
| 2026-05-26 | 3.1200%           |
| 2026-05-27 | 3.1300%           |
| 2026-05-28 | 3.1500%           |
| 2026-05-29 | 3.1700%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Other                     | Partnership      | 50.3900%         | 50.3900%             |
| Other                     | Partnership      | 6.7400%          | 6.7400%              |
| Retail investor           |  | 6.6500%          | 0.0000%              |
| Non-financial corporation |  | 2.0500%          | 2.0500%              |
| Non-financial corporation |  | 1.5200%          | 1.5200%              |
| Other                     | Partnership      | 0.1300%          | 0.1300%              |

## 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: 3130ANB82, C.4 - ISIN: US3130ANB826, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2932282.46
- **C.18.a - Value (excl. sponsor support):** $2932282.46
- **C.19 - Percentage of Net Assets:** 2.5900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 2: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 1.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AQF65, C.4 - ISIN: US3130AQF655, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $3944301.48
- **C.18.a - Value (excl. sponsor support):** $3944301.48
- **C.19 - Percentage of Net Assets:** 3.4800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-12-21
- **C.12 - Maturity Date (WAL):** 2026-12-21
- **C.13 - Final Legal Maturity Date:** 2026-12-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8YR7, C.4 - ISIN: US3130B8YR73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1999737.32
- **C.18.a - Value (excl. sponsor support):** $1999737.32
- **C.19 - Percentage of Net Assets:** 1.7600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-24
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BARB5, C.4 - ISIN: US3130BARB59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4894259.94
- **C.18.a - Value (excl. sponsor support):** $4894259.94
- **C.19 - Percentage of Net Assets:** 4.3200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2027-05-18
- **C.12 - Maturity Date (WAL):** 2027-05-18
- **C.13 - Final Legal Maturity Date:** 2027-05-18
- **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 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):** $989335.95
- **C.18.a - Value (excl. sponsor support):** $989335.95
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 6: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET4Q7, C.4 - ISIN: US3133ET4Q75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4999752.90
- **C.18.a - Value (excl. sponsor support):** $4999752.90
- **C.19 - Percentage of Net Assets:** 4.4100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-16
- **C.13 - Final Legal Maturity Date:** 2027-02-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBV8, C.4 - ISIN: US3133ETBV80, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1999663.76
- **C.18.a - Value (excl. sponsor support):** $1999663.76
- **C.19 - Percentage of Net Assets:** 1.7600%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2027-04-07
- **C.12 - Maturity Date (WAL):** 2027-04-07
- **C.13 - Final Legal Maturity Date:** 2027-04-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Fannie Mae Principal Strip

- **C.1 - Title:** Fannie Mae Principal Strip, 0.00%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 31359YCU9, C.4 - ISIN: US31359YCU91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $2955247.62
- **C.18.a - Value (excl. sponsor support):** $2955247.62
- **C.19 - Percentage of Net Assets:** 2.6100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** StoneX Financial Inc. Joint Repurchase Agreement 3.640000%
- **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: ARP1IA2G3, C.4 - ISIN: 0, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $57345000.00
- **C.18.a - Value (excl. sponsor support):** $57345000.00
- **C.19 - Percentage of Net Assets:** 50.5600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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% | $25221409.45       | $21627711.71       | Agency Debentures and Agency Strips |
| Tennessee Valley Authority | 2035-06-15      | 4.6500%  | 0.0000% | $96.57             | $99.62             | Agency Debentures and Agency Strips |
| Tennessee Valley Authority | 2030-08-01      | 3.8750%  | 0.0000% | $13905.56          | $13916.36          | Agency Debentures and Agency Strips |
| Fannie Mae                 | 2041-01-01      | 5.5000%  | 0.0000% | $579.40            | $548.58            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-01-01      | 5.5000%  | 0.0000% | $965.66            | $920.19            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2056-03-01      | 6.5000%  | 0.0000% | $96.57             | $97.06             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-03-01      | 4.0000%  | 0.0000% | $579.40            | $552.81            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-03-01      | 4.5000%  | 0.0000% | $869.10            | $821.94            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-02-01      | 4.5000%  | 0.0000% | $193.13            | $182.79            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-02-01      | 5.0000%  | 0.0000% | $193.13            | $187.02            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-02-01      | 6.0000%  | 0.0000% | $96.57             | $92.17             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2056-03-01      | 6.0000%  | 0.0000% | $96.57             | $96.34             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2056-04-01      | 5.5000%  | 0.0000% | $1158.80           | $1149.87           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2056-04-01      | 6.0000%  | 0.0000% | $2124.46           | $2130.35           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2056-05-01      | 4.0000%  | 0.0000% | $193.13            | $180.83            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-05-01      | 4.5000%  | 0.0000% | $2155.36           | $2120.97           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-11-01      | 6.1890%  | 0.0000% | $193132.83         | $433.12            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-02-01      | 4.5000%  | 0.0000% | $2027.89           | $36.34             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-03-01      | 4.5000%  | 0.0000% | $7145.91           | $392.70            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-03-01      | 4.5000%  | 0.0000% | $579.40            | $15.54             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-05-01      | 4.5000%  | 0.0000% | $2414.16           | $147.32            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-06-01      | 4.5000%  | 0.0000% | $3186.69           | $62.69             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-06-01      | 5.0000%  | 0.0000% | $3476.39           | $136.85            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-08-01      | 4.0000%  | 0.0000% | $1448.50           | $42.20             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-08-01      | 4.5000%  | 0.0000% | $2510.73           | $58.12             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-06-01      | 5.0000%  | 0.0000% | $5793.98           | $219.12            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-02-01      | 6.0560%  | 0.0000% | $4828.32           | $52.28             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-08-01      | 4.0000%  | 0.0000% | $3090.13           | $96.71             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-11-01      | 4.5000%  | 0.0000% | $289.70            | $4.82              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-12-01      | 4.5000%  | 0.0000% | $1255.36           | $50.57             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-02-01      | 3.5000%  | 0.0000% | $193.13            | $11.25             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-02-01      | 4.0000%  | 0.0000% | $579.40            | $26.42             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-03-01      | 3.5000%  | 0.0000% | $1351.93           | $64.89             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-11-01      | 3.5000%  | 0.0000% | $96.57             | $16.83             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-10-01      | 4.5000%  | 0.0000% | $1062.23           | $35.14             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-02-01      | 4.0000%  | 0.0000% | $193.13            | $17.03             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-11-01      | 3.5000%  | 0.0000% | $96016.57          | $2306.60           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-11-01      | 3.5000%  | 0.0000% | $96566.42          | $1691.28           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-10-01      | 5.5000%  | 0.0000% | $386.27            | $330.20            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-10-01      | 3.0000%  | 0.0000% | $289.70            | $231.87            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-08-01      | 6.5000%  | 0.0000% | $199.70            | $175.28            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-12-01      | 2.0000%  | 0.0000% | $2488.03           | $1903.15           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-04-01      | 4.5000%  | 0.0000% | $1266.57           | $1142.33           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-07-01      | 4.0000%  | 0.0000% | $289.70            | $259.21            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-02-01      | 5.5000%  | 0.0000% | $482.83            | $377.95            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-06-01      | 6.0000%  | 0.0000% | $2414.16           | $1809.62           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-09-01      | 6.0000%  | 0.0000% | $103.42            | $92.31             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-10-01      | 3.0000%  | 0.0000% | $193.13            | $157.78            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-09-01      | 5.5000%  | 0.0000% | $482.83            | $423.07            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-10-01      | 6.5000%  | 0.0000% | $858.96            | $804.89            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-05-01      | 6.5000%  | 0.0000% | $709.86            | $654.72            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-03-01      | 5.5000%  | 0.0000% | $2000.28           | $1859.79           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-10-01      | 2.0000%  | 0.0000% | $965.66            | $752.72            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-11-01      | 4.5000%  | 0.0000% | $289.70            | $268.40            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-03-01      | 2.0000%  | 0.0000% | $2500.30           | $1947.07           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-10-01      | 3.0000%  | 0.0000% | $2221.03           | $1897.32           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-03-01      | 3.5000%  | 0.0000% | $2510.73           | $2243.65           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-07-01      | 6.5000%  | 0.0000% | $386.27            | $284.47            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-09-01      | 6.0000%  | 0.0000% | $193.13            | $142.76            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-08-01      | 5.5000%  | 0.0000% | $772.53            | $581.40            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-01-01      | 5.0000%  | 0.0000% | $2651.04           | $2383.57           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-06-01      | 5.5000%  | 0.0000% | $772.53            | $688.73            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-12-01      | 5.0000%  | 0.0000% | $1931.33           | $1874.87           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-08-01      | 6.0000%  | 0.0000% | $1931.33           | $1553.31           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-12-01      | 6.0000%  | 0.0000% | $2452.69           | $2373.43           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-06-01      | 4.0000%  | 0.0000% | $289.70            | $259.93            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-04-20      | 6.0000%  | 0.0000% | $2414.16           | $28.47             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-04-20      | 6.5000%  | 0.0000% | $23079.37          | $487.63            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-05-20      | 4.0000%  | 0.0000% | $2414.16           | $84.61             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-05-20      | 4.5000%  | 0.0000% | $7242.58           | $172.14            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-06-20      | 4.0000%  | 0.0000% | $14098.70          | $542.62            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-06-20      | 4.5000%  | 0.0000% | $10622.31          | $272.41            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-06-20      | 6.5000%  | 0.0000% | $26678.60          | $444.93            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-07-20      | 6.0000%  | 0.0000% | $22210.28          | $614.94            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-07-20      | 6.5000%  | 0.0000% | $603.54            | $22.53             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2034-10-20      | 6.5000%  | 0.0000% | $3379.82           | $39.70             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2034-09-20      | 7.0000%  | 0.0000% | $2414.16           | $11.03             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2034-10-20      | 5.0000%  | 0.0000% | $4731.75           | $45.03             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2034-11-20      | 6.0000%  | 0.0000% | $14484.96          | $211.07            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2035-02-20      | 6.0000%  | 0.0000% | $21244.61          | $297.93            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2035-02-20      | 6.5000%  | 0.0000% | $8690.98           | $82.13             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2035-06-20      | 6.0000%  | 0.0000% | $14002.13          | $195.57            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2035-07-20      | 6.5000%  | 0.0000% | $7339.05           | $83.20             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2035-08-20      | 5.0000%  | 0.0000% | $82853.98          | $1146.23           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2035-08-20      | 6.0000%  | 0.0000% | $13133.03          | $227.94            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2035-11-20      | 6.5000%  | 0.0000% | $16512.86          | $270.14            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2035-10-20      | 6.0000%  | 0.0000% | $2414.16           | $41.92             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2036-02-20      | 6.5000%  | 0.0000% | $16705.99          | $218.04            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2036-01-20      | 6.0000%  | 0.0000% | $4876.22           | $60.21             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2036-05-20      | 6.0000%  | 0.0000% | $8208.15           | $92.79             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2036-03-20      | 5.0000%  | 0.0000% | $48283.21          | $565.77            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2036-04-20      | 6.0000%  | 0.0000% | $43155.53          | $519.82            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2036-07-20      | 6.0000%  | 0.0000% | $4828.61           | $38.45             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2036-07-20      | 6.5000%  | 0.0000% | $22211.53          | $242.41            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2036-11-20      | 6.0000%  | 0.0000% | $7725.31           | $73.84             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2036-08-20      | 6.0000%  | 0.0000% | $115203.73         | $818.57            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2036-08-20      | 6.5000%  | 0.0000% | $14967.79          | $126.68            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2036-08-20      | 7.0000%  | 0.0000% | $917.38            | $10.43             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2036-09-20      | 6.0000%  | 0.0000% | $11587.97          | $88.50             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2036-09-20      | 6.5000%  | 0.0000% | $14484.96          | $113.41            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2036-09-20      | 7.0000%  | 0.0000% | $2414.16           | $18.21             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2036-11-20      | 7.0000%  | 0.0000% | $2414.16           | $39.46             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2036-12-20      | 6.0000%  | 0.0000% | $51663.03          | $564.96            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2037-01-20      | 7.0000%  | 0.0000% | $2414.16           | $26.31             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2037-02-20      | 6.0000%  | 0.0000% | $2456.46           | $29.92             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2037-02-20      | 7.0000%  | 0.0000% | $9656.64           | $78.77             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2037-03-20      | 7.0000%  | 0.0000% | $70010.65          | $596.48            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2037-05-20      | 6.0000%  | 0.0000% | $33798.25          | $342.93            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2037-10-20      | 7.0000%  | 0.0000% | $2414.16           | $22.05             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2037-08-20      | 6.0000%  | 0.0000% | $6276.82           | $61.44             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2037-08-20      | 6.5000%  | 0.0000% | $57939.75          | $578.98            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2037-08-20      | 7.0000%  | 0.0000% | $79860.43          | $714.95            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-01-20      | 6.5000%  | 0.0000% | $40944.16          | $439.91            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2037-11-20      | 6.0000%  | 0.0000% | $1257.97           | $12.41             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2037-12-20      | 7.0000%  | 0.0000% | $12553.63          | $148.17            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-02-20      | 6.5000%  | 0.0000% | $3669.52           | $38.57             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-03-20      | 6.0000%  | 0.0000% | $21244.61          | $221.11            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-03-20      | 7.0000%  | 0.0000% | $1448.50           | $37.87             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-04-20      | 5.0000%  | 0.0000% | $3186.69           | $40.66             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-04-20      | 6.0000%  | 0.0000% | $14388.40          | $173.44            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-04-20      | 6.5000%  | 0.0000% | $12553.63          | $146.47            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-05-20      | 6.5000%  | 0.0000% | $7339.05           | $89.79             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-09-15      | 6.5000%  | 0.0000% | $3572.96           | $26.66             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-09-15      | 6.5000%  | 0.0000% | $223068.42         | $893.91            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-10-15      | 6.5000%  | 0.0000% | $10017.32          | $1.14              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-11-15      | 6.5000%  | 0.0000% | $9656.64           | $57.78             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-05-15      | 6.5000%  | 0.0000% | $2414.35           | $4.54              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-05-15      | 6.5000%  | 0.0000% | $16814.14          | $48.55             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-04-15      | 6.5000%  | 0.0000% | $24149.43          | $69.40             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-06-15      | 6.5000%  | 0.0000% | $4345.49           | $9.93              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-06-15      | 7.0000%  | 0.0000% | $2510.73           | $17.10             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-10-15      | 6.5000%  | 0.0000% | $76065.56          | $144.46            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-07-15      | 6.5000%  | 0.0000% | $26266.06          | $101.15            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-07-15      | 6.5000%  | 0.0000% | $37178.07          | $19.69             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-05-15      | 7.0000%  | 0.0000% | $22886.24          | $83.19             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-07-15      | 6.5000%  | 0.0000% | $9656.64           | $64.61             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-07-15      | 7.0000%  | 0.0000% | $14484.96          | $15.88             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-07-15      | 7.0000%  | 0.0000% | $2703.86           | $11.85             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-09-15      | 6.5000%  | 0.0000% | $9656.64           | $21.23             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-08-15      | 6.5000%  | 0.0000% | $46688.22          | $20.78             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-07-15      | 7.5000%  | 0.0000% | $6280.20           | $27.09             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-08-15      | 7.0000%  | 0.0000% | $8787.54           | $69.65             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-08-15      | 7.5000%  | 0.0000% | $6055.68           | $85.77             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-09-15      | 6.5000%  | 0.0000% | $8640.38           | $31.17             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-04-20      | 6.0000%  | 0.0000% | $11108.23          | $7.65              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-04-20      | 7.0000%  | 0.0000% | $956007.51         | $457.02            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-12-01      | 3.0000%  | 0.0000% | $5925.89           | $188.56            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-02-01      | 3.0000%  | 0.0000% | $96566.42          | $460.60            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-06-01      | 3.5000%  | 0.0000% | $4828.32           | $269.69            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-05-01      | 3.0000%  | 0.0000% | $1448.50           | $8.95              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2042-07-01      | 4.0000%  | 0.0000% | $6759.65           | $587.68            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-07-01      | 3.0000%  | 0.0000% | $5840.24           | $56.64             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-09-01      | 3.0000%  | 0.0000% | $7918.45           | $562.28            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-10-01      | 3.0000%  | 0.0000% | $36824.73          | $479.15            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-09-01      | 3.0000%  | 0.0000% | $106223.06         | $1338.92           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-11-01      | 3.0000%  | 0.0000% | $4828.32           | $388.37            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-11-01      | 3.5000%  | 0.0000% | $4635.19           | $373.41            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2042-11-01      | 3.5000%  | 0.0000% | $8208.15           | $1118.90           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2042-11-01      | 4.0000%  | 0.0000% | $20761.78          | $2072.77           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-10-01      | 3.0000%  | 0.0000% | $6288.50           | $72.96             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-12-01      | 3.0000%  | 0.0000% | $3862.66           | $323.18            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-01-01      | 3.0000%  | 0.0000% | $7648.74           | $145.18            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-01-01      | 3.0000%  | 0.0000% | $7250.40           | $131.18            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-03-01      | 3.0000%  | 0.0000% | $14581.53          | $1387.80           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-03-01      | 3.0000%  | 0.0000% | $16001.54          | $291.90            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-04-01      | 3.0000%  | 0.0000% | $1448.50           | $137.47            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-03-01      | 3.0000%  | 0.0000% | $7447.68           | $145.57            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-05-01      | 3.0000%  | 0.0000% | $9077.24           | $173.49            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-06-01      | 3.0000%  | 0.0000% | $1351.93           | $127.42            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-06-01      | 3.0000%  | 0.0000% | $83195.64          | $2240.38           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-07-01      | 3.0000%  | 0.0000% | $8304.71           | $828.72            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-06-01      | 3.0000%  | 0.0000% | $13153.79          | $335.06            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-08-01      | 2.5000%  | 0.0000% | $48766.04          | $2382.11           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-09-01      | 3.0000%  | 0.0000% | $8073.34           | $253.63            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-10-01      | 3.5000%  | 0.0000% | $2221.03           | $192.50            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2043-09-01      | 4.5000%  | 0.0000% | $193.13            | $20.90             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-05-01      | 3.0000%  | 0.0000% | $1641.63           | $197.25            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-05-01      | 3.5000%  | 0.0000% | $13422.73          | $1301.86           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-06-01      | 4.0000%  | 0.0000% | $5407.72           | $810.78            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-07-01      | 3.0000%  | 0.0000% | $5021.45           | $713.47            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-07-01      | 3.5000%  | 0.0000% | $11192.82          | $1269.15           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2029-02-01      | 3.0000%  | 0.0000% | $5965.00           | $315.59            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-04-01      | 4.0000%  | 0.0000% | $193.13            | $15.70             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-04-01      | 4.5000%  | 0.0000% | $14484.96          | $1930.20           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-04-01      | 4.5000%  | 0.0000% | $1158.80           | $100.61            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-08-01      | 4.0000%  | 0.0000% | $2027.89           | $175.82            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-08-01      | 4.0000%  | 0.0000% | $107.96            | $10.08             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-12-01      | 3.5000%  | 0.0000% | $482.83            | $39.91             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-01-01      | 4.0000%  | 0.0000% | $4345.49           | $460.34            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-02-01      | 4.0000%  | 0.0000% | $1062.23           | $100.99            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-02-01      | 3.5000%  | 0.0000% | $4248.92           | $397.82            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-04-01      | 3.5000%  | 0.0000% | $3959.22           | $358.20            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-08-01      | 3.5000%  | 0.0000% | $14774.66          | $1875.20           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2045-09-01      | 4.0000%  | 0.0000% | $2414.16           | $250.70            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-10-01      | 4.0000%  | 0.0000% | $1545.06           | $150.80            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-01-01      | 3.5000%  | 0.0000% | $193.13            | $22.20             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-11-01      | 3.5000%  | 0.0000% | $4055.79           | $394.39            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-02-01      | 3.5000%  | 0.0000% | $96.57             | $10.21             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-02-01      | 3.0000%  | 0.0000% | $2414.16           | $273.76            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-02-01      | 4.0000%  | 0.0000% | $96.57             | $9.65              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-03-01      | 3.5000%  | 0.0000% | $8528.75           | $769.13            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-10-01      | 3.5000%  | 0.0000% | $193.13            | $12.20             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-10-01      | 4.0000%  | 0.0000% | $4345.49           | $315.66            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-10-01      | 4.5000%  | 0.0000% | $7242.48           | $940.37            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-10-01      | 3.5000%  | 0.0000% | $96.57             | $7.75              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-10-01      | 4.0000%  | 0.0000% | $3862.66           | $269.26            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-10-01      | 4.5000%  | 0.0000% | $289.70            | $22.28             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-11-01      | 4.0000%  | 0.0000% | $1641.63           | $66.59             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-11-01      | 4.5000%  | 0.0000% | $13133.03          | $1361.08           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-11-01      | 5.0000%  | 0.0000% | $1255.36           | $96.58             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-12-01      | 4.5000%  | 0.0000% | $965.66            | $65.91             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2029-01-01      | 4.0000%  | 0.0000% | $42102.96          | $1948.58           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-01-01      | 3.5000%  | 0.0000% | $386.27            | $25.25             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-01-01      | 4.5000%  | 0.0000% | $96.57             | $5.69              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-02-01      | 4.0000%  | 0.0000% | $1351.93           | $127.63            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-02-01      | 4.0000%  | 0.0000% | $1351.93           | $72.08             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-02-01      | 4.5000%  | 0.0000% | $96.57             | $5.84              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-02-01      | 5.0000%  | 0.0000% | $386.27            | $29.09             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-08-01      | 3.0000%  | 0.0000% | $2510.73           | $364.67            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-09-01      | 3.0000%  | 0.0000% | $2703.86           | $342.85            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-10-01      | 3.0000%  | 0.0000% | $675.96            | $104.70            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-10-01      | 3.5000%  | 0.0000% | $96.57             | $14.67             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-11-01      | 3.0000%  | 0.0000% | $5407.72           | $891.03            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-12-01      | 2.5000%  | 0.0000% | $9173.81           | $2091.70           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-12-01      | 4.0000%  | 0.0000% | $7339.05           | $1048.10           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-01-01      | 3.0000%  | 0.0000% | $96.57             | $17.70             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-01-01      | 3.0000%  | 0.0000% | $3186.69           | $525.81            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-01-01      | 2.5000%  | 0.0000% | $3862.66           | $490.90            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-03-01      | 3.0000%  | 0.0000% | $5793.98           | $1208.02           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-03-01      | 3.5000%  | 0.0000% | $11008.57          | $1549.09           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-12-01      | 2.5000%  | 0.0000% | $5127.68           | $788.92            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-02-01      | 3.5000%  | 0.0000% | $2317.59           | $306.59            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-02-01      | 2.5000%  | 0.0000% | $136641.48         | $1636.62           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-02-01      | 4.0000%  | 0.0000% | $193.13            | $19.21             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-02-01      | 4.0000%  | 0.0000% | $7339.05           | $841.54            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-02-01      | 3.0000%  | 0.0000% | $160326.23         | $1437.71           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-03-01      | 3.5000%  | 0.0000% | $482.83            | $60.94             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-03-01      | 4.0000%  | 0.0000% | $1931.33           | $171.36            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-03-01      | 4.0000%  | 0.0000% | $4055.79           | $408.08            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-03-01      | 3.0000%  | 0.0000% | $35439.87          | $419.56            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-03-01      | 3.5000%  | 0.0000% | $9560.08           | $128.76            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-02-01      | 3.0000%  | 0.0000% | $9282.83           | $991.08            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-04-01      | 4.0000%  | 0.0000% | $2124.46           | $191.57            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-06-01      | 3.5000%  | 0.0000% | $4152.36           | $410.58            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-07-01      | 3.5000%  | 0.0000% | $3959.22           | $399.44            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-07-01      | 4.0000%  | 0.0000% | $9270.38           | $853.95            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-07-01      | 4.0000%  | 0.0000% | $10042.91          | $1265.44           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-07-01      | 3.5000%  | 0.0000% | $18830.45          | $357.07            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-08-01      | 4.0000%  | 0.0000% | $3691.64           | $362.67            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-10-01      | 3.0000%  | 0.0000% | $96.57             | $14.38             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-09-01      | 3.5000%  | 0.0000% | $6663.08           | $774.38            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-09-01      | 4.0000%  | 0.0000% | $1931.33           | $246.31            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-09-01      | 2.5000%  | 0.0000% | $96566.42          | $2402.45           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-10-01      | 3.5000%  | 0.0000% | $96.57             | $10.82             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-10-01      | 3.0000%  | 0.0000% | $869.10            | $105.49            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-10-01      | 4.0000%  | 0.0000% | $482.83            | $71.10             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-10-01      | 3.0000%  | 0.0000% | $2703.86           | $65.46             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-12-01      | 3.0000%  | 0.0000% | $3476.39           | $574.95            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-11-01      | 3.5000%  | 0.0000% | $4152.36           | $507.31            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-01-01      | 4.0000%  | 0.0000% | $2993.56           | $355.56            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-12-01      | 3.5000%  | 0.0000% | $3766.09           | $497.64            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-12-01      | 4.0000%  | 0.0000% | $3283.26           | $496.73            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-12-01      | 3.0000%  | 0.0000% | $8166.62           | $1679.09           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-01-01      | 3.0000%  | 0.0000% | $1158.80           | $171.14            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-03-01      | 3.5000%  | 0.0000% | $4828.32           | $597.21            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-03-01      | 4.0000%  | 0.0000% | $96.57             | $10.49             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-09-01      | 5.5000%  | 0.0000% | $96.57             | $76.91             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-11-01      | 4.0000%  | 0.0000% | $869.10            | $800.54            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-11-01      | 4.5000%  | 0.0000% | $1096.70           | $1027.80           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-11-01      | 5.0000%  | 0.0000% | $193.13            | $183.79            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-10-01      | 3.5000%  | 0.0000% | $96.57             | $84.77             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-10-01      | 5.0000%  | 0.0000% | $96.57             | $90.19             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-10-01      | 5.5000%  | 0.0000% | $1545.06           | $1362.89           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-10-01      | 4.5000%  | 0.0000% | $1255.36           | $1098.29           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-10-01      | 5.0000%  | 0.0000% | $538.16            | $454.85            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-10-01      | 5.5000%  | 0.0000% | $3283.26           | $2689.42           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-12-01      | 4.5000%  | 0.0000% | $96.57             | $90.53             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-12-01      | 6.0000%  | 0.0000% | $193.13            | $176.08            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-11-01      | 4.5000%  | 0.0000% | $1834.76           | $1680.89           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-11-01      | 5.0000%  | 0.0000% | $193.13            | $174.47            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-11-01      | 5.5000%  | 0.0000% | $289.70            | $249.69            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-11-01      | 6.0000%  | 0.0000% | $1255.36           | $987.71            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2056-01-01      | 4.0000%  | 0.0000% | $579.40            | $537.03            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2056-01-01      | 4.5000%  | 0.0000% | $289.70            | $274.22            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-12-01      | 6.5000%  | 0.0000% | $1062.23           | $926.24            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-12-01      | 4.0000%  | 0.0000% | $289.70            | $266.75            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-12-01      | 5.0000%  | 0.0000% | $289.70            | $264.51            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-12-01      | 5.5000%  | 0.0000% | $1545.06           | $1427.15           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2056-02-01      | 4.0000%  | 0.0000% | $96.57             | $89.39             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2056-02-01      | 4.5000%  | 0.0000% | $193.13            | $182.94            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2056-02-01      | 5.0000%  | 0.0000% | $386.27            | $373.69            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-01-01      | 5.0000%  | 0.0000% | $2703.86           | $2571.22           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-05-20      | 6.5000%  | 0.0000% | $107478.52         | $44.73             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-05-20      | 7.0000%  | 0.0000% | $179130.70         | $56.58             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-06-20      | 7.0000%  | 0.0000% | $38626.66          | $12.29             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-06-20      | 7.5000%  | 0.0000% | $89323.93          | $7.76              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-07-20      | 6.0000%  | 0.0000% | $3669.62           | $1.76              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-07-20      | 7.0000%  | 0.0000% | $13036.47          | $5.01              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-07-20      | 7.5000%  | 0.0000% | $1931328.30        | $275.38            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-08-20      | 6.5000%  | 0.0000% | $63293.88          | $28.96             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-08-20      | 7.0000%  | 0.0000% | $82660.85          | $37.85             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-09-20      | 6.0000%  | 0.0000% | $4828.32           | $4.99              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-10-20      | 6.0000%  | 0.0000% | $4828.32           | $2.87              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-10-20      | 6.5000%  | 0.0000% | $156679.30         | $87.61             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-10-20      | 7.0000%  | 0.0000% | $9077.24           | $5.60              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-11-20      | 6.0000%  | 0.0000% | $111534.21         | $94.72             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-11-20      | 7.0000%  | 0.0000% | $6759.65           | $4.31              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-12-20      | 7.0000%  | 0.0000% | $4828.32           | $0.97              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-01-20      | 6.0000%  | 0.0000% | $9656.54           | $9.31              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2026-08-20      | 7.0000%  | 0.0000% | $12263.93          | $0.25              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2026-08-20      | 8.0000%  | 0.0000% | $24141.60          | $0.15              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2026-09-20      | 7.0000%  | 0.0000% | $24141.70          | $0.08              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2026-10-20      | 7.0000%  | 0.0000% | $22170.20          | $2.35              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2026-12-20      | 7.0000%  | 0.0000% | $8282.12           | $0.27              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-02-20      | 7.0000%  | 0.0000% | $64173.31          | $5.05              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-01-20      | 7.0000%  | 0.0000% | $35738.17          | $3.73              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-01-20      | 8.0000%  | 0.0000% | $9656.64           | $0.23              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-03-20      | 7.0000%  | 0.0000% | $4828.32           | $0.60              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-04-20      | 7.0000%  | 0.0000% | $14098.70          | $1.23              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-05-20      | 7.0000%  | 0.0000% | $12070.80          | $2.47              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-08-20      | 7.0000%  | 0.0000% | $2414.16           | $0.68              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-06-20      | 7.0000%  | 0.0000% | $49828.27          | $5.62              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-09-20      | 6.5000%  | 0.0000% | $2896.99           | $0.60              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-09-20      | 7.0000%  | 0.0000% | $26072.93          | $3.71              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-10-20      | 7.0000%  | 0.0000% | $43454.89          | $11.47             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-01-20      | 7.0000%  | 0.0000% | $27424.86          | $7.78              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-11-20      | 6.5000%  | 0.0000% | $13036.47          | $3.31              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-11-20      | 7.0000%  | 0.0000% | $15740.33          | $4.34              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-12-20      | 7.0000%  | 0.0000% | $3862.66           | $0.80              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-03-20      | 6.5000%  | 0.0000% | $1020415.76        | $385.73            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-02-20      | 6.0000%  | 0.0000% | $60585.38          | $31.32             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-02-20      | 7.0000%  | 0.0000% | $15450.63          | $4.34              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-02-20      | 7.5000%  | 0.0000% | $12070.80          | $1.13              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-12-20      | 6.0000%  | 0.0000% | $55882.98          | $493.81            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2034-01-20      | 6.0000%  | 0.0000% | $9334.50           | $98.46             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2034-02-20      | 6.0000%  | 0.0000% | $48476.34          | $501.20            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2034-04-20      | 6.0000%  | 0.0000% | $25107.27          | $264.88            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2034-04-20      | 6.5000%  | 0.0000% | $33798.25          | $273.50            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2034-05-20      | 6.0000%  | 0.0000% | $18637.32          | $232.88            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2034-06-20      | 5.0000%  | 0.0000% | $45700.06          | $591.64            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2034-06-20      | 6.5000%  | 0.0000% | $4152.36           | $44.70             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2034-08-20      | 6.5000%  | 0.0000% | $71621.48          | $747.62            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-03-20      | 6.0000%  | 0.0000% | $36695.24          | $33.31             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-03-20      | 7.0000%  | 0.0000% | $9656.64           | $6.82              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-03-20      | 7.5000%  | 0.0000% | $309982.83         | $147.86            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-01-20      | 6.5000%  | 0.0000% | $2896.99           | $2.43              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-01-20      | 7.0000%  | 0.0000% | $7918.45           | $5.75              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-02-20      | 6.0000%  | 0.0000% | $10622.31          | $9.89              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-02-20      | 6.5000%  | 0.0000% | $626619.47         | $468.15            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-02-20      | 7.0000%  | 0.0000% | $90354.01          | $40.05             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-04-20      | 6.5000%  | 0.0000% | $33798.25          | $24.40             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-04-20      | 7.0000%  | 0.0000% | $6276.82           | $4.78              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-05-20      | 6.0000%  | 0.0000% | $42290.97          | $38.31             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-05-20      | 6.5000%  | 0.0000% | $9656.64           | $7.50              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-05-20      | 7.0000%  | 0.0000% | $30907.53          | $24.59             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-08-20      | 7.0000%  | 0.0000% | $18540.75          | $13.37             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-07-20      | 7.0000%  | 0.0000% | $2414.26           | $1.18              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-07-20      | 7.5000%  | 0.0000% | $8690.98           | $3.42              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-10-20      | 7.0000%  | 0.0000% | $17092.26          | $8.89              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-09-20      | 6.0000%  | 0.0000% | $123320.24         | $253.15            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-09-20      | 7.0000%  | 0.0000% | $51663.03          | $34.36             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-01-20      | 7.0000%  | 0.0000% | $65651.84          | $22.03             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-02-20      | 7.0000%  | 0.0000% | $57939.85          | $34.18             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-03-20      | 7.0000%  | 0.0000% | $25607.39          | $51.33             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-03-20      | 7.5000%  | 0.0000% | $105336.09         | $36.77             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-04-20      | 7.0000%  | 0.0000% | $3862.66           | $0.68              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-06-20      | 6.0000%  | 0.0000% | $34006.44          | $6.67              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-07-20      | 7.0000%  | 0.0000% | $26103.06          | $8.95              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-07-20      | 7.5000%  | 0.0000% | $96566.90          | $11.65             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-09-20      | 7.5000%  | 0.0000% | $1457536.78        | $633.66            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-10-20      | 9.0000%  | 0.0000% | $19796.12          | $14.05             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-11-20      | 7.0000%  | 0.0000% | $3342.65           | $1.62              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-12-20      | 7.0000%  | 0.0000% | $4828.32           | $3.00              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-03-20      | 6.0000%  | 0.0000% | $192505.25         | $242.35            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-01-20      | 6.5000%  | 0.0000% | $89341.22          | $95.10             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-01-20      | 7.0000%  | 0.0000% | $25976.37          | $20.37             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-01-20      | 7.5000%  | 0.0000% | $183476.19         | $131.54            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-02-20      | 6.0000%  | 0.0000% | $52918.40          | $38.49             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-02-20      | 7.0000%  | 0.0000% | $107719.84         | $77.50             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-05-20      | 6.0000%  | 0.0000% | $5987.12           | $7.72              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-05-20      | 7.0000%  | 0.0000% | $4845.99           | $6.31              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-03-20      | 7.0000%  | 0.0000% | $51180.20          | $47.89             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-04-20      | 7.0000%  | 0.0000% | $1265090.82        | $1138.85           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-06-20      | 6.0000%  | 0.0000% | $49041.83          | $95.20             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-06-20      | 7.5000%  | 0.0000% | $96566.42          | $67.43             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-07-20      | 6.0000%  | 0.0000% | $27473.15          | $43.23             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-07-20      | 7.0000%  | 0.0000% | $14531.70          | $24.16             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-08-20      | 6.5000%  | 0.0000% | $4828.32           | $5.46              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-09-20      | 7.0000%  | 0.0000% | $10146.04          | $13.79             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-10-20      | 6.0000%  | 0.0000% | $15946.01          | $32.31             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-10-20      | 7.0000%  | 0.0000% | $26556.15          | $43.27             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-11-20      | 6.0000%  | 0.0000% | $4835.37           | $12.41             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-12-20      | 6.0000%  | 0.0000% | $16899.12          | $43.77             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-01-20      | 6.0000%  | 0.0000% | $131611.24         | $306.67            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-01-20      | 6.5000%  | 0.0000% | $10912.00          | $20.85             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-01-20      | 7.0000%  | 0.0000% | $20178.04          | $34.98             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-02-20      | 6.0000%  | 0.0000% | $50987.07          | $146.81            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-02-20      | 6.5000%  | 0.0000% | $19313.28          | $32.96             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-05-20      | 6.0000%  | 0.0000% | $49739.72          | $116.30            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-05-20      | 7.0000%  | 0.0000% | $26637.17          | $39.99             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-03-20      | 6.0000%  | 0.0000% | $58905.51          | $164.60            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-03-20      | 7.0000%  | 0.0000% | $35246.74          | $62.11             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-04-20      | 6.0000%  | 0.0000% | $98231.61          | $236.45            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-04-20      | 7.0000%  | 0.0000% | $9656.64           | $14.06             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-08-20      | 6.0000%  | 0.0000% | $8884.11           | $24.43             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-06-20      | 6.0000%  | 0.0000% | $83847.27          | $222.87            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-06-20      | 7.0000%  | 0.0000% | $18347.62          | $29.38             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-07-20      | 6.0000%  | 0.0000% | $51764.04          | $142.04            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-09-20      | 6.0000%  | 0.0000% | $28583.66          | $98.89             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-10-20      | 6.0000%  | 0.0000% | $71490.43          | $247.72            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2030-09-01      | 7.0000%  | 0.0000% | $4466030.90        | $1272.95           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2027-06-01      | 8.0000%  | 0.0000% | $334499.50         | $19.31             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2031-07-01      | 5.0000%  | 0.0000% | $18444.19          | $471.16            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-03-01      | 3.5000%  | 0.0000% | $482.83            | $57.79             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2026-06-15      | 4.5000%  | 0.0000% | $44903.38          | $0.04              | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2030-07-01      | 3.5000%  | 0.0000% | $193.13            | $9.22              | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2044-08-01      | 4.0000%  | 0.0000% | $386.27            | $25.43             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2044-12-01      | 3.5000%  | 0.0000% | $386.27            | $29.86             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-01-01      | 4.0000%  | 0.0000% | $482.83            | $34.49             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-02-01      | 3.5000%  | 0.0000% | $96.57             | $8.07              | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-07-01      | 3.5000%  | 0.0000% | $386.27            | $37.07             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-08-01      | 4.0000%  | 0.0000% | $482.83            | $38.83             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-03-01      | 4.0000%  | 0.0000% | $96.57             | $9.73              | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-12-01      | 3.5000%  | 0.0000% | $289.70            | $29.23             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-08-01      | 3.0000%  | 0.0000% | $22207.96          | $3263.71           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-02-01      | 3.5000%  | 0.0000% | $96.57             | $12.47             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2030-11-01      | 3.0000%  | 0.0000% | $965.66            | $69.56             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-05-01      | 5.5000%  | 0.0000% | $42006.39          | $118.10            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2030-10-01      | 4.0000%  | 0.0000% | $3572.96           | $65.35             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2031-03-01      | 4.5000%  | 0.0000% | $1738.20           | $44.03             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2032-01-01      | 4.0000%  | 0.0000% | $4248.92           | $152.18            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-06-01      | 4.0000%  | 0.0000% | $2027.89           | $353.34            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-07-01      | 4.0000%  | 0.0000% | $48283.21          | $2312.53           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-07-01      | 6.4380%  | 0.0000% | $983.34            | $0.02              | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-09-01      | 6.5000%  | 0.0000% | $344935.24         | $1354.06           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-10-01      | 6.5000%  | 0.0000% | $335380.86         | $1040.65           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-01-01      | 5.5000%  | 0.0000% | $95111.16          | $134.55            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2027-10-01      | 8.0000%  | 0.0000% | $134710.15         | $40.73             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2030-07-01      | 8.0000%  | 0.0000% | $150369.36         | $24.82             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2030-09-01      | 8.0000%  | 0.0000% | $95964.23          | $23.24             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2026-11-01      | 8.5000%  | 0.0000% | $190.14            | $0.09              | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-12-01      | 4.0000%  | 0.0000% | $361158.39         | $20368.76          | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2030-03-01      | 8.5000%  | 0.0000% | $261.41            | $0.24              | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2030-12-01      | 8.0000%  | 0.0000% | $73167.70          | $96.35             | Agency Mortgage-Backed Securities   |
| Federal Home Loan Bank     | 2036-11-05      | 2.5000%  | 0.0000% | $457724.81         | $375008.29         | Agency Mortgage-Backed Securities   |
| Federal Home Loan Bank     | 2027-02-24      | 2.0000%  | 0.0000% | $482832.08         | $478926.34         | Agency Mortgage-Backed Securities   |
| Federal Home Loan Bank     | 2027-02-23      | 2.7500%  | 0.0000% | $1448496.23        | $1447281.42        | Agency Mortgage-Backed Securities   |
| Federal Home Loan Bank     | 2030-05-03      | 4.1250%  | 0.0000% | $1448.50           | $1447.05           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2028-02-01      | 5.0000%  | 0.0000% | $315.77            | $0.21              | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-07-01      | 5.5000%  | 0.0000% | $388196.99         | $1171.39           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2034-12-01      | 5.0000%  | 0.0000% | $31384.08          | $221.87            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-11-01      | 3.0000%  | 0.0000% | $96.57             | $16.93             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2027-03-01      | 3.0000%  | 0.0000% | $31480.65          | $210.35            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2026-10-01      | 3.0000%  | 0.0000% | $96566.42          | $304.62            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2027-01-01      | 3.0000%  | 0.0000% | $193132.83         | $570.76            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2027-09-01      | 3.0000%  | 0.0000% | $40944.16          | $477.95            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-02-01      | 4.0000%  | 0.0000% | $1062.23           | $44.57             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2026-09-01      | 6.5000%  | 0.0000% | $39592.23          | $8.02              | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2026-10-01      | 6.5000%  | 0.0000% | $48671.89          | $29.70             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2026-06-25      | 6.5000%  | 0.0000% | $43474.01          | $1.24              | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2026-08-01      | 6.5000%  | 0.0000% | $9656.64           | $1.57              | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-03-01      | 3.5000%  | 0.0000% | $1158.80           | $128.48            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-03-01      | 4.0000%  | 0.0000% | $482.83            | $79.94             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2028-01-01      | 2.5000%  | 0.0000% | $29452.76          | $778.98            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2028-02-01      | 2.5000%  | 0.0000% | $8208.15           | $264.35            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-05-01      | 4.0000%  | 0.0000% | $14871.23          | $1578.32           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2041-10-01      | 4.5000%  | 0.0000% | $2800.43           | $146.96            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-01-01      | 4.0000%  | 0.0000% | $18154.49          | $1295.10           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-03-01      | 3.0000%  | 0.0000% | $3572.96           | $442.81            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-04-01      | 3.0000%  | 0.0000% | $3572.96           | $437.17            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-02-01      | 3.0000%  | 0.0000% | $3572.96           | $472.96            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-09-01      | 3.0000%  | 0.0000% | $8401.28           | $1229.57           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-10-01      | 3.0000%  | 0.0000% | $579.40            | $86.19             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-01-01      | 3.0000%  | 0.0000% | $5987.12           | $1055.13           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-02-01      | 3.0000%  | 0.0000% | $3862.66           | $757.33            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-04-01      | 3.0000%  | 0.0000% | $482.83            | $97.82             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-02-01      | 3.0000%  | 0.0000% | $579.40            | $75.77             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2026-09-01      | 4.5000%  | 0.0000% | $97.63             | $0.00              | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2033-07-01      | 4.0000%  | 0.0000% | $2896.99           | $419.31            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2033-09-01      | 3.5000%  | 0.0000% | $289.70            | $20.85             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2027-01-01      | 6.5000%  | 0.0000% | $8690.98           | $2.19              | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-08-01      | 3.5000%  | 0.0000% | $1158.80           | $198.78            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-01-01      | 4.0000%  | 0.0000% | $4597.62           | $695.19            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-10-01      | 3.5000%  | 0.0000% | $2896.99           | $491.18            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-12-01      | 4.0000%  | 0.0000% | $1957.11           | $309.36            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2030-06-01      | 3.0000%  | 0.0000% | $6759.65           | $395.50            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2047-05-01      | 3.0000%  | 0.0000% | $2221.03           | $579.26            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2046-12-01      | 3.0000%  | 0.0000% | $1255.36           | $275.00            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2041-05-01      | 5.5000%  | 0.0000% | $2993.56           | $509.54            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-09-01      | 5.5000%  | 0.0000% | $132778.82         | $1007.33           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2029-02-01      | 4.0000%  | 0.0000% | $579.40            | $34.78             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2028-07-01      | 3.0000%  | 0.0000% | $19796.12          | $331.90            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2028-07-01      | 3.0000%  | 0.0000% | $36212.41          | $844.77            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2028-02-01      | 2.5000%  | 0.0000% | $38626.57          | $1058.51           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-12-01      | 5.0000%  | 0.0000% | $3862.66           | $279.97            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-04-01      | 4.0000%  | 0.0000% | $193.13            | $13.36             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-05-01      | 3.0000%  | 0.0000% | $96.57             | $8.29              | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-06-01      | 4.0000%  | 0.0000% | $289.70            | $26.13             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-06-01      | 3.0000%  | 0.0000% | $289.70            | $28.22             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-06-01      | 2.5000%  | 0.0000% | $482.83            | $281.63            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-12-01      | 5.0000%  | 0.0000% | $675.96            | $376.12            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2034-10-01      | 2.5000%  | 0.0000% | $193.13            | $47.48             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-06-01      | 3.5000%  | 0.0000% | $289.70            | $53.73             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-04-01      | 2.5000%  | 0.0000% | $193.13            | $111.04            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-07-01      | 3.5000%  | 0.0000% | $96.57             | $61.30             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-02-01      | 2.0000%  | 0.0000% | $772.53            | $494.18            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-05-01      | 6.0000%  | 0.0000% | $965.66            | $565.94            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-09-01      | 2.0000%  | 0.0000% | $96.57             | $48.71             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-04-01      | 2.5000%  | 0.0000% | $3766.09           | $2077.43           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-05-01      | 3.0000%  | 0.0000% | $386.27            | $216.68            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-12-01      | 3.5000%  | 0.0000% | $96.57             | $53.92             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-08-01      | 3.5000%  | 0.0000% | $193.13            | $106.32            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2037-09-01      | 3.0000%  | 0.0000% | $1448.50           | $891.06            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-04-01      | 5.5000%  | 0.0000% | $579.40            | $296.01            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-01-01      | 3.5000%  | 0.0000% | $193.13            | $112.69            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-02-01      | 5.5000%  | 0.0000% | $1931.33           | $936.34            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-10-01      | 5.0000%  | 0.0000% | $675.96            | $347.07            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-06-01      | 5.5000%  | 0.0000% | $193.13            | $97.17             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-10-01      | 5.5000%  | 0.0000% | $3959.22           | $1989.83           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-11-01      | 5.5000%  | 0.0000% | $482.83            | $226.54            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-10-01      | 6.0000%  | 0.0000% | $869.10            | $383.49            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2038-12-01      | 5.5000%  | 0.0000% | $1448.50           | $620.83            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-01-01      | 5.5000%  | 0.0000% | $675.96            | $291.74            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-02-01      | 6.0000%  | 0.0000% | $3206.78           | $1347.22           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-04-01      | 5.0000%  | 0.0000% | $772.53            | $419.47            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-05-01      | 6.0000%  | 0.0000% | $675.96            | $309.46            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-06-01      | 5.5000%  | 0.0000% | $675.96            | $356.06            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-01-01      | 5.0000%  | 0.0000% | $482.83            | $328.45            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-09-01      | 6.0000%  | 0.0000% | $2993.56           | $1621.75           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-05-01      | 4.5000%  | 0.0000% | $965.66            | $722.47            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-05-01      | 6.0000%  | 0.0000% | $869.10            | $536.79            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-01-01      | 6.0000%  | 0.0000% | $482.83            | $251.87            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-02-01      | 6.0000%  | 0.0000% | $1545.06           | $898.84            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-03-01      | 5.0000%  | 0.0000% | $1834.76           | $1197.28           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-03-01      | 6.0000%  | 0.0000% | $2703.86           | $1479.04           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-04-01      | 5.0000%  | 0.0000% | $772.53            | $488.44            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-04-01      | 5.5000%  | 0.0000% | $482.83            | $312.45            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-04-01      | 6.0000%  | 0.0000% | $482.83            | $302.37            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2039-12-01      | 4.0000%  | 0.0000% | $482.83            | $419.50            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-04-01      | 3.5000%  | 0.0000% | $96.57             | $65.28             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-05-01      | 4.5000%  | 0.0000% | $482.83            | $280.97            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-06-01      | 3.5000%  | 0.0000% | $96.57             | $66.12             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-06-01      | 3.5000%  | 0.0000% | $289.70            | $193.94            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-07-01      | 3.0000%  | 0.0000% | $386.27            | $265.26            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-09-01      | 2.5000%  | 0.0000% | $386.27            | $255.96            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-12-01      | 2.5000%  | 0.0000% | $581.81            | $407.01            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-09-01      | 4.0000%  | 0.0000% | $5021.45           | $3568.40           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-10-01      | 4.0000%  | 0.0000% | $253.68            | $183.88            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-08-01      | 3.0000%  | 0.0000% | $4152.36           | $2879.79           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-01-01      | 3.0000%  | 0.0000% | $96.57             | $66.50             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-03-01      | 5.0000%  | 0.0000% | $289.70            | $216.74            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-04-01      | 5.0000%  | 0.0000% | $265.27            | $192.78            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-02-01      | 6.0000%  | 0.0000% | $386.27            | $219.40            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-03-15      | 7.0000%  | 0.0000% | $9656.64           | $4.15              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-12-15      | 7.0000%  | 0.0000% | $33126.82          | $314.32            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-12-15      | 7.0000%  | 0.0000% | $11527.33          | $1.76              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-03-15      | 7.0000%  | 0.0000% | $45869.05          | $10.18             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-11-15      | 7.0000%  | 0.0000% | $99480.98          | $37.05             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-11-15      | 7.5000%  | 0.0000% | $869097.74         | $369.91            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-11-15      | 7.0000%  | 0.0000% | $2414.16           | $0.25              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-06-15      | 7.0000%  | 0.0000% | $25108.81          | $4.62              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-03-15      | 6.5000%  | 0.0000% | $75956.44          | $161.74            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-07-15      | 7.0000%  | 0.0000% | $96248.71          | $86.23             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-02-15      | 7.0000%  | 0.0000% | $2414.16           | $3.38              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-07-15      | 6.5000%  | 0.0000% | $399440.02         | $3.61              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-09-15      | 7.0000%  | 0.0000% | $516630.32         | $873.15            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-04-15      | 8.0000%  | 0.0000% | $8714.83           | $70.07             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-05-15      | 8.0000%  | 0.0000% | $52375.02          | $314.67            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-05-15      | 7.0000%  | 0.0000% | $19989.25          | $6.17              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-03-15      | 6.5000%  | 0.0000% | $70626.46          | $67.93             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-01-15      | 6.5000%  | 0.0000% | $18685.60          | $18.22             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-03-15      | 7.0000%  | 0.0000% | $5376.43           | $3.91              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-08-15      | 6.5000%  | 0.0000% | $96177.93          | $214.71            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-12-15      | 6.5000%  | 0.0000% | $4782.64           | $5.18              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-02-15      | 7.0000%  | 0.0000% | $86482.76          | $484.88            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-03-15      | 6.5000%  | 0.0000% | $2993.56           | $3.33              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-10-15      | 7.0000%  | 0.0000% | $2414.16           | $1.19              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-03-15      | 7.0000%  | 0.0000% | $13269.00          | $15.37             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-05-15      | 7.0000%  | 0.0000% | $15450.63          | $7.19              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-03-15      | 6.5000%  | 0.0000% | $55058.98          | $89.35             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-04-15      | 7.0000%  | 0.0000% | $7725.31           | $0.41              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-05-15      | 7.0000%  | 0.0000% | $31384.08          | $18.06             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-05-15      | 6.5000%  | 0.0000% | $54546.31          | $62.30             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-07-15      | 6.7500%  | 0.0000% | $15450.63          | $71.84             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-11-15      | 6.5000%  | 0.0000% | $3379.82           | $4.70              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-10-15      | 6.5000%  | 0.0000% | $314121.86         | $195.40            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-05-15      | 7.5000%  | 0.0000% | $386265.66         | $528.43            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-07-15      | 8.0000%  | 0.0000% | $9656.64           | $9.79              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-07-15      | 7.0000%  | 0.0000% | $48871.88          | $24.45             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-07-15      | 7.0000%  | 0.0000% | $24591.12          | $7.67              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-06-15      | 7.0000%  | 0.0000% | $4322.22           | $9.08              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-09-15      | 7.0000%  | 0.0000% | $89375.50          | $96.45             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-08-15      | 7.3750%  | 0.0000% | $139338.00         | $688.12            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-08-15      | 7.0000%  | 0.0000% | $45693.78          | $182.52            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-08-15      | 7.0000%  | 0.0000% | $12360.50          | $15.62             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-10-15      | 7.0000%  | 0.0000% | $5311.15           | $68.56             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-08-15      | 7.0000%  | 0.0000% | $2414.16           | $4.44              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-06-15      | 4.5000%  | 0.0000% | $197478.32         | $2618.79           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-06-15      | 4.5000%  | 0.0000% | $8241.27           | $152.84            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-06-15      | 4.5000%  | 0.0000% | $2414.16           | $64.21             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-08-15      | 4.0000%  | 0.0000% | $12864.29          | $700.54            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-09-01      | 4.5000%  | 0.0000% | $2993.56           | $90.02             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-04-01      | 4.0000%  | 0.0000% | $144849.62         | $2114.67           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-11-01      | 4.5000%  | 0.0000% | $482.83            | $12.15             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-01-01      | 4.0000%  | 0.0000% | $2027.89           | $45.90             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-01-01      | 4.5000%  | 0.0000% | $48179.88          | $874.32            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-07-01      | 4.0000%  | 0.0000% | $22210.28          | $625.15            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-08-01      | 4.5000%  | 0.0000% | $9753.21           | $371.16            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-11-01      | 3.5000%  | 0.0000% | $17188.82          | $465.98            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2029-11-01      | 4.5000%  | 0.0000% | $384.04            | $3.05              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2029-12-01      | 4.5000%  | 0.0000% | $15547.19          | $169.09            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-02-01      | 4.5000%  | 0.0000% | $5987.12           | $65.37             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-05-01      | 4.5000%  | 0.0000% | $241416.04         | $1864.28           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-08-01      | 4.5000%  | 0.0000% | $386265.66         | $1962.12           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-08-01      | 4.5000%  | 0.0000% | $8690.98           | $123.92            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-01-01      | 4.0000%  | 0.0000% | $289.70            | $15.01             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-01-01      | 4.0000%  | 0.0000% | $11877.67          | $282.47            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-12-20      | 3.0000%  | 0.0000% | $965.66            | $563.65            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-01-20      | 4.0000%  | 0.0000% | $11781.10          | $6980.50           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-06-20      | 7.5000%  | 0.0000% | $1931.33           | $180.84            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-06-20      | 5.5000%  | 0.0000% | $11008.57          | $6062.12           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-08-20      | 3.0000%  | 0.0000% | $658.10            | $400.96            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-08-20      | 3.5000%  | 0.0000% | $8506.92           | $5605.20           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-09-20      | 3.5000%  | 0.0000% | $772.53            | $523.81            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-09-20      | 4.5000%  | 0.0000% | $3379.82           | $2386.55           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-10-20      | 4.5000%  | 0.0000% | $8401.28           | $6058.70           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-11-20      | 3.5000%  | 0.0000% | $386.27            | $263.54            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-02-20      | 7.5000%  | 0.0000% | $1448.50           | $311.22            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-04-20      | 4.5000%  | 0.0000% | $675.96            | $518.45            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-04-20      | 3.0000%  | 0.0000% | $9656.64           | $6093.85           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-06-20      | 4.5000%  | 0.0000% | $193.13            | $175.75            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-05-20      | 7.0000%  | 0.0000% | $3862.66           | $1345.57           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-01-20      | 4.0000%  | 0.0000% | $193.13            | $168.85            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-08-20      | 6.0000%  | 0.0000% | $21460.05          | $11565.46          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-07-20      | 4.5000%  | 0.0000% | $30225.29          | $24177.21          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-07-20      | 6.0000%  | 0.0000% | $965.66            | $497.90            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-07-20      | 7.0000%  | 0.0000% | $1255.36           | $319.28            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-06-20      | 5.5000%  | 0.0000% | $193.62            | $132.09            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-08-20      | 7.0000%  | 0.0000% | $965.66            | $248.42            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-02-20      | 3.0000%  | 0.0000% | $1062.23           | $706.32            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-08-20      | 5.0000%  | 0.0000% | $56974.18          | $45403.62          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-09-20      | 5.5000%  | 0.0000% | $51597.85          | $34188.97          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-08-20      | 7.0000%  | 0.0000% | $1931.33           | $515.27            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-10-20      | 4.5000%  | 0.0000% | $193.13            | $163.03            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-10-20      | 6.0000%  | 0.0000% | $965.66            | $515.48            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-09-20      | 7.0000%  | 0.0000% | $965.66            | $264.39            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-11-20      | 5.5000%  | 0.0000% | $193614.99         | $138951.88         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-10-20      | 6.0000%  | 0.0000% | $7725.31           | $4150.44           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-11-20      | 6.0000%  | 0.0000% | $1931.33           | $950.13            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-12-20      | 7.0000%  | 0.0000% | $579.40            | $147.62            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-12-20      | 4.5000%  | 0.0000% | $11325.41          | $9874.88           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-01-20      | 5.5000%  | 0.0000% | $4152.36           | $2946.96           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-12-20      | 7.0000%  | 0.0000% | $965.66            | $262.76            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-12-20      | 8.0000%  | 0.0000% | $19796.12          | $2562.39           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-02-20      | 6.0000%  | 0.0000% | $96.57             | $47.21             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-03-20      | 6.5000%  | 0.0000% | $433.39            | $168.37            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-04-20      | 5.5000%  | 0.0000% | $675.96            | $478.83            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-05-20      | 5.5000%  | 0.0000% | $193.13            | $142.34            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-05-20      | 6.0000%  | 0.0000% | $8690.98           | $5248.60           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-05-20      | 7.0000%  | 0.0000% | $597.84            | $189.96            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-05-20      | 7.5000%  | 0.0000% | $675.96            | $147.14            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2045-11-15      | 4.5000%  | 0.0000% | $387263.48         | $39758.22          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2036-10-20      | 3.0000%  | 0.0000% | $40836.10          | $11702.90          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2037-04-20      | 3.0000%  | 0.0000% | $178554.01         | $62765.46          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2047-10-20      | 3.5000%  | 0.0000% | $28969.92          | $4885.42           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2047-10-20      | 3.5000%  | 0.0000% | $48283.21          | $8526.09           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-06-20      | 5.0000%  | 0.0000% | $99821.19          | $55305.81          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-04-20      | 4.0000%  | 0.0000% | $71926.05          | $6241.73           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-04-20      | 4.0000%  | 0.0000% | $49425.01          | $6567.75           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-02-20      | 5.0000%  | 0.0000% | $2414.16           | $49.33             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-11-15      | 3.0000%  | 0.0000% | $1931.33           | $318.26            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-01-20      | 4.0000%  | 0.0000% | $89397.61          | $21418.44          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-02-20      | 4.0000%  | 0.0000% | $9656.64           | $2364.58           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-04-20      | 4.0000%  | 0.0000% | $5103.63           | $1050.39           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-12-20      | 2.5000%  | 0.0000% | $8690.98           | $3950.31           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-03-20      | 5.5000%  | 0.0000% | $9656.64           | $2590.59           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-07-20      | 4.0000%  | 0.0000% | $64952.89          | $37033.94          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-07-20      | 4.0000%  | 0.0000% | $150981.78         | $62510.78          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-08-20      | 4.0000%  | 0.0000% | $75848.48          | $62150.46          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-02-20      | 2.0000%  | 0.0000% | $43434.51          | $30810.65          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-07-20      | 3.0000%  | 0.0000% | $123720.22         | $86050.67          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-12-20      | 2.5000%  | 0.0000% | $5793.98           | $4367.63           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2064-08-15      | 5.2700%  | 0.0000% | $675.96            | $682.64            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-08-20      | 4.0000%  | 0.0000% | $386.27            | $340.78            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-09-20      | 7.5000%  | 0.0000% | $579.40            | $139.43            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-10-20      | 4.0000%  | 0.0000% | $1444.44           | $1265.98           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-10-20      | 4.5000%  | 0.0000% | $1255.36           | $1096.34           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2043-03-15      | 2.5000%  | 0.0000% | $4345.49           | $130.21            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2043-02-15      | 3.0000%  | 0.0000% | $95057.76          | $10610.91          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2043-06-15      | 2.5000%  | 0.0000% | $2414.16           | $356.49            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2043-02-20      | 3.5000%  | 0.0000% | $28004.26          | $1736.45           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-06-20      | 3.0000%  | 0.0000% | $19313.28          | $6498.86           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2043-05-20      | 3.0000%  | 0.0000% | $460371.50         | $54828.22          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2043-06-15      | 3.0000%  | 0.0000% | $44128.15          | $1398.19           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2043-10-20      | 4.0000%  | 0.0000% | $3862.66           | $267.69            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2045-08-15      | 3.5000%  | 0.0000% | $170632.86         | $36522.04          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2044-10-15      | 3.0000%  | 0.0000% | $4828.32           | $413.63            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-07-01      | 8.5000%  | 0.0000% | $276230.74         | $183.55            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-09-01      | 8.0000%  | 0.0000% | $11791.53          | $313.58            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2029-11-01      | 6.0000%  | 0.0000% | $592.92            | $0.77              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2026-08-01      | 3.5000%  | 0.0000% | $1452237.60        | $435.94            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-04-01      | 4.5000%  | 0.0000% | $4828.32           | $255.19            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2026-12-01      | 4.5000%  | 0.0000% | $7049.35           | $2.73              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-01-01      | 4.5000%  | 0.0000% | $5504.29           | $199.69            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-06-01      | 3.5000%  | 0.0000% | $193.13            | $0.54              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-01-01      | 4.5000%  | 0.0000% | $144849.62         | $2.15              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2045-08-01      | 3.5000%  | 0.0000% | $482.83            | $76.11             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2045-08-01      | 4.0000%  | 0.0000% | $482.83            | $42.33             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-08-01      | 3.5000%  | 0.0000% | $96.57             | $4.95              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-04-01      | 4.0000%  | 0.0000% | $289.70            | $43.46             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-08-01      | 3.0000%  | 0.0000% | $12407.14          | $124.04            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-11-01      | 2.5000%  | 0.0000% | $111137.51         | $1594.54           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-05-01      | 5.5000%  | 0.0000% | $1738.20           | $1396.53           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-12-01      | 5.0000%  | 0.0000% | $482.83            | $408.69            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2043-09-01      | 4.5000%  | 0.0000% | $96.57             | $4.22              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-11-01      | 3.5000%  | 0.0000% | $965.66            | $25.82             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-11-01      | 4.0000%  | 0.0000% | $386.27            | $22.12             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-12-01      | 4.0000%  | 0.0000% | $1158.80           | $130.35            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-08-01      | 2.5000%  | 0.0000% | $2800.43           | $323.75            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-08-01      | 3.0000%  | 0.0000% | $4924.89           | $1095.05           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-03-01      | 3.5000%  | 0.0000% | $289.70            | $32.33             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-05-01      | 3.5000%  | 0.0000% | $96.57             | $10.25             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2029-01-01      | 3.5000%  | 0.0000% | $579.40            | $9.55              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-07-01      | 6.3010%  | 0.0000% | $13280.97          | $608.14            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-04-01      | 4.0000%  | 0.0000% | $2510.73           | $241.81            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-10-01      | 4.0000%  | 0.0000% | $193.13            | $15.68             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-08-01      | 3.5000%  | 0.0000% | $96.57             | $8.80              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-06-01      | 6.2150%  | 0.0000% | $74838.97          | $41.61             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-06-01      | 4.9240%  | 0.0000% | $3654.85           | $107.72            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-08-01      | 6.5080%  | 0.0000% | $3283.26           | $32.55             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-07-01      | 6.1520%  | 0.0000% | $22434.31          | $68.89             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-01-01      | 5.9900%  | 0.0000% | $33798.25          | $148.22            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-01-01      | 5.9520%  | 0.0000% | $17671.65          | $129.79            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-12-01      | 6.1550%  | 0.0000% | $48283.21          | $167.39            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-10-01      | 6.3190%  | 0.0000% | $289699.25         | $756.07            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-11-01      | 6.2000%  | 0.0000% | $289699.25         | $786.66            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-09-01      | 5.6950%  | 0.0000% | $9173.81           | $170.53            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-04-01      | 6.1650%  | 0.0000% | $12070.80          | $14.15             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-02-01      | 5.9700%  | 0.0000% | $12070.80          | $87.89             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-05-01      | 5.0000%  | 0.0000% | $253004.01         | $246.60            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-11-01      | 6.1030%  | 0.0000% | $13615.86          | $78.69             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-07-01      | 6.5440%  | 0.0000% | $424057.80         | $1726.72           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-10-01      | 6.2500%  | 0.0000% | $289699.25         | $1362.89           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-02-01      | 5.8750%  | 0.0000% | $24141.60          | $202.10            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-06-01      | 6.1990%  | 0.0000% | $239388.14         | $887.84            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-01-01      | 5.6550%  | 0.0000% | $7242.48           | $70.96             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-04-01      | 6.1300%  | 0.0000% | $24141.60          | $212.87            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-03-01      | 5.7650%  | 0.0000% | $24141.60          | $53.72             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-05-01      | 6.0250%  | 0.0000% | $24141.60          | $182.31            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-07-01      | 6.1870%  | 0.0000% | $210514.79         | $1077.40           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-09-01      | 5.5350%  | 0.0000% | $48283.21          | $682.88            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-11-01      | 5.6270%  | 0.0000% | $38626.57          | $289.98            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-12-01      | 6.1290%  | 0.0000% | $15450.63          | $114.88            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-05-01      | 6.2360%  | 0.0000% | $14484.96          | $48.79             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-06-01      | 5.5000%  | 0.0000% | $869.10            | $617.97            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-11-01      | 4.5000%  | 0.0000% | $193.13            | $168.87            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-12-01      | 5.5000%  | 0.0000% | $193.13            | $156.28            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-08-01      | 3.0000%  | 0.0000% | $2124.46           | $536.00            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-09-01      | 3.0000%  | 0.0000% | $1448.50           | $248.00            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-10-01      | 3.5000%  | 0.0000% | $96.57             | $13.71             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-12-01      | 4.5000%  | 0.0000% | $482.83            | $66.67             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-01-01      | 3.5000%  | 0.0000% | $2510.73           | $363.32            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-01-01      | 3.0000%  | 0.0000% | $4152.36           | $789.86            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-02-01      | 3.0000%  | 0.0000% | $1158.80           | $183.29            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-11-01      | 4.0000%  | 0.0000% | $3862.66           | $857.61            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-12-01      | 4.0000%  | 0.0000% | $8015.01           | $1016.29           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2042-08-01      | 4.5000%  | 0.0000% | $2800.43           | $653.09            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-12-01      | 5.0000%  | 0.0000% | $386.17            | $67.45             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-11-01      | 4.5000%  | 0.0000% | $4635.19           | $608.91            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-04-01      | 6.0520%  | 0.0000% | $4924.89           | $812.93            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-02-01      | 3.0000%  | 0.0000% | $2124.46           | $291.19            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-02-01      | 4.0000%  | 0.0000% | $1351.93           | $318.41            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-05-01      | 4.0000%  | 0.0000% | $482.83            | $61.47             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-01-01      | 4.0000%  | 0.0000% | $869.10            | $156.06            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-01-01      | 3.0000%  | 0.0000% | $1641.63           | $524.82            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-03-01      | 3.0000%  | 0.0000% | $193.13            | $45.42             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-06-01      | 2.5000%  | 0.0000% | $289.70            | $115.62            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-06-01      | 3.0000%  | 0.0000% | $96.57             | $27.39             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-02-01      | 2.5000%  | 0.0000% | $2267.57           | $1620.15           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-05-01      | 3.5000%  | 0.0000% | $289.70            | $194.72            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-01-01      | 2.0000%  | 0.0000% | $4345.49           | $2630.39           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-06-01      | 3.0000%  | 0.0000% | $96.57             | $62.57             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-06-01      | 3.0000%  | 0.0000% | $3090.13           | $2237.41           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-05-01      | 3.0000%  | 0.0000% | $6276.82           | $4325.48           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-05-01      | 4.0000%  | 0.0000% | $1834.76           | $1256.42           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-06-01      | 3.5000%  | 0.0000% | $193.13            | $130.81            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-04-15      | 7.0000%  | 0.0000% | $7242.48           | $17.01             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-04-15      | 6.5000%  | 0.0000% | $14484.96          | $39.48             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-02-15      | 7.0000%  | 0.0000% | $3283.26           | $8.88              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-06-15      | 7.0000%  | 0.0000% | $9656.64           | $68.34             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-08-15      | 6.5000%  | 0.0000% | $4828.32           | $16.57             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-05-15      | 6.5000%  | 0.0000% | $7725.31           | $12.76             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-12-15      | 7.5000%  | 0.0000% | $3379.82           | $27.96             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-07-15      | 7.0000%  | 0.0000% | $6920.82           | $9.12              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-07-15      | 7.5000%  | 0.0000% | $2414.16           | $12.79             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-08-15      | 7.5000%  | 0.0000% | $3379.82           | $81.03             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-08-15      | 7.0000%  | 0.0000% | $9656.64           | $41.27             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-05-15      | 5.2500%  | 0.0000% | $144849.62         | $1159.08           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-07-15      | 7.0000%  | 0.0000% | $16899.12          | $57.59             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-06-15      | 7.0000%  | 0.0000% | $2595.03           | $29.52             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-07-15      | 7.0000%  | 0.0000% | $2414.16           | $9.08              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-06-15      | 7.0000%  | 0.0000% | $4828.32           | $23.52             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-05-15      | 6.5000%  | 0.0000% | $2414.16           | $13.76             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-09-15      | 7.0000%  | 0.0000% | $2510.73           | $9.51              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-07-15      | 7.5000%  | 0.0000% | $22540.63          | $517.82            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-09-15      | 6.5000%  | 0.0000% | $7339.05           | $11.06             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-06-15      | 6.5000%  | 0.0000% | $27522.10          | $96.86             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-06-15      | 6.5000%  | 0.0000% | $17831.18          | $25.80             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-07-15      | 6.5000%  | 0.0000% | $13519.30          | $19.49             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-08-15      | 7.0000%  | 0.0000% | $4338.34           | $6.10              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-08-15      | 7.0000%  | 0.0000% | $26555.76          | $40.65             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-10-15      | 6.5000%  | 0.0000% | $12360.50          | $243.36            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-07-15      | 6.5000%  | 0.0000% | $14484.96          | $18.39             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-07-15      | 7.0000%  | 0.0000% | $4828.32           | $8.89              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-09-15      | 7.0000%  | 0.0000% | $9692.56           | $124.73            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-05-15      | 7.0000%  | 0.0000% | $28487.09          | $30.84             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-08-15      | 6.5000%  | 0.0000% | $3283.26           | $4.48              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-07-15      | 7.0000%  | 0.0000% | $4248.92           | $6.58              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-09-15      | 6.5000%  | 0.0000% | $17864.79          | $15.38             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-09-15      | 7.0000%  | 0.0000% | $7242.48           | $20.30             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-07-15      | 6.5000%  | 0.0000% | $2896.99           | $8.47              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-08-15      | 7.0000%  | 0.0000% | $4943.91           | $5.80              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-11-15      | 6.5000%  | 0.0000% | $5301.30           | $2.81              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-11-15      | 7.5000%  | 0.0000% | $12553.63          | $40.92             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-08-15      | 6.5000%  | 0.0000% | $86909.87          | $88.72             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-06-15      | 6.5000%  | 0.0000% | $4345.49           | $3.65              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-07-15      | 6.5000%  | 0.0000% | $9656.64           | $11.78             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-09-15      | 6.5000%  | 0.0000% | $12070.80          | $15.11             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-09-15      | 6.5000%  | 0.0000% | $4828.32           | $3.36              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-06-15      | 6.5000%  | 0.0000% | $32542.88          | $146.47            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-08-15      | 7.0000%  | 0.0000% | $18371.76          | $43.14             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-06-15      | 7.0000%  | 0.0000% | $4055.79           | $9.11              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-10-15      | 6.5000%  | 0.0000% | $19610.32          | $45.63             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-08-15      | 6.5000%  | 0.0000% | $2414.16           | $54.62             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-04-15      | 6.5000%  | 0.0000% | $5346.11           | $54.26             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-09-15      | 6.5000%  | 0.0000% | $2414.16           | $21.44             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-10-15      | 6.5000%  | 0.0000% | $7821.88           | $56.38             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-04-15      | 6.5000%  | 0.0000% | $4828.32           | $16.52             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-05-15      | 7.0000%  | 0.0000% | $2414.16           | $18.76             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-07-15      | 6.5000%  | 0.0000% | $2414.16           | $6.64              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-06-15      | 7.0000%  | 0.0000% | $2896.99           | $1.75              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2045-03-15      | 3.0000%  | 0.0000% | $59216.55          | $5023.89           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2045-03-15      | 3.0000%  | 0.0000% | $2027.89           | $165.96            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2045-04-15      | 4.0000%  | 0.0000% | $4339.40           | $305.39            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-12-20      | 7.0000%  | 0.0000% | $2414.16           | $112.31            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-01-20      | 7.0000%  | 0.0000% | $289.70            | $25.51             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-11-20      | 7.0000%  | 0.0000% | $1738.20           | $33.75             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-06-15      | 6.0000%  | 0.0000% | $138629.39         | $144022.46         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-07-20      | 7.0000%  | 0.0000% | $193.13            | $11.18             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2059-03-15      | 5.9600%  | 0.0000% | $675.96            | $703.23            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-09-20      | 7.5000%  | 0.0000% | $965.66            | $26.13             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-02-20      | 5.5000%  | 0.0000% | $110310.62         | $82609.75          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2059-11-15      | 4.7300%  | 0.0000% | $1123.55           | $1092.01           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2055-09-20      | 7.0000%  | 0.0000% | $74356.14          | $34381.91          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2055-09-20      | 6.5000%  | 0.0000% | $140974.03         | $148334.25         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2056-04-20      | 5.0000%  | 0.0000% | $6821.16           | $6791.90           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2056-05-20      | 5.5000%  | 0.0000% | $386986.24         | $392658.98         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2056-05-20      | 5.5000%  | 0.0000% | $373520.83         | $378996.18         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2056-01-20      | 6.5000%  | 0.0000% | $2576.97           | $2702.68           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2056-02-20      | 6.5000%  | 0.0000% | $165868.46         | $172706.23         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2056-05-20      | 5.5000%  | 0.0000% | $17627.91          | $17902.46          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-12-20      | 4.0000%  | 0.0000% | $16172.17          | $15124.52          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2055-10-20      | 5.5000%  | 0.0000% | $1641.63           | $1632.83           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-12-20      | 6.0000%  | 0.0000% | $2421.11           | $2433.99           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2041-01-20      | 5.0000%  | 0.0000% | $2155.36           | $2089.96           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-11-20      | 5.5000%  | 0.0000% | $539.23            | $424.95            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-09-20      | 6.0000%  | 0.0000% | $24817.57          | $14763.50          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-07-20      | 7.0000%  | 0.0000% | $579.40            | $246.20            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2055-01-20      | 4.0000%  | 0.0000% | $340.69            | $305.80            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2055-01-20      | 5.5000%  | 0.0000% | $24890.96          | $18159.04          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2055-02-20      | 6.0000%  | 0.0000% | $965.66            | $538.74            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2055-03-20      | 7.0000%  | 0.0000% | $482.83            | $182.20            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2055-03-20      | 4.0000%  | 0.0000% | $193.13            | $175.80            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2055-04-20      | 4.5000%  | 0.0000% | $193.13            | $180.33            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2055-05-20      | 5.0000%  | 0.0000% | $525918.27         | $478502.03         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2055-08-20      | 5.0000%  | 0.0000% | $978.12            | $930.64            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2046-09-20      | 3.5000%  | 0.0000% | $982.85            | $873.32            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2055-09-20      | 5.0000%  | 0.0000% | $9838.86           | $9551.74           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2055-10-20      | 4.5000%  | 0.0000% | $482.83            | $457.93            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2056-01-20      | 6.0000%  | 0.0000% | $482.83            | $490.41            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2056-02-20      | 5.5000%  | 0.0000% | $1834.76           | $1841.73           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2055-10-20      | 6.0000%  | 0.0000% | $17625.98          | $18035.87          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2056-04-20      | 5.5000%  | 0.0000% | $30374.97          | $30830.31          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2046-06-20      | 3.5000%  | 0.0000% | $3801.53           | $783.55            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2046-06-20      | 3.5000%  | 0.0000% | $13735.22          | $3054.28           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2046-05-15      | 4.5000%  | 0.0000% | $96.57             | $7.42              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2046-08-15      | 3.0000%  | 0.0000% | $3187.37           | $1000.52           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2046-08-20      | 3.0000%  | 0.0000% | $103365.85         | $11235.17          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2037-03-20      | 5.5000%  | 0.0000% | $2414.16           | $142.03            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2046-10-20      | 3.5000%  | 0.0000% | $3172.40           | $490.48            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2037-11-20      | 3.2500%  | 0.0000% | $96566.42          | $38913.86          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2047-04-15      | 4.5000%  | 0.0000% | $96.57             | $27.75             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2044-09-15      | 4.0000%  | 0.0000% | $3862.66           | $202.56            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-11-15      | 6.5000%  | 0.0000% | $6759.65           | $13.17             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-11-15      | 6.5000%  | 0.0000% | $56504.68          | $100.75            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-10-15      | 6.5000%  | 0.0000% | $2414.16           | $65.68             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-07-15      | 5.5000%  | 0.0000% | $4828.32           | $73.60             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2034-01-15      | 4.5000%  | 0.0000% | $2414.16           | $33.93             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-02-15      | 6.5000%  | 0.0000% | $2414.16           | $47.90             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-01-15      | 5.5000%  | 0.0000% | $24141.60          | $307.34            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-03-15      | 5.5000%  | 0.0000% | $101740.64         | $461.80            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-01-15      | 6.5000%  | 0.0000% | $16622.17          | $35.17             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-02-15      | 6.5000%  | 0.0000% | $13806.58          | $106.63            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-02-15      | 5.5000%  | 0.0000% | $77253.13          | $600.09            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-09-15      | 5.0000%  | 0.0000% | $36308.97          | $249.87            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2034-11-20      | 6.0000%  | 0.0000% | $39592.23          | $398.27            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2034-08-20      | 6.0000%  | 0.0000% | $364546.62         | $312.08            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-05-15      | 6.5000%  | 0.0000% | $9656.64           | $46.03             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-06-15      | 6.5000%  | 0.0000% | $58990.01          | $844.28            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-07-15      | 7.0000%  | 0.0000% | $8690.98           | $16.60             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-12-15      | 7.0000%  | 0.0000% | $8429.67           | $35.91             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-02-15      | 6.5000%  | 0.0000% | $4828.32           | $29.46             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-09-15      | 6.5000%  | 0.0000% | $7725.31           | $5.95              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-11-15      | 6.5000%  | 0.0000% | $2896.99           | $7.84              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-10-15      | 6.5000%  | 0.0000% | $12553.63          | $12.14             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-12-15      | 6.5000%  | 0.0000% | $96566.42          | $136.66            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-01-15      | 7.0000%  | 0.0000% | $2607.29           | $10.46             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-08-15      | 7.0000%  | 0.0000% | $6133.22           | $16.89             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-09-15      | 7.0000%  | 0.0000% | $2414.16           | $56.61             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-10-15      | 7.0000%  | 0.0000% | $20345.87          | $137.81            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-01-15      | 7.0000%  | 0.0000% | $140891.56         | $572.69            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-04-15      | 6.0000%  | 0.0000% | $5793.98           | $6.32              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-03-15      | 6.5000%  | 0.0000% | $7725.31           | $66.87             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-01-15      | 6.5000%  | 0.0000% | $16995.69          | $15.24             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-04-15      | 7.0000%  | 0.0000% | $2414.16           | $9.95              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-06-15      | 6.5000%  | 0.0000% | $9656.64           | $432.45            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2034-06-15      | 4.5000%  | 0.0000% | $7242.48           | $126.77            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-07-15      | 5.0000%  | 0.0000% | $2414.16           | $36.25             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-07-15      | 6.5000%  | 0.0000% | $113473.55         | $47.93             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-05-15      | 6.5000%  | 0.0000% | $4828.32           | $19.30             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-06-15      | 7.0000%  | 0.0000% | $12077.95          | $23.26             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-07-15      | 7.0000%  | 0.0000% | $4828.32           | $9.49              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-04-15      | 7.0000%  | 0.0000% | $43196.09          | $62.94             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-05-15      | 7.0000%  | 0.0000% | $27673.42          | $129.21            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-05-15      | 7.0000%  | 0.0000% | $4828.32           | $4.66              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-09-15      | 6.5000%  | 0.0000% | $4345.49           | $1.14              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-09-15      | 6.5000%  | 0.0000% | $180387.80         | $842.06            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-09-15      | 4.0000%  | 0.0000% | $4828.32           | $362.63            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-10-15      | 4.0000%  | 0.0000% | $3898.68           | $258.71            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-12-15      | 4.0000%  | 0.0000% | $7253.39           | $405.77            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-02-15      | 4.5000%  | 0.0000% | $2414.16           | $72.10             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-01-15      | 4.5000%  | 0.0000% | $28969.92          | $277.77            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-02-15      | 4.5000%  | 0.0000% | $9656.64           | $593.45            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-01-15      | 4.5000%  | 0.0000% | $1503.83           | $41.43             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-02-15      | 4.0000%  | 0.0000% | $23851.90          | $712.78            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-01-15      | 4.5000%  | 0.0000% | $560.86            | $54.44             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-05-15      | 4.5000%  | 0.0000% | $6785.43           | $225.97            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2036-04-20      | 5.5000%  | 0.0000% | $2896.99           | $46.00             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-02-15      | 5.0000%  | 0.0000% | $24141.60          | $1353.00           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-03-15      | 4.0000%  | 0.0000% | $2418.51           | $98.85             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-02-15      | 5.0000%  | 0.0000% | $15836.89          | $349.95            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2035-05-20      | 5.5000%  | 0.0000% | $32832.58          | $524.40            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2036-07-20      | 6.5000%  | 0.0000% | $1134.56           | $23.68             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2041-02-15      | 4.0000%  | 0.0000% | $1172992.25        | $49668.53          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-01-20      | 6.5000%  | 0.0000% | $3442.69           | $20.82             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2035-04-20      | 6.0000%  | 0.0000% | $965.66            | $13.95             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2035-11-20      | 5.5000%  | 0.0000% | $1459.31           | $54.97             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-09-15      | 4.0000%  | 0.0000% | $35729.57          | $3763.27           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2026-10-15      | 3.0000%  | 0.0000% | $9656.64           | $10.10             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2026-11-15      | 3.0000%  | 0.0000% | $48283.21          | $69.67             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2026-06-15      | 3.5000%  | 0.0000% | $41523.56          | $3.03              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2026-07-15      | 3.0000%  | 0.0000% | $37660.90          | $18.27             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2026-07-15      | 3.5000%  | 0.0000% | $17864.79          | $3.96              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2026-07-15      | 4.5000%  | 0.0000% | $75032.10          | $20.86             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2026-08-15      | 3.5000%  | 0.0000% | $22783.98          | $8.70              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2026-08-15      | 4.0000%  | 0.0000% | $54971.59          | $21.23             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2041-08-15      | 4.0000%  | 0.0000% | $317291.75         | $4647.94           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2041-01-15      | 4.0000%  | 0.0000% | $8208.15           | $184.62            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-07-15      | 4.0000%  | 0.0000% | $8690.98           | $441.48            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2041-02-15      | 4.5000%  | 0.0000% | $13712.43          | $561.12            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-06-15      | 4.5000%  | 0.0000% | $1448.50           | $124.66            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-12-15      | 4.0000%  | 0.0000% | $5214.59           | $123.79            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-09-20      | 4.5000%  | 0.0000% | $6469.95           | $490.30            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-08-15      | 7.0000%  | 0.0000% | $26555.76          | $8.28              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-08-15      | 6.5000%  | 0.0000% | $1352670.77        | $285.87            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-09-15      | 6.5000%  | 0.0000% | $376126.19         | $92.93             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-01-15      | 6.5000%  | 0.0000% | $3862.66           | $5.51              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-05-15      | 7.0000%  | 0.0000% | $19313.28          | $13.34             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-07-15      | 7.0000%  | 0.0000% | $9639.65           | $33.90             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-03-15      | 6.2500%  | 0.0000% | $12055.25          | $82.06             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-09-15      | 7.0000%  | 0.0000% | $48041.79          | $332.02            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-12-15      | 7.5000%  | 0.0000% | $98079.42          | $58.92             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-04-15      | 7.0000%  | 0.0000% | $23050.60          | $12.16             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-02-15      | 7.5000%  | 0.0000% | $11147.14          | $36.24             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2041-11-15      | 3.5000%  | 0.0000% | $96.57             | $11.07             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-07-15      | 7.0000%  | 0.0000% | $4828.32           | $0.98              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-08-15      | 7.0000%  | 0.0000% | $111942.88         | $23.87             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-08-15      | 6.5000%  | 0.0000% | $1155234.65        | $1005.53           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-04-15      | 7.0000%  | 0.0000% | $20278.95          | $4.66              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-04-15      | 6.5000%  | 0.0000% | $38626.57          | $26.15             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-12-15      | 7.5000%  | 0.0000% | $30901.25          | $5.27              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-05-15      | 8.0000%  | 0.0000% | $7650.28           | $0.60              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-05-15      | 6.5000%  | 0.0000% | $6856.22           | $2.46              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-06-15      | 7.5000%  | 0.0000% | $41716.69          | $17.07             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-07-15      | 6.5000%  | 0.0000% | $57092.48          | $35.64             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-07-15      | 6.5000%  | 0.0000% | $8208.15           | $4.37              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-07-20      | 8.5000%  | 0.0000% | $88804.02          | $24.33             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-10-15      | 7.5000%  | 0.0000% | $63239.80          | $11.45             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2026-08-15      | 7.5000%  | 0.0000% | $12057.48          | $0.12              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2026-08-15      | 7.5000%  | 0.0000% | $4962.16           | $0.03              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2026-09-15      | 7.5000%  | 0.0000% | $144849.62         | $1.65              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2026-10-15      | 7.0000%  | 0.0000% | $39012.83          | $0.00              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2026-11-15      | 7.0000%  | 0.0000% | $193132.83         | $0.06              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-05-01      | 3.5000%  | 0.0000% | $2510.73           | $2074.09           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-08-01      | 5.0000%  | 0.0000% | $965.66            | $577.03            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-10-01      | 5.0000%  | 0.0000% | $2510.73           | $2060.44           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-10-01      | 4.0000%  | 0.0000% | $221.23            | $165.37            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-07-01      | 4.5000%  | 0.0000% | $772.53            | $62.93             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-09-01      | 5.0000%  | 0.0000% | $3057.20           | $514.00            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-06-01      | 4.0000%  | 0.0000% | $579.40            | $137.91            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-07-01      | 2.5000%  | 0.0000% | $1641.63           | $518.80            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-07-01      | 3.5000%  | 0.0000% | $2317.59           | $256.05            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-08-01      | 3.0000%  | 0.0000% | $4345.49           | $962.76            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-05-01      | 3.0000%  | 0.0000% | $5793.98           | $1759.23           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-09-01      | 2.0000%  | 0.0000% | $1255.36           | $506.55            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-07-01      | 3.0000%  | 0.0000% | $289.70            | $73.54             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-07-01      | 2.5000%  | 0.0000% | $482.83            | $274.76            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-08-01      | 3.0000%  | 0.0000% | $1122.87           | $557.59            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-08-01      | 3.0000%  | 0.0000% | $1351.93           | $482.36            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-01-01      | 4.0000%  | 0.0000% | $1870.78           | $617.08            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-06-01      | 3.0000%  | 0.0000% | $96.57             | $58.28             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-06-01      | 2.5000%  | 0.0000% | $1062.23           | $519.95            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-07-01      | 3.0000%  | 0.0000% | $869.10            | $563.06            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-07-01      | 3.0000%  | 0.0000% | $193.13            | $113.56            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-12-01      | 2.5000%  | 0.0000% | $386.27            | $255.51            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-01-01      | 2.5000%  | 0.0000% | $675.96            | $421.74            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-05-01      | 4.0000%  | 0.0000% | $96.57             | $67.08             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-05-01      | 3.0000%  | 0.0000% | $1834.86           | $1272.76           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-02-01      | 3.0000%  | 0.0000% | $1062.23           | $753.53            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-02-01      | 3.0000%  | 0.0000% | $96.57             | $54.12             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-03-01      | 3.5000%  | 0.0000% | $579.40            | $363.48            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-03-01      | 2.5000%  | 0.0000% | $579.40            | $379.56            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-03-01      | 3.0000%  | 0.0000% | $2896.99           | $1493.05           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-03-01      | 3.5000%  | 0.0000% | $96.57             | $70.68             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-06-01      | 5.5000%  | 0.0000% | $386.27            | $282.81            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-06-01      | 3.5000%  | 0.0000% | $1255.36           | $897.92            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-02-01      | 3.0000%  | 0.0000% | $193.13            | $132.38            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-10-01      | 4.0000%  | 0.0000% | $2317.59           | $1857.75           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-09-01      | 3.0000%  | 0.0000% | $675.96            | $499.55            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-12-01      | 3.5000%  | 0.0000% | $1158.80           | $945.54            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-02-01      | 5.5000%  | 0.0000% | $386.27            | $269.52            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-07-01      | 3.5000%  | 0.0000% | $96.57             | $79.70             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-06-01      | 3.5000%  | 0.0000% | $482.83            | $390.32            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-07-01      | 4.0000%  | 0.0000% | $193.13            | $18.73             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-08-01      | 4.0000%  | 0.0000% | $2800.43           | $262.79            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-10-01      | 3.0000%  | 0.0000% | $482.83            | $68.03             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-11-01      | 3.0000%  | 0.0000% | $1738.20           | $264.20            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-12-01      | 4.0000%  | 0.0000% | $386.27            | $52.98             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-01-01      | 3.5000%  | 0.0000% | $193.13            | $26.61             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-02-01      | 2.5000%  | 0.0000% | $4828.32           | $1125.59           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-02-01      | 3.0000%  | 0.0000% | $1931.33           | $334.16            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-04-01      | 3.5000%  | 0.0000% | $869.10            | $164.83            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-05-01      | 3.5000%  | 0.0000% | $869.10            | $179.43            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-06-01      | 3.0000%  | 0.0000% | $193.13            | $45.52             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-08-01      | 3.0000%  | 0.0000% | $675.96            | $186.99            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-08-01      | 4.0000%  | 0.0000% | $482.83            | $95.57             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-09-01      | 2.0000%  | 0.0000% | $2607.29           | $1195.05           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-03-01      | 3.0000%  | 0.0000% | $2027.89           | $1252.78           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-05-01      | 4.5000%  | 0.0000% | $2208.47           | $1584.82           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-02-01      | 2.5000%  | 0.0000% | $5116.67           | $2299.14           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-12-01      | 2.0000%  | 0.0000% | $1545.06           | $796.20            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-12-01      | 2.5000%  | 0.0000% | $289.70            | $125.35            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-08-01      | 2.5000%  | 0.0000% | $1351.93           | $769.59            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-08-01      | 3.5000%  | 0.0000% | $96.57             | $37.76             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-06-01      | 2.5000%  | 0.0000% | $772.53            | $425.61            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-01-01      | 2.5000%  | 0.0000% | $482.83            | $295.72            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-01-01      | 3.0000%  | 0.0000% | $3476.39           | $2047.20           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-02-01      | 2.0000%  | 0.0000% | $96.57             | $60.43             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-02-01      | 3.5000%  | 0.0000% | $289.70            | $165.54            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-09-01      | 3.0000%  | 0.0000% | $3379.82           | $1778.31           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-10-01      | 2.0000%  | 0.0000% | $1062.23           | $637.59            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-10-01      | 2.5000%  | 0.0000% | $2219.77           | $1301.40           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-11-01      | 3.0000%  | 0.0000% | $1158.80           | $645.45            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-11-01      | 2.0000%  | 0.0000% | $1062.23           | $531.05            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-01-01      | 2.0000%  | 0.0000% | $96.57             | $50.35             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-01-01      | 2.5000%  | 0.0000% | $1062.23           | $476.72            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-12-01      | 2.5000%  | 0.0000% | $5160.51           | $2232.74           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-02-01      | 2.0000%  | 0.0000% | $675.96            | $359.14            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-01-01      | 3.5000%  | 0.0000% | $4248.92           | $1519.77           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-02-01      | 1.5000%  | 0.0000% | $3862.66           | $1716.33           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-04-01      | 3.0000%  | 0.0000% | $1255.36           | $549.84            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-05-01      | 2.5000%  | 0.0000% | $1351.93           | $715.51            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-05-01      | 3.0000%  | 0.0000% | $2379.98           | $1010.47           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-06-01      | 3.0000%  | 0.0000% | $1351.93           | $637.05            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-06-01      | 3.5000%  | 0.0000% | $772.53            | $280.47            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-02-01      | 6.0000%  | 0.0000% | $2896.99           | $1112.49           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-02-01      | 6.0000%  | 0.0000% | $579.40            | $312.38            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-02-01      | 4.5000%  | 0.0000% | $2221.03           | $1908.84           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-03-01      | 5.0000%  | 0.0000% | $2317.59           | $1895.76           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-03-01      | 6.0000%  | 0.0000% | $772.53            | $444.07            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-03-01      | 5.5000%  | 0.0000% | $1255.36           | $595.19            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-03-01      | 5.0000%  | 0.0000% | $675.96            | $351.53            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-04-01      | 5.0000%  | 0.0000% | $1641.63           | $949.80            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-04-01      | 6.0000%  | 0.0000% | $965.66            | $493.21            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-04-01      | 4.5000%  | 0.0000% | $96.57             | $82.55             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-04-01      | 6.0000%  | 0.0000% | $772.53            | $463.00            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-04-01      | 5.5000%  | 0.0000% | $869.10            | $443.32            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-04-01      | 5.5000%  | 0.0000% | $579.40            | $420.59            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-04-01      | 6.0000%  | 0.0000% | $5793.98           | $2659.29           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-04-01      | 4.5000%  | 0.0000% | $289.70            | $186.35            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-05-01      | 5.0000%  | 0.0000% | $482.83            | $260.28            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-05-01      | 5.5000%  | 0.0000% | $579.40            | $282.67            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-05-01      | 6.0000%  | 0.0000% | $1062.23           | $561.86            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-06-01      | 4.5000%  | 0.0000% | $289.70            | $254.52            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-06-01      | 5.5000%  | 0.0000% | $1255.36           | $615.60            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-12-01      | 4.0000%  | 0.0000% | $1931.33           | $787.91            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-01-01      | 3.0000%  | 0.0000% | $869.00            | $502.05            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-01-01      | 2.0000%  | 0.0000% | $289.70            | $156.05            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-03-01      | 2.5000%  | 0.0000% | $1255.36           | $793.50            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-02-01      | 3.0000%  | 0.0000% | $482.83            | $292.99            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-03-01      | 3.5000%  | 0.0000% | $3669.52           | $2185.70           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-04-01      | 3.0000%  | 0.0000% | $1641.63           | $1077.74           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-04-01      | 2.5000%  | 0.0000% | $2510.73           | $1418.36           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2042-04-01      | 2.5000%  | 0.0000% | $3090.13           | $1934.48           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-06-01      | 2.5000%  | 0.0000% | $1158.80           | $776.86            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-05-01      | 2.0000%  | 0.0000% | $2027.89           | $1303.56           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-05-01      | 3.0000%  | 0.0000% | $1641.63           | $1114.85           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-05-01      | 3.5000%  | 0.0000% | $772.53            | $521.34            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-05-01      | 2.5000%  | 0.0000% | $579.40            | $336.58            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-04-01      | 4.0000%  | 0.0000% | $289.70            | $178.12            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-07-01      | 4.5000%  | 0.0000% | $386.27            | $275.51            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-06-01      | 3.0000%  | 0.0000% | $3187.17           | $1808.19           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2042-06-01      | 3.5000%  | 0.0000% | $2896.99           | $1879.46           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-05-01      | 3.5000%  | 0.0000% | $96.57             | $45.13             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-06-01      | 3.5000%  | 0.0000% | $965.66            | $496.15            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-05-01      | 4.0000%  | 0.0000% | $289.70            | $193.39            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2042-07-01      | 3.5000%  | 0.0000% | $2896.99           | $1896.33           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-07-01      | 3.5000%  | 0.0000% | $482.83            | $258.78            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-08-01      | 3.0000%  | 0.0000% | $3814.37           | $2238.67           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-09-01      | 3.0000%  | 0.0000% | $1351.93           | $954.47            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-08-01      | 4.0000%  | 0.0000% | $289.70            | $146.21            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-10-01      | 3.0000%  | 0.0000% | $1062.23           | $757.36            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-10-01      | 5.0000%  | 0.0000% | $386.27            | $267.19            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-10-01      | 5.5000%  | 0.0000% | $2607.29           | $1659.03           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2042-11-01      | 4.5000%  | 0.0000% | $2896.99           | $1859.23           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-11-01      | 4.0000%  | 0.0000% | $2221.03           | $1679.06           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2042-11-01      | 5.0000%  | 0.0000% | $386.27            | $238.34            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-10-01      | 4.5000%  | 0.0000% | $675.96            | $334.42            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-10-01      | 5.0000%  | 0.0000% | $579.40            | $271.74            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-12-01      | 3.5000%  | 0.0000% | $482.83            | $272.01            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-12-01      | 4.5000%  | 0.0000% | $1158.80           | $883.51            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-12-01      | 6.0000%  | 0.0000% | $96.57             | $62.18             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-01-01      | 3.5000%  | 0.0000% | $96.57             | $55.67             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-01-01      | 4.5000%  | 0.0000% | $1255.36           | $697.60            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-01-01      | 5.5000%  | 0.0000% | $1641.63           | $1092.14           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-11-01      | 3.0000%  | 0.0000% | $1834.76           | $1247.87           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-03-01      | 4.5000%  | 0.0000% | $386.27            | $209.59            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-02-01      | 4.5000%  | 0.0000% | $1738.20           | $1325.71           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-02-01      | 5.0000%  | 0.0000% | $1255.36           | $923.69            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-04-01      | 5.0000%  | 0.0000% | $869.10            | $654.15            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-05-01      | 4.5000%  | 0.0000% | $1448.50           | $1127.82           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-04-01      | 5.0000%  | 0.0000% | $1062.23           | $520.57            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-04-01      | 4.0000%  | 0.0000% | $96.57             | $53.94             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-04-01      | 3.5000%  | 0.0000% | $2896.99           | $2340.08           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-04-01      | 3.0000%  | 0.0000% | $193.13            | $143.98            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-06-01      | 5.0000%  | 0.0000% | $4731.75           | $3632.59           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-06-01      | 4.5000%  | 0.0000% | $675.96            | $397.68            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-05-01      | 4.5000%  | 0.0000% | $1545.06           | $894.70            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-06-01      | 4.0000%  | 0.0000% | $2244.98           | $1758.61           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-05-01      | 3.5000%  | 0.0000% | $772.53            | $597.24            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-08-01      | 4.5000%  | 0.0000% | $1351.93           | $1086.19           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-07-01      | 5.5000%  | 0.0000% | $96.57             | $51.75             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-07-01      | 4.5000%  | 0.0000% | $1062.23           | $613.42            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-09-01      | 4.0000%  | 0.0000% | $675.96            | $532.30            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-08-01      | 6.5000%  | 0.0000% | $96.57             | $47.99             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-08-01      | 5.0000%  | 0.0000% | $2221.03           | $1231.80           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-08-01      | 5.5000%  | 0.0000% | $482.83            | $237.70            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-08-01      | 4.0000%  | 0.0000% | $386.27            | $303.61            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-07-01      | 3.5000%  | 0.0000% | $2800.43           | $2193.05           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-10-01      | 5.5000%  | 0.0000% | $1351.93           | $952.40            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-10-01      | 5.5000%  | 0.0000% | $1448.50           | $712.04            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-09-01      | 5.0000%  | 0.0000% | $2027.89           | $1133.70           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-09-01      | 5.5000%  | 0.0000% | $2607.29           | $1256.43           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-10-01      | 4.5000%  | 0.0000% | $289.70            | $237.82            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-11-01      | 5.5000%  | 0.0000% | $1255.36           | $614.88            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-10-01      | 6.0000%  | 0.0000% | $5021.45           | $2139.58           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-12-01      | 5.0000%  | 0.0000% | $3090.13           | $2589.08           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-12-01      | 5.5000%  | 0.0000% | $675.96            | $305.99            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-12-01      | 6.0000%  | 0.0000% | $965.66            | $394.73            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2043-12-01      | 6.0000%  | 0.0000% | $5311.15           | $2319.98           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-12-01      | 3.5000%  | 0.0000% | $289.70            | $237.39            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-01-01      | 4.0000%  | 0.0000% | $965.66            | $815.72            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-02-01      | 5.0000%  | 0.0000% | $1255.36           | $650.74            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-02-01      | 5.5000%  | 0.0000% | $3379.82           | $1513.39           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-01-01      | 5.5000%  | 0.0000% | $675.96            | $516.66            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-01-01      | 6.0000%  | 0.0000% | $2800.43           | $1581.95           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-01-01      | 5.5000%  | 0.0000% | $5890.55           | $2779.37           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-07-01      | 5.0000%  | 0.0000% | $386.27            | $223.86            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-07-01      | 5.5000%  | 0.0000% | $2896.99           | $1374.31           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-07-01      | 6.0000%  | 0.0000% | $1738.20           | $770.15            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-06-01      | 6.0000%  | 0.0000% | $482.83            | $237.69            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-07-01      | 5.0000%  | 0.0000% | $1641.63           | $1442.52           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-08-01      | 4.0000%  | 0.0000% | $386.27            | $325.93            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-08-01      | 6.5000%  | 0.0000% | $5600.85           | $2861.82           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-08-01      | 5.0000%  | 0.0000% | $772.53            | $435.65            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-08-01      | 5.5000%  | 0.0000% | $2124.46           | $1113.72           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-08-01      | 6.0000%  | 0.0000% | $6083.68           | $3179.94           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-09-01      | 4.0000%  | 0.0000% | $96.57             | $82.52             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-09-01      | 5.0000%  | 0.0000% | $289.70            | $160.74            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-09-01      | 5.5000%  | 0.0000% | $5021.45           | $2538.06           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-09-01      | 6.0000%  | 0.0000% | $2510.73           | $1287.11           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-10-01      | 3.5000%  | 0.0000% | $675.96            | $578.63            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-10-01      | 5.0000%  | 0.0000% | $1448.50           | $1225.25           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-10-01      | 6.0000%  | 0.0000% | $1641.63           | $1070.01           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-10-01      | 4.5000%  | 0.0000% | $289.70            | $198.72            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-10-01      | 5.5000%  | 0.0000% | $579.40            | $324.61            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-12-01      | 4.5000%  | 0.0000% | $193.13            | $147.93            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-12-01      | 5.0000%  | 0.0000% | $1545.06           | $1087.02           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-11-01      | 4.5000%  | 0.0000% | $2124.46           | $1480.84           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-11-01      | 5.0000%  | 0.0000% | $579.40            | $405.92            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-11-01      | 5.5000%  | 0.0000% | $289.70            | $190.19            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-12-01      | 4.0000%  | 0.0000% | $1351.93           | $1194.29           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-01-01      | 5.5000%  | 0.0000% | $965.66            | $763.97            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-01-01      | 4.5000%  | 0.0000% | $386.27            | $292.94            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-01-01      | 5.5000%  | 0.0000% | $1158.80           | $683.44            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-02-01      | 5.5000%  | 0.0000% | $675.96            | $412.03            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-01-01      | 3.5000%  | 0.0000% | $96.57             | $83.17             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-02-01      | 4.0000%  | 0.0000% | $2124.46           | $1871.00           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-02-01      | 6.0000%  | 0.0000% | $2703.86           | $1729.78           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-03-01      | 5.5000%  | 0.0000% | $1062.23           | $635.68            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-02-01      | 6.0000%  | 0.0000% | $482.83            | $269.65            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-03-01      | 4.0000%  | 0.0000% | $2716.51           | $2400.90           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-03-01      | 5.5000%  | 0.0000% | $193.13            | $152.23            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-03-01      | 6.0000%  | 0.0000% | $193.13            | $125.82            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-04-01      | 4.0000%  | 0.0000% | $2703.86           | $2399.30           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-04-01      | 2.5000%  | 0.0000% | $2800.43           | $1645.92           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-04-01      | 3.5000%  | 0.0000% | $96.57             | $50.92             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-08-01      | 4.0000%  | 0.0000% | $965.66            | $732.22            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-06-01      | 3.5000%  | 0.0000% | $193.13            | $136.80            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-06-01      | 3.5000%  | 0.0000% | $289.70            | $202.87            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-06-01      | 4.0000%  | 0.0000% | $579.40            | $417.27            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-07-01      | 3.0000%  | 0.0000% | $96.57             | $68.17             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-07-01      | 4.0000%  | 0.0000% | $386.27            | $281.28            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-07-01      | 4.5000%  | 0.0000% | $482.83            | $337.74            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-08-01      | 4.5000%  | 0.0000% | $675.96            | $473.74            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-10-01      | 4.5000%  | 0.0000% | $1255.36           | $965.31            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-10-01      | 4.5000%  | 0.0000% | $2027.89           | $1573.01           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-10-01      | 4.5000%  | 0.0000% | $869.10            | $632.52            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-11-01      | 4.0000%  | 0.0000% | $289.70            | $203.83            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-02-01      | 4.0000%  | 0.0000% | $1834.76           | $1477.59           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-06-01      | 4.0000%  | 0.0000% | $386.27            | $288.18            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-06-01      | 5.5000%  | 0.0000% | $1931.33           | $1445.59           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-08-01      | 5.5000%  | 0.0000% | $675.96            | $526.44            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-02-01      | 5.5000%  | 0.0000% | $675.96            | $518.49            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-10-01      | 4.0000%  | 0.0000% | $193.13            | $158.18            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-12-01      | 4.5000%  | 0.0000% | $386.27            | $340.90            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-03-01      | 6.0000%  | 0.0000% | $386.27            | $283.74            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-07-01      | 4.5000%  | 0.0000% | $289.70            | $235.42            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-05-01      | 5.5000%  | 0.0000% | $482.83            | $403.09            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-09-01      | 6.0000%  | 0.0000% | $869.10            | $540.35            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-09-01      | 5.5000%  | 0.0000% | $482.83            | $402.29            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-10-01      | 2.0000%  | 0.0000% | $715.65            | $535.31            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-04-01      | 3.0000%  | 0.0000% | $482.83            | $285.29            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-04-01      | 5.5000%  | 0.0000% | $1354.63           | $1278.67           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-09-01      | 5.5000%  | 0.0000% | $289.70            | $254.77            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-06-01      | 6.0000%  | 0.0000% | $193.13            | $140.10            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-10-01      | 2.0000%  | 0.0000% | $96.57             | $74.55             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-01-01      | 2.0000%  | 0.0000% | $7527682.61        | $5933220.94        | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-08-01      | 4.0000%  | 0.0000% | $96.57             | $88.41             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-07-01      | 3.0000%  | 0.0000% | $96.57             | $83.01             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-08-01      | 5.0000%  | 0.0000% | $20954.91          | $4344.70           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-03-01      | 3.0000%  | 0.0000% | $2607.49           | $780.92            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2046-11-04      | 4.5000%  | 0.0000% | $1738.20           | $420.08            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-04-01      | 3.0000%  | 0.0000% | $9656.64           | $2069.67           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-06-01      | 3.5000%  | 0.0000% | $3572.96           | $955.15            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-05-01      | 4.0000%  | 0.0000% | $3476.39           | $503.60            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-06-01      | 4.5000%  | 0.0000% | $1545.06           | $239.90            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-05-01      | 4.0000%  | 0.0000% | $772.53            | $115.50            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-05-01      | 3.5000%  | 0.0000% | $2800.43           | $615.62            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-05-01      | 4.0000%  | 0.0000% | $2510.73           | $408.49            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-07-01      | 2.5000%  | 0.0000% | $772.53            | $131.69            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-06-01      | 4.0000%  | 0.0000% | $289.70            | $59.22             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-05-01      | 5.0000%  | 0.0000% | $482.83            | $50.03             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-01-15      | 7.5000%  | 0.0000% | $7550.43           | $0.13              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-05-15      | 7.0000%  | 0.0000% | $53111.53          | $2.98              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-04-15      | 7.5000%  | 0.0000% | $33798.25          | $2.14              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-04-15      | 7.5000%  | 0.0000% | $1934225.30        | $221.15            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-07-15      | 7.0000%  | 0.0000% | $842512.62         | $42.75             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-06-15      | 7.5000%  | 0.0000% | $146414.77         | $13.25             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-06-15      | 7.0000%  | 0.0000% | $42522.73          | $1.09              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-06-15      | 7.0000%  | 0.0000% | $9656.64           | $0.15              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-06-15      | 7.0000%  | 0.0000% | $24296.40          | $0.27              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-08-15      | 6.5000%  | 0.0000% | $44905.02          | $0.51              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-08-15      | 7.0000%  | 0.0000% | $265557.64         | $15.49             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-09-15      | 7.0000%  | 0.0000% | $60716.13          | $7.79              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-10-15      | 6.5000%  | 0.0000% | $68803.57          | $8.00              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-10-15      | 7.0000%  | 0.0000% | $434147.63         | $60.21             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-10-15      | 6.5000%  | 0.0000% | $5118.02           | $0.13              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-12-15      | 6.5000%  | 0.0000% | $4828.32           | $0.11              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-12-15      | 6.5000%  | 0.0000% | $8497.84           | $1.80              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-03-15      | 7.0000%  | 0.0000% | $490307.67         | $114.93            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-03-15      | 6.5000%  | 0.0000% | $95117.92          | $39.85             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-02-15      | 7.0000%  | 0.0000% | $11587.97          | $5.08              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-03-15      | 7.5000%  | 0.0000% | $16126.59          | $1.64              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-03-15      | 6.5000%  | 0.0000% | $47969.56          | $18.29             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2034-02-15      | 5.0000%  | 0.0000% | $99613.57          | $1033.59           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2034-05-15      | 5.0000%  | 0.0000% | $20278.95          | $281.42            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2034-05-20      | 6.0000%  | 0.0000% | $29935.59          | $259.00            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2034-04-15      | 6.5000%  | 0.0000% | $5268.76           | $26.15             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2034-07-15      | 5.0000%  | 0.0000% | $5600.85           | $69.15             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-11-15      | 7.5000%  | 0.0000% | $6276.82           | $3.28              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-11-15      | 6.5000%  | 0.0000% | $66630.83          | $36.49             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-12-15      | 7.0000%  | 0.0000% | $21727.44          | $10.06             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-12-15      | 7.0000%  | 0.0000% | $13905.56          | $3.30              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-12-15      | 7.5000%  | 0.0000% | $96083.58          | $14.55             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-12-15      | 7.5000%  | 0.0000% | $2338306.01        | $318.27            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-03-15      | 7.0000%  | 0.0000% | $4828.32           | $5.39              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-05-15      | 6.5000%  | 0.0000% | $67306.89          | $43.85             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-04-15      | 6.5000%  | 0.0000% | $49731.99          | $28.00             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-05-15      | 6.5000%  | 0.0000% | $797725.89         | $559.82            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-08-15      | 7.5000%  | 0.0000% | $92696.52          | $21.63             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-12-15      | 7.0000%  | 0.0000% | $7725.31           | $8.13              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-12-15      | 7.0000%  | 0.0000% | $6759.65           | $5.33              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-12-15      | 7.0000%  | 0.0000% | $250493.28         | $281.78            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-11-15      | 7.0000%  | 0.0000% | $61352.22          | $52.65             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-11-15      | 7.0000%  | 0.0000% | $3379.82           | $3.09              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-01-15      | 7.0000%  | 0.0000% | $14054.66          | $10.32             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-04-15      | 7.5000%  | 0.0000% | $32209.34          | $17.28             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-12-15      | 7.0000%  | 0.0000% | $10622.31          | $7.64              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-07-15      | 7.5000%  | 0.0000% | $516615.26         | $71.77             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-08-15      | 7.5000%  | 0.0000% | $6473.91           | $2.26              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-08-15      | 7.5000%  | 0.0000% | $15363.81          | $8.25              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-08-15      | 7.5000%  | 0.0000% | $120752.83         | $59.44             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-09-15      | 6.5000%  | 0.0000% | $30901.25          | $22.92             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-12-15      | 7.0000%  | 0.0000% | $50021.40          | $50.07             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-12-15      | 7.0000%  | 0.0000% | $24141.60          | $15.58             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2026-12-15      | 7.5000%  | 0.0000% | $15933.46          | $0.05              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-04-15      | 6.5000%  | 0.0000% | $335066.82         | $397.73            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-05-15      | 7.0000%  | 0.0000% | $122421.40         | $111.54            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-05-15      | 6.5000%  | 0.0000% | $72730.54          | $88.20             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-06-15      | 6.5000%  | 0.0000% | $23175.94          | $19.62             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-06-20      | 6.0000%  | 0.0000% | $10139.47          | $16.64             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-07-15      | 7.0000%  | 0.0000% | $27714.75          | $24.30             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-07-15      | 7.0000%  | 0.0000% | $16281.68          | $14.28             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-09-15      | 7.0000%  | 0.0000% | $260196.18         | $282.78            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-10-15      | 6.5000%  | 0.0000% | $14094.93          | $14.59             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-12-15      | 7.5000%  | 0.0000% | $58132.98          | $42.02             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-12-15      | 7.0000%  | 0.0000% | $19796.12          | $20.28             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-01-15      | 7.5000%  | 0.0000% | $967824.92         | $1071.52           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-02-15      | 7.5000%  | 0.0000% | $11105.14          | $11.60             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-02-15      | 7.5000%  | 0.0000% | $61843.84          | $58.45             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-02-15      | 7.5000%  | 0.0000% | $13036.47          | $13.52             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-04-15      | 7.0000%  | 0.0000% | $159074.44         | $218.20            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-11-20      | 7.5000%  | 0.0000% | $30514.99          | $7.06              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-12-15      | 6.5000%  | 0.0000% | $19313.28          | $15.30             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-07-15      | 6.5000%  | 0.0000% | $40075.06          | $76.50             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-03-15      | 7.5000%  | 0.0000% | $167542.73         | $228.08            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-01-15      | 7.5000%  | 0.0000% | $28969.92          | $24.77             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-09-15      | 6.5000%  | 0.0000% | $225157.25         | $361.76            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-09-15      | 6.5000%  | 0.0000% | $31770.54          | $59.32             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-06-15      | 7.5000%  | 0.0000% | $19313.28          | $31.98             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-11-15      | 6.5000%  | 0.0000% | $44613.68          | $80.23             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-12-15      | 6.5000%  | 0.0000% | $598339.22         | $1193.26           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-11-15      | 7.0000%  | 0.0000% | $67925.30          | $118.63            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-03-15      | 6.5000%  | 0.0000% | $13572.41          | $18.96             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-07-15      | 5.5000%  | 0.0000% | $446342.04         | $2879.99           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-06-15      | 6.5000%  | 0.0000% | $337982.45         | $1186.00           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2045-02-15      | 3.0000%  | 0.0000% | $6759.65           | $1391.70           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-07-15      | 4.0000%  | 0.0000% | $15933.46          | $23.17             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2026-06-15      | 4.5000%  | 0.0000% | $85461.28          | $1.15              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-08-20      | 3.0000%  | 0.0000% | $147070.65         | $1245.65           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-01-15      | 2.5000%  | 0.0000% | $126502.00         | $1610.84           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-10-20      | 3.5000%  | 0.0000% | $96566.42          | $424.53            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-07-15      | 3.0000%  | 0.0000% | $29452.76          | $503.14            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-06-20      | 3.5000%  | 0.0000% | $4828.32           | $120.47            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-06-15      | 4.0000%  | 0.0000% | $207210.28         | $4520.96           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2026-08-15      | 4.5000%  | 0.0000% | $17381.95          | $0.04              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2042-12-20      | 4.5000%  | 0.0000% | $145107.07         | $8028.97           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-01-20      | 4.0000%  | 0.0000% | $26639.87          | $822.00            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2034-03-15      | 8.0000%  | 0.0000% | $88271.26          | $1488.76           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-06-20      | 2.0000%  | 0.0000% | $48283.21          | $2019.22           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-02-15      | 2.5000%  | 0.0000% | $13519.30          | $1293.89           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2047-04-20      | 4.0000%  | 0.0000% | $17264.05          | $4139.32           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-06-15      | 3.5000%  | 0.0000% | $13519.30          | $3027.52           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-06-20      | 5.5000%  | 0.0000% | $1039.54           | $380.22            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2046-09-15      | 4.0000%  | 0.0000% | $148036.31         | $38190.80          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-05-15      | 6.5000%  | 0.0000% | $76322.04          | $5775.35           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-02-20      | 3.5000%  | 0.0000% | $367.82            | $91.31             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2047-03-15      | 4.0000%  | 0.0000% | $4828.32           | $1283.19           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-09-20      | 4.5000%  | 0.0000% | $131330.32         | $89767.99          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-12-20      | 7.5000%  | 0.0000% | $1931.33           | $84.82             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-01-20      | 6.0000%  | 0.0000% | $15378.78          | $11040.51          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-02-20      | 7.5000%  | 0.0000% | $1158.80           | $35.49             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-03-20      | 7.5000%  | 0.0000% | $1351.93           | $237.69            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-06-20      | 4.0000%  | 0.0000% | $9656.64           | $6731.92           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-04-20      | 3.5000%  | 0.0000% | $675.96            | $438.84            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-07-15      | 5.0000%  | 0.0000% | $386.27            | $269.95            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-06-20      | 3.0000%  | 0.0000% | $485473.07         | $332090.47         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-08-15      | 5.5000%  | 0.0000% | $806.23            | $488.24            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2055-03-20      | 7.0000%  | 0.0000% | $482.83            | $88.25             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2053-09-20      | 3.5000%  | 0.0000% | $504559.52         | $379846.31         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-11-20      | 6.0000%  | 0.0000% | $965.66            | $624.70            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2055-04-20      | 5.5000%  | 0.0000% | $57167.32          | $54765.65          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2054-10-20      | 5.5000%  | 0.0000% | $186905.55         | $149493.69         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-03-20      | 2.5000%  | 0.0000% | $59608.32          | $50600.28          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-12-20      | 2.0000%  | 0.0000% | $232361.39         | $192384.44         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-03-20      | 5.5000%  | 0.0000% | $161376.77         | $166670.54         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2035-10-15      | 5.5000%  | 0.0000% | $26465.09          | $400.35            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-12-15      | 6.5000%  | 0.0000% | $3670.30           | $28.32             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-07-15      | 7.0000%  | 0.0000% | $7516.63           | $54.67             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2036-02-15      | 5.0000%  | 0.0000% | $31049.68          | $774.69            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-03-15      | 6.5000%  | 0.0000% | $253348.56         | $3890.70           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2041-07-20      | 4.5000%  | 0.0000% | $44231.38          | $1780.76           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2034-12-15      | 5.5000%  | 0.0000% | $3819.78           | $166.09            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-06-15      | 5.5000%  | 0.0000% | $29264.93          | $197.99            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-10-15      | 4.5000%  | 0.0000% | $11125.22          | $142.52            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2034-04-15      | 5.5000%  | 0.0000% | $2896.99           | $27.66             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-11-20      | 6.0000%  | 0.0000% | $2414.16           | $41.55             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2035-09-15      | 5.5000%  | 0.0000% | $22159.19          | $656.80            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2036-01-15      | 5.5000%  | 0.0000% | $2317.59           | $70.07             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2037-10-15      | 5.5000%  | 0.0000% | $11200.45          | $232.13            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-03-15      | 4.5000%  | 0.0000% | $3379.82           | $5.93              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-04-15      | 4.5000%  | 0.0000% | $1160.73           | $10.41             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-06-15      | 5.0000%  | 0.0000% | $4828.32           | $32.56             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-08-15      | 6.5000%  | 0.0000% | $7677.80           | $58.40             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-10-15      | 6.5000%  | 0.0000% | $33011.13          | $114.84            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-11-15      | 6.5000%  | 0.0000% | $2986.32           | $84.43             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-12-15      | 6.5000%  | 0.0000% | $43454.89          | $31.05             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-05-15      | 6.5000%  | 0.0000% | $508028.47         | $28.20             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-05-15      | 7.0000%  | 0.0000% | $4828.32           | $2.82              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-07-15      | 6.5000%  | 0.0000% | $21630.88          | $35.62             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-07-15      | 7.0000%  | 0.0000% | $49580.58          | $26.38             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-09-15      | 6.5000%  | 0.0000% | $76287.47          | $70.87             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-10-15      | 6.5000%  | 0.0000% | $7725.31           | $8.39              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-10-15      | 7.0000%  | 0.0000% | $35455.33          | $13.26             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-10-15      | 7.0000%  | 0.0000% | $77963.28          | $2.66              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-11-15      | 7.5000%  | 0.0000% | $46768.27          | $140.85            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-02-15      | 6.2500%  | 0.0000% | $48592.61          | $703.93            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-08-15      | 7.5000%  | 0.0000% | $24141.60          | $1.29              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-08-15      | 7.5000%  | 0.0000% | $19313.28          | $27.66             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-03-15      | 7.0000%  | 0.0000% | $2414.16           | $11.39             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-02-15      | 6.5000%  | 0.0000% | $5311.15           | $9.45              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-07-15      | 7.0000%  | 0.0000% | $2414.16           | $2.26              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-04-15      | 6.5000%  | 0.0000% | $4828.32           | $5.85              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-05-15      | 6.5000%  | 0.0000% | $9656.64           | $9.91              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-12-15      | 6.5000%  | 0.0000% | $12553.63          | $31.43             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-12-15      | 6.5000%  | 0.0000% | $6566.52           | $8.24              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-10-15      | 7.0000%  | 0.0000% | $2703.86           | $8.21              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-06-15      | 7.0000%  | 0.0000% | $69527.82          | $32.40             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-07-15      | 7.0000%  | 0.0000% | $2414.16           | $15.34             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-04-15      | 6.5000%  | 0.0000% | $4828.32           | $6.22              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2047-05-20      | 5.0000%  | 0.0000% | $13712.43          | $1211.62           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-06-20      | 3.5000%  | 0.0000% | $15450.63          | $1425.23           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-10-20      | 6.5000%  | 0.0000% | $3572.96           | $228.75            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2046-04-20      | 5.0000%  | 0.0000% | $7242.48           | $604.70            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-09-20      | 6.5000%  | 0.0000% | $5311.15           | $271.63            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2046-05-20      | 5.0000%  | 0.0000% | $14774.66          | $1396.45           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-10-20      | 7.0000%  | 0.0000% | $1834.76           | $308.64            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-10-20      | 6.5000%  | 0.0000% | $3476.39           | $514.59            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-12-20      | 2.5000%  | 0.0000% | $29624.55          | $1643.40           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2046-12-20      | 5.0000%  | 0.0000% | $1931.33           | $178.92            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-07-20      | 6.5000%  | 0.0000% | $7242.48           | $847.87            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2047-08-20      | 4.0000%  | 0.0000% | $2703.86           | $275.89            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-08-20      | 6.0000%  | 0.0000% | $1931.33           | $152.75            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-01-20      | 6.5000%  | 0.0000% | $4828.32           | $739.39            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2047-12-20      | 3.5000%  | 0.0000% | $57457.02          | $6645.95           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-01-20      | 3.5000%  | 0.0000% | $4828.32           | $531.65            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2037-11-20      | 6.5000%  | 0.0000% | $7242.48           | $782.51            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-02-20      | 3.5000%  | 0.0000% | $6856.22           | $796.62            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-02-20      | 6.0000%  | 0.0000% | $2607.29           | $385.43            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-04-20      | 4.0000%  | 0.0000% | $2993.56           | $223.18            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-05-20      | 3.5000%  | 0.0000% | $2607.29           | $291.75            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-05-20      | 4.5000%  | 0.0000% | $1738.20           | $118.41            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-09-20      | 6.0000%  | 0.0000% | $772.53            | $157.66            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-11-20      | 3.0000%  | 0.0000% | $10042.91          | $1563.67           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-02-20      | 6.0000%  | 0.0000% | $2896.99           | $467.32            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-09-20      | 6.5000%  | 0.0000% | $2124.46           | $140.97            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-12-20      | 5.0000%  | 0.0000% | $158753.16         | $9247.64           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-01-20      | 6.0000%  | 0.0000% | $74261.60          | $4785.18           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-01-20      | 3.5000%  | 0.0000% | $772.53            | $95.36             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-01-20      | 4.5000%  | 0.0000% | $98497.74          | $6018.23           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-01-20      | 5.0000%  | 0.0000% | $675964.91         | $37451.22          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-02-20      | 4.0000%  | 0.0000% | $212446.11         | $15805.18          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-03-20      | 5.0000%  | 0.0000% | $71321.73          | $4506.96           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-03-20      | 6.0000%  | 0.0000% | $50311.10          | $5169.91           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-03-20      | 5.0000%  | 0.0000% | $719706.79         | $51061.07          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-05-20      | 3.0000%  | 0.0000% | $1351.93           | $148.52            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-06-20      | 5.0000%  | 0.0000% | $399282.14         | $29634.64          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2034-07-20      | 3.0000%  | 0.0000% | $96.57             | $9.46              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-06-20      | 5.0000%  | 0.0000% | $48121.36          | $3983.95           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2048-12-20      | 4.5000%  | 0.0000% | $341845.11         | $36225.50          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-08-20      | 6.0000%  | 0.0000% | $26429.17          | $3606.45           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-09-20      | 6.0000%  | 0.0000% | $965.66            | $113.68            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-02-20      | 3.0000%  | 0.0000% | $1545.06           | $539.02            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2035-01-20      | 2.5000%  | 0.0000% | $4069.79           | $620.51            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-12-20      | 2.5000%  | 0.0000% | $482.83            | $90.26             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-01-20      | 3.5000%  | 0.0000% | $8423.87           | $1023.56           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-10-20      | 6.0000%  | 0.0000% | $2027.99           | $269.67            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2036-10-20      | 6.5000%  | 0.0000% | $4828.32           | $803.51            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-02-20      | 3.5000%  | 0.0000% | $19313.28          | $1582.32           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-02-20      | 3.0000%  | 0.0000% | $6469.95           | $1004.79           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2049-08-20      | 5.0000%  | 0.0000% | $2896.99           | $396.07            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-04-20      | 3.0000%  | 0.0000% | $482.83            | $97.06             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-04-20      | 5.0000%  | 0.0000% | $4345.49           | $659.17            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-06-20      | 5.0000%  | 0.0000% | $2896.99           | $433.94            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-07-20      | 4.5000%  | 0.0000% | $386.27            | $86.92             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-07-20      | 6.0000%  | 0.0000% | $19313.28          | $2661.68           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-08-20      | 4.5000%  | 0.0000% | $5828.56           | $788.98            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2037-06-20      | 6.5000%  | 0.0000% | $1255.36           | $447.85            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-09-20      | 5.0000%  | 0.0000% | $2607.29           | $552.37            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-09-20      | 2.5000%  | 0.0000% | $193.13            | $69.42             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2035-11-20      | 2.5000%  | 0.0000% | $8163.72           | $2555.08           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-11-20      | 6.0000%  | 0.0000% | $2414.16           | $380.46            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-11-20      | 2.0000%  | 0.0000% | $2027.89           | $914.41            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2050-12-20      | 2.0000%  | 0.0000% | $4486.09           | $2063.92           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2052-05-20      | 4.5000%  | 0.0000% | $66630.83          | $45748.01          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-04-20      | 2.0000%  | 0.0000% | $2414.16           | $1196.56           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2036-05-20      | 2.5000%  | 0.0000% | $83474.62          | $34135.27          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-06-20      | 4.5000%  | 0.0000% | $2124.46           | $752.83            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-07-20      | 3.5000%  | 0.0000% | $1959.43           | $938.07            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-07-20      | 2.0000%  | 0.0000% | $2703.86           | $1431.37           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-07-20      | 6.0000%  | 0.0000% | $482.83            | $113.16            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2051-08-20      | 2.0000%  | 0.0000% | $772.53            | $412.85            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2035-08-20      | 5.5000%  | 0.0000% | $482.83            | $142.78            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-12-15      | 7.0000%  | 0.0000% | $9656.64           | $19.97             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-07-15      | 7.5000%  | 0.0000% | $2414.16           | $4.89              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-07-15      | 7.0000%  | 0.0000% | $3862.66           | $7.59              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-07-15      | 7.5000%  | 0.0000% | $2414.16           | $0.58              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-10-15      | 6.5000%  | 0.0000% | $9656.64           | $57.01             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-05-15      | 7.0000%  | 0.0000% | $31866.92          | $40.69             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-08-15      | 7.0000%  | 0.0000% | $2414.16           | $4.44              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-04-15      | 7.0000%  | 0.0000% | $14484.96          | $4.03              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-04-15      | 6.5000%  | 0.0000% | $4731.75           | $4.42              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-04-15      | 6.5000%  | 0.0000% | $22210.28          | $46.23             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-03-15      | 6.5000%  | 0.0000% | $2414.16           | $2.02              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-03-15      | 6.5000%  | 0.0000% | $2421.98           | $0.59              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-02-15      | 7.0000%  | 0.0000% | $5022.81           | $15.50             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-02-15      | 7.0000%  | 0.0000% | $2422.27           | $2.43              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-04-15      | 7.0000%  | 0.0000% | $2414.16           | $5.16              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-07-15      | 7.0000%  | 0.0000% | $3379.82           | $22.79             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-07-15      | 7.5000%  | 0.0000% | $26854.64          | $7.84              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-09-15      | 7.0000%  | 0.0000% | $28012.28          | $39.11             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-04-15      | 6.5000%  | 0.0000% | $3862.66           | $0.50              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-06-15      | 7.0000%  | 0.0000% | $2415.32           | $8.85              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-05-15      | 7.0000%  | 0.0000% | $3476.39           | $5.94              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-05-15      | 7.5000%  | 0.0000% | $3747.55           | $25.45             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-07-15      | 6.5000%  | 0.0000% | $5793.98           | $13.65             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-07-15      | 7.0000%  | 0.0000% | $6759.65           | $6.65              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-05-15      | 6.5000%  | 0.0000% | $4828.32           | $9.93              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-07-15      | 7.0000%  | 0.0000% | $8401.28           | $4.62              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-08-15      | 7.0000%  | 0.0000% | $14484.96          | $7.46              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-08-15      | 7.5000%  | 0.0000% | $56974.18          | $32.10             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-09-15      | 7.0000%  | 0.0000% | $12070.80          | $10.75             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-06-15      | 6.5000%  | 0.0000% | $24572.58          | $1.68              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-07-15      | 7.0000%  | 0.0000% | $14484.96          | $5.33              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-07-15      | 6.5000%  | 0.0000% | $25944.60          | $17.66             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-07-15      | 7.0000%  | 0.0000% | $4828.32           | $3.77              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-09-15      | 5.6500%  | 0.0000% | $5311.15           | $192.21            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-09-15      | 7.0000%  | 0.0000% | $2414.16           | $12.96             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-10-15      | 7.5000%  | 0.0000% | $9880.29           | $4.62              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-11-15      | 7.5000%  | 0.0000% | $20568.65          | $4.16              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-12-15      | 8.0000%  | 0.0000% | $16723.08          | $130.56            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-07-15      | 7.5000%  | 0.0000% | $966490.57         | $399.47            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-07-15      | 7.5000%  | 0.0000% | $14086.92          | $20.92             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-07-15      | 7.0000%  | 0.0000% | $4828.32           | $2.92              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-09-15      | 7.5000%  | 0.0000% | $8208.15           | $1.27              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-09-15      | 7.0000%  | 0.0000% | $9463.51           | $51.79             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-11-15      | 7.5000%  | 0.0000% | $21630.88          | $13.67             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-06-15      | 7.0000%  | 0.0000% | $5793.98           | $4.15              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-08-15      | 7.0000%  | 0.0000% | $9656.64           | $9.65              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-08-15      | 7.5000%  | 0.0000% | $9173.81           | $9.29              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-01-01      | 2.5000%  | 0.0000% | $14002.13          | $2015.33           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-11-01      | 3.5000%  | 0.0000% | $289.70            | $36.09             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-07-01      | 4.0000%  | 0.0000% | $193.13            | $40.55             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-08-01      | 3.0000%  | 0.0000% | $193.13            | $37.49             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-08-01      | 4.5000%  | 0.0000% | $965.66            | $202.31            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-08-01      | 3.5000%  | 0.0000% | $869.10            | $76.34             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-06-01      | 4.0000%  | 0.0000% | $8594.41           | $1642.12           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-08-01      | 5.0000%  | 0.0000% | $289.70            | $34.66             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-09-01      | 3.5000%  | 0.0000% | $1351.93           | $186.07            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-09-01      | 2.5000%  | 0.0000% | $1641.63           | $96.72             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-08-01      | 3.5000%  | 0.0000% | $675.96            | $83.66             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-04-01      | 4.5000%  | 0.0000% | $386.27            | $104.38            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-02-01      | 4.0000%  | 0.0000% | $2703.86           | $216.99            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-09-01      | 3.5000%  | 0.0000% | $4809.01           | $909.31            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-12-01      | 4.5000%  | 0.0000% | $965.66            | $0.67              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-08-01      | 4.0000%  | 0.0000% | $772.53            | $157.64            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-09-01      | 5.0000%  | 0.0000% | $2124.46           | $365.02            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2045-01-01      | 4.0000%  | 0.0000% | $4345.49           | $1090.29           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-02-01      | 3.5000%  | 0.0000% | $96.57             | $12.23             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-07-01      | 5.0000%  | 0.0000% | $386.27            | $58.64             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-01-01      | 4.0000%  | 0.0000% | $772.53            | $183.80            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-02-01      | 4.0000%  | 0.0000% | $5214.59           | $557.81            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-07-01      | 4.0000%  | 0.0000% | $675.96            | $112.84            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-12-01      | 4.0000%  | 0.0000% | $1931.33           | $428.35            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-07-01      | 4.0000%  | 0.0000% | $1351.93           | $392.28            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-10-01      | 5.0000%  | 0.0000% | $2607.29           | $758.95            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-09-01      | 4.0000%  | 0.0000% | $96.57             | $26.21             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-04-01      | 3.0000%  | 0.0000% | $675.96            | $111.28            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-11-01      | 4.5000%  | 0.0000% | $1255.36           | $190.96            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2045-02-01      | 4.0000%  | 0.0000% | $3572.96           | $1120.43           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-06-01      | 4.0000%  | 0.0000% | $1641.63           | $407.00            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-03-01      | 3.0000%  | 0.0000% | $1545.06           | $457.48            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-02-01      | 3.5000%  | 0.0000% | $4731.75           | $1597.49           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2045-10-01      | 4.5000%  | 0.0000% | $1351.93           | $406.17            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-03-01      | 3.0000%  | 0.0000% | $289.70            | $56.76             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-11-01      | 3.5000%  | 0.0000% | $675.96            | $117.79            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-11-01      | 4.5000%  | 0.0000% | $675.96            | $117.90            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-07-01      | 4.5000%  | 0.0000% | $1090.72           | $313.09            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-05-01      | 3.5000%  | 0.0000% | $386.27            | $39.00             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-02-01      | 3.5000%  | 0.0000% | $7242.48           | $398.44            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-02-01      | 3.5000%  | 0.0000% | $96.57             | $21.08             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-11-01      | 3.5000%  | 0.0000% | $4055.79           | $1180.95           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-03-01      | 4.0000%  | 0.0000% | $43454.89          | $357.45            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-12-01      | 3.5000%  | 0.0000% | $4345.49           | $1060.24           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-04-01      | 3.5000%  | 0.0000% | $3669.52           | $872.97            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-03-01      | 4.0000%  | 0.0000% | $869.00            | $149.65            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-09-01      | 2.0000%  | 0.0000% | $482.83            | $242.01            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-05-01      | 4.0000%  | 0.0000% | $2027.89           | $381.30            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-06-01      | 4.0000%  | 0.0000% | $482.83            | $109.95            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-04-01      | 3.5000%  | 0.0000% | $482.83            | $132.22            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-01-01      | 4.5000%  | 0.0000% | $1834.76           | $222.97            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-11-01      | 4.5000%  | 0.0000% | $1158.80           | $269.65            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-03-01      | 4.0000%  | 0.0000% | $9173.81           | $1299.64           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-09-01      | 3.5000%  | 0.0000% | $96.57             | $31.98             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-03-01      | 4.0000%  | 0.0000% | $1931.33           | $548.18            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-02-01      | 4.5000%  | 0.0000% | $193.13            | $32.85             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-01-01      | 4.0000%  | 0.0000% | $579.40            | $140.16            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-05-01      | 3.5000%  | 0.0000% | $1448.50           | $292.98            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-02-01      | 2.5000%  | 0.0000% | $482.83            | $85.32             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-12-01      | 3.5000%  | 0.0000% | $1545.06           | $218.23            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-07-01      | 3.5000%  | 0.0000% | $2649.78           | $1031.75           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-10-01      | 3.5000%  | 0.0000% | $579.40            | $155.36            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-06-01      | 4.0000%  | 0.0000% | $289.70            | $29.72             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-04-01      | 3.0000%  | 0.0000% | $579.40            | $254.38            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-03-01      | 4.0000%  | 0.0000% | $2414.16           | $570.32            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-05-01      | 4.5000%  | 0.0000% | $482.83            | $147.07            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-09-01      | 4.5000%  | 0.0000% | $1931.33           | $376.42            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-07-01      | 3.5000%  | 0.0000% | $1931.33           | $394.43            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-04-01      | 3.5000%  | 0.0000% | $3572.96           | $688.92            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-05-01      | 5.0000%  | 0.0000% | $1931.33           | $588.02            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-03-01      | 3.5000%  | 0.0000% | $4248.92           | $1098.89           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-09-01      | 4.0000%  | 0.0000% | $869.10            | $188.10            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-06-01      | 3.5000%  | 0.0000% | $1738.20           | $452.47            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-11-01      | 4.0000%  | 0.0000% | $482.83            | $138.58            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-03-01      | 4.0000%  | 0.0000% | $1834.76           | $472.14            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-01-01      | 4.0000%  | 0.0000% | $1545.06           | $516.07            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-01-01      | 3.5000%  | 0.0000% | $2317.59           | $955.41            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-08-01      | 5.0000%  | 0.0000% | $799.28            | $247.63            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-06-01      | 3.5000%  | 0.0000% | $579.40            | $174.44            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-02-01      | 3.0000%  | 0.0000% | $1681.32           | $855.02            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-02-01      | 2.0000%  | 0.0000% | $1738.20           | $583.94            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-01-01      | 3.5000%  | 0.0000% | $482.83            | $181.21            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-08-01      | 4.5000%  | 0.0000% | $579.40            | $150.47            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-03-01      | 2.0000%  | 0.0000% | $289.70            | $116.03            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-06-01      | 3.5000%  | 0.0000% | $1641.63           | $489.60            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-10-01      | 4.0000%  | 0.0000% | $96.57             | $26.61             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-08-01      | 3.5000%  | 0.0000% | $386.27            | $152.60            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-05-01      | 4.0000%  | 0.0000% | $3689.51           | $1372.94           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-11-01      | 3.5000%  | 0.0000% | $1062.23           | $481.13            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-05-01      | 2.0000%  | 0.0000% | $386.27            | $207.33            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-07-01      | 4.5000%  | 0.0000% | $386.27            | $153.39            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-07-01      | 5.0000%  | 0.0000% | $2221.03           | $893.15            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-06-01      | 2.5000%  | 0.0000% | $482.83            | $267.16            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-05-01      | 2.0000%  | 0.0000% | $1937.99           | $1177.61           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-03-01      | 4.0000%  | 0.0000% | $4152.36           | $1278.93           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-06-01      | 4.5000%  | 0.0000% | $1545.06           | $586.58            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-06-01      | 2.0000%  | 0.0000% | $2414.16           | $1375.43           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-05-01      | 3.5000%  | 0.0000% | $4924.89           | $1718.83           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-03-01      | 3.5000%  | 0.0000% | $1062.23           | $332.62            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-01-01      | 3.5000%  | 0.0000% | $1931.33           | $608.49            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-05-01      | 4.5000%  | 0.0000% | $386.27            | $170.98            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-02-01      | 3.5000%  | 0.0000% | $2027.89           | $900.25            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-10-01      | 3.5000%  | 0.0000% | $96.57             | $28.47             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-05-01      | 2.0000%  | 0.0000% | $3858.70           | $2411.60           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-11-01      | 4.0000%  | 0.0000% | $965.66            | $391.18            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-03-01      | 3.5000%  | 0.0000% | $96.57             | $33.16             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-02-01      | 3.5000%  | 0.0000% | $1943.01           | $795.27            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-10-01      | 2.5000%  | 0.0000% | $3959.22           | $2349.13           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-07-01      | 3.0000%  | 0.0000% | $1931.33           | $1094.52           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-12-01      | 3.5000%  | 0.0000% | $2027.89           | $877.18            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-08-01      | 2.5000%  | 0.0000% | $2414.16           | $1291.91           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-05-01      | 5.5000%  | 0.0000% | $289.70            | $117.63            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-09-01      | 2.0000%  | 0.0000% | $579.40            | $295.93            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-07-01      | 4.5000%  | 0.0000% | $1641.63           | $582.91            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-09-01      | 2.5000%  | 0.0000% | $1738.20           | $1016.41           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-06-01      | 4.0000%  | 0.0000% | $193.13            | $89.29             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-06-01      | 4.5000%  | 0.0000% | $772.53            | $389.55            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-06-01      | 3.0000%  | 0.0000% | $193.13            | $74.63             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-04-01      | 2.0000%  | 0.0000% | $386.27            | $226.02            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-05-01      | 4.5000%  | 0.0000% | $1255.36           | $654.27            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-08-01      | 4.0000%  | 0.0000% | $1062.23           | $442.69            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-03-01      | 3.0000%  | 0.0000% | $965.66            | $471.11            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-04-01      | 5.5000%  | 0.0000% | $386.27            | $301.81            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-05-01      | 5.5000%  | 0.0000% | $772.53            | $553.63            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-05-01      | 6.0000%  | 0.0000% | $2703.86           | $1725.77           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-05-01      | 4.5000%  | 0.0000% | $386.27            | $350.36            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-05-01      | 5.5000%  | 0.0000% | $482.83            | $379.91            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-05-01      | 5.0000%  | 0.0000% | $772.53            | $478.14            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-06-01      | 5.5000%  | 0.0000% | $386.27            | $298.06            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-06-01      | 6.0000%  | 0.0000% | $3766.09           | $2504.74           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-05-01      | 3.5000%  | 0.0000% | $579.40            | $501.36            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-07-01      | 3.5000%  | 0.0000% | $579.40            | $504.37            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-07-01      | 4.5000%  | 0.0000% | $386.27            | $354.23            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-07-01      | 5.0000%  | 0.0000% | $675.96            | $623.66            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-07-01      | 6.5000%  | 0.0000% | $579.40            | $387.92            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-07-01      | 5.0000%  | 0.0000% | $1483.74           | $1144.97           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-07-01      | 6.5000%  | 0.0000% | $2190.13           | $1762.08           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-08-01      | 5.5000%  | 0.0000% | $386.27            | $332.23            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-08-01      | 5.0000%  | 0.0000% | $3283.26           | $2563.00           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-08-01      | 5.5000%  | 0.0000% | $1641.63           | $1208.55           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-08-01      | 6.0000%  | 0.0000% | $1351.93           | $845.12            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-09-01      | 4.5000%  | 0.0000% | $193.13            | $179.63            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-09-01      | 5.5000%  | 0.0000% | $193.13            | $168.98            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-09-01      | 5.0000%  | 0.0000% | $675.96            | $540.84            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-07-15      | 7.0000%  | 0.0000% | $1690.68           | $35.41             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-07-15      | 4.5000%  | 0.0000% | $27519.50          | $1364.30           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-10-15      | 6.5000%  | 0.0000% | $487322.90         | $843.46            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-06-15      | 4.5000%  | 0.0000% | $16030.02          | $343.93            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-05-15      | 4.5000%  | 0.0000% | $85643.79          | $2755.35           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-08-15      | 4.5000%  | 0.0000% | $24141.60          | $2534.84           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-10-15      | 6.5000%  | 0.0000% | $337982.45         | $2621.04           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-02-15      | 4.5000%  | 0.0000% | $20455.86          | $351.05            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-06-15      | 4.5000%  | 0.0000% | $99806.12          | $2452.23           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-06-15      | 4.0000%  | 0.0000% | $5303.62           | $116.24            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-03-15      | 4.5000%  | 0.0000% | $12860.23          | $269.58            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-12-15      | 6.5000%  | 0.0000% | $40602.60          | $1359.84           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-02-15      | 5.0000%  | 0.0000% | $10660.93          | $173.39            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-05-15      | 4.5000%  | 0.0000% | $19410.91          | $392.82            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-12-15      | 4.5000%  | 0.0000% | $96566.42          | $3193.85           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-01-15      | 5.0000%  | 0.0000% | $3213.05           | $156.37            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-07-15      | 4.5000%  | 0.0000% | $273.77            | $5.90              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-09-15      | 4.0000%  | 0.0000% | $5793.98           | $302.86            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-10-15      | 4.5000%  | 0.0000% | $47937.60          | $1381.41           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-03-15      | 4.5000%  | 0.0000% | $128714.15         | $12875.01          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2042-09-15      | 3.0000%  | 0.0000% | $965.66            | $329.80            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-06-15      | 4.5000%  | 0.0000% | $409.25            | $8.09              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-06-01      | 3.0000%  | 0.0000% | $1545.06           | $673.29            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-01-01      | 3.5000%  | 0.0000% | $4152.36           | $2544.92           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-06-01      | 3.0000%  | 0.0000% | $2607.29           | $1051.55           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-02-01      | 2.0000%  | 0.0000% | $1545.06           | $844.84            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-02-01      | 2.0000%  | 0.0000% | $965.66            | $609.55            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-11-01      | 2.5000%  | 0.0000% | $5311.15           | $831.47            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-08-01      | 3.0000%  | 0.0000% | $289.70            | $142.13            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-12-01      | 3.5000%  | 0.0000% | $96.57             | $36.05             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-03-01      | 2.0000%  | 0.0000% | $3862.66           | $1994.15           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-03-01      | 3.0000%  | 0.0000% | $482.83            | $250.64            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-04-01      | 3.0000%  | 0.0000% | $4828.32           | $2759.16           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-12-01      | 2.0000%  | 0.0000% | $320.21            | $200.97            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-04-01      | 3.0000%  | 0.0000% | $2414.16           | $1536.03           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-07-01      | 3.5000%  | 0.0000% | $965.66            | $544.40            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-01-01      | 3.5000%  | 0.0000% | $2462.44           | $1022.90           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-11-01      | 3.0000%  | 0.0000% | $1834.76           | $700.60            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-05-01      | 4.5000%  | 0.0000% | $1351.93           | $713.55            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-08-01      | 4.5000%  | 0.0000% | $193.13            | $126.35            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-02-01      | 2.5000%  | 0.0000% | $675.96            | $447.79            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-06-01      | 3.0000%  | 0.0000% | $2993.56           | $2061.19           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-05-01      | 3.0000%  | 0.0000% | $2124.46           | $1152.75           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-05-01      | 3.5000%  | 0.0000% | $1738.20           | $1238.60           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-02-01      | 2.5000%  | 0.0000% | $1448.50           | $836.26            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-08-01      | 3.0000%  | 0.0000% | $289.70            | $156.50            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-05-01      | 4.0000%  | 0.0000% | $1158.80           | $831.30            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-05-01      | 3.5000%  | 0.0000% | $772.53            | $459.94            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-05-01      | 3.0000%  | 0.0000% | $772.53            | $482.85            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-04-01      | 3.5000%  | 0.0000% | $1351.93           | $953.37            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2043-12-01      | 4.5000%  | 0.0000% | $2827.08           | $1615.95           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-11-01      | 4.5000%  | 0.0000% | $3379.82           | $1179.62           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-03-01      | 3.0000%  | 0.0000% | $2221.03           | $1432.49           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-04-01      | 2.5000%  | 0.0000% | $965.66            | $618.51            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-02-01      | 2.5000%  | 0.0000% | $1158.80           | $748.55            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-07-01      | 3.5000%  | 0.0000% | $675.96            | $449.34            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-10-01      | 5.5000%  | 0.0000% | $21727.44          | $1506.29           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-07-01      | 4.0000%  | 0.0000% | $1255.36           | $685.22            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-06-01      | 3.5000%  | 0.0000% | $772.53            | $481.46            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-09-01      | 4.5000%  | 0.0000% | $772.53            | $549.71            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-08-01      | 3.0000%  | 0.0000% | $289.70            | $166.82            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-01-01      | 4.0000%  | 0.0000% | $1255.36           | $1.36              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-01-01      | 4.0000%  | 0.0000% | $2414.16           | $271.52            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-02-01      | 3.0000%  | 0.0000% | $1834.76           | $256.42            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-02-01      | 3.5000%  | 0.0000% | $7145.91           | $907.96            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-04-01      | 3.5000%  | 0.0000% | $1062.23           | $128.35            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-04-01      | 4.0000%  | 0.0000% | $7918.45           | $972.92            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-03-01      | 4.0000%  | 0.0000% | $18927.02          | $2335.34           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-03-01      | 3.5000%  | 0.0000% | $11587.97          | $1091.05           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-04-01      | 3.0000%  | 0.0000% | $96.57             | $13.56             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-05-01      | 4.0000%  | 0.0000% | $3476.39           | $245.60            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-06-01      | 3.5000%  | 0.0000% | $96.57             | $9.56              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-06-01      | 4.5000%  | 0.0000% | $10718.87          | $936.64            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-06-01      | 4.0000%  | 0.0000% | $1834.76           | $178.34            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-06-01      | 3.5000%  | 0.0000% | $193.13            | $7.01              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-07-01      | 4.5000%  | 0.0000% | $579.40            | $41.76             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-09-01      | 4.0000%  | 0.0000% | $2800.43           | $154.66            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-09-01      | 4.0000%  | 0.0000% | $13809.00          | $1345.47           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-09-01      | 3.5000%  | 0.0000% | $1351.93           | $119.99            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-08-01      | 3.5000%  | 0.0000% | $1062.23           | $95.26             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2048-08-01      | 4.5000%  | 0.0000% | $772.53            | $57.93             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-07-01      | 2.0000%  | 0.0000% | $965.66            | $468.96            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-07-01      | 2.5000%  | 0.0000% | $2800.43           | $1322.79           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-09-01      | 2.5000%  | 0.0000% | $96.57             | $55.45             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-09-01      | 4.0000%  | 0.0000% | $772.53            | $336.79            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-10-01      | 2.0000%  | 0.0000% | $5118.02           | $1768.52           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-12-01      | 2.0000%  | 0.0000% | $675.96            | $415.50            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-04-01      | 3.0000%  | 0.0000% | $386.27            | $25.89             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-03-01      | 3.5000%  | 0.0000% | $675.96            | $44.95             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-03-01      | 4.0000%  | 0.0000% | $6180.25           | $548.29            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-03-01      | 3.5000%  | 0.0000% | $96.57             | $6.73              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-05-01      | 3.5000%  | 0.0000% | $482.83            | $38.88             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-04-01      | 3.5000%  | 0.0000% | $1738.20           | $123.59            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-07-01      | 3.5000%  | 0.0000% | $6373.38           | $539.63            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-07-01      | 4.5000%  | 0.0000% | $193.13            | $19.00             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-05-01      | 4.0000%  | 0.0000% | $386.27            | $30.14             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-06-01      | 3.0000%  | 0.0000% | $1255.36           | $116.49            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-06-01      | 3.5000%  | 0.0000% | $8884.11           | $716.75            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-06-01      | 4.0000%  | 0.0000% | $2607.29           | $227.10            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-08-01      | 3.5000%  | 0.0000% | $2607.29           | $313.85            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-08-01      | 3.0000%  | 0.0000% | $8304.71           | $857.77            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-08-01      | 3.5000%  | 0.0000% | $2703.86           | $255.82            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-08-01      | 4.0000%  | 0.0000% | $869.10            | $86.34             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-08-01      | 4.5000%  | 0.0000% | $96.57             | $8.69              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-09-01      | 2.5000%  | 0.0000% | $1448.50           | $228.12            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-09-01      | 3.5000%  | 0.0000% | $289.70            | $30.90             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-10-01      | 3.5000%  | 0.0000% | $2317.59           | $262.78            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-10-01      | 4.0000%  | 0.0000% | $386.27            | $50.37             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-11-01      | 4.5000%  | 0.0000% | $1641.63           | $185.91            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-11-01      | 3.0000%  | 0.0000% | $96.57             | $12.21             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-07-15      | 7.0000%  | 0.0000% | $9656.64           | $87.93             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-03-15      | 6.5000%  | 0.0000% | $71878.25          | $721.90            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-11-15      | 7.0000%  | 0.0000% | $2896.99           | $33.36             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2026-12-15      | 3.0000%  | 0.0000% | $57939.85          | $152.59            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-09-15      | 7.5000%  | 0.0000% | $2414.16           | $8.93              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-08-15      | 7.5000%  | 0.0000% | $31866.92          | $40.10             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-11-15      | 7.5000%  | 0.0000% | $2414.16           | $7.46              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-11-15      | 7.5000%  | 0.0000% | $6710.21           | $4.50              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-11-15      | 7.0000%  | 0.0000% | $4828.32           | $14.18             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-01-15      | 7.5000%  | 0.0000% | $2889.36           | $1.64              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-02-15      | 7.5000%  | 0.0000% | $2414.16           | $31.69             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-12-15      | 7.0000%  | 0.0000% | $2896.99           | $5.81              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-11-15      | 7.0000%  | 0.0000% | $4828.32           | $8.38              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-07-15      | 8.5000%  | 0.0000% | $105665.48         | $145.38            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-06-15      | 6.5000%  | 0.0000% | $20278.95          | $227.62            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-06-15      | 6.5000%  | 0.0000% | $42489.22          | $577.50            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-08-15      | 8.5000%  | 0.0000% | $39282.35          | $147.05            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-04-15      | 7.0000%  | 0.0000% | $2429.13           | $22.65             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-08-15      | 8.0000%  | 0.0000% | $33125.37          | $168.42            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-05-15      | 6.5000%  | 0.0000% | $23175.94          | $34.23             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-05-15      | 7.0000%  | 0.0000% | $53111.53          | $1.01              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-12-15      | 7.5000%  | 0.0000% | $4828.32           | $19.34             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-01-15      | 7.5000%  | 0.0000% | $2414.16           | $5.60              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-07-15      | 6.5000%  | 0.0000% | $3379.82           | $35.99             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-10-15      | 7.0000%  | 0.0000% | $2414.16           | $8.80              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-11-15      | 6.5000%  | 0.0000% | $5311.15           | $6.38              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-10-15      | 7.5000%  | 0.0000% | $3621.24           | $1.36              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-03-15      | 7.0000%  | 0.0000% | $25300.40          | $14.01             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-11-15      | 8.0000%  | 0.0000% | $69224.99          | $343.11            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2035-12-15      | 6.5000%  | 0.0000% | $19450.99          | $256.79            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-05-15      | 6.5000%  | 0.0000% | $19313.28          | $23.96             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-04-15      | 7.0000%  | 0.0000% | $75197.91          | $43.63             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-05-15      | 7.0000%  | 0.0000% | $29495.92          | $64.93             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-04-15      | 6.5000%  | 0.0000% | $2414.16           | $6.41              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-10-15      | 7.5000%  | 0.0000% | $2703.86           | $3.02              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-06-15      | 7.5000%  | 0.0000% | $6180.25           | $35.13             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-04-15      | 6.5000%  | 0.0000% | $3964.15           | $2.87              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-11-15      | 7.0000%  | 0.0000% | $35053.61          | $90.80             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2030-12-15      | 7.0000%  | 0.0000% | $3862.66           | $2.36              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2036-09-15      | 6.5000%  | 0.0000% | $17707.19          | $119.14            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-03-15      | 6.5000%  | 0.0000% | $22210.28          | $114.64            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-07-15      | 6.5000%  | 0.0000% | $4345.49           | $12.03             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-09-15      | 7.0000%  | 0.0000% | $7725.31           | $38.43             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-04-15      | 4.5000%  | 0.0000% | $53381.62          | $722.18            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-07-15      | 7.5000%  | 0.0000% | $9811.05           | $32.54             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-05-15      | 6.5000%  | 0.0000% | $2414.16           | $4.89              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-01-15      | 6.5000%  | 0.0000% | $3379.82           | $74.86             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-04-15      | 6.5000%  | 0.0000% | $2414.16           | $7.99              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-02-15      | 7.5000%  | 0.0000% | $2414.16           | $25.88             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-03-15      | 7.0000%  | 0.0000% | $8690.98           | $22.46             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-07-15      | 6.5000%  | 0.0000% | $2414.16           | $8.73              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-08-15      | 6.5000%  | 0.0000% | $14484.96          | $34.74             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-03-15      | 7.0000%  | 0.0000% | $2414.16           | $6.17              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-09-15      | 7.0000%  | 0.0000% | $240112.68         | $359.91            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-09-15      | 7.5000%  | 0.0000% | $9656.64           | $3.25              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-06-15      | 7.0000%  | 0.0000% | $27202.57          | $101.38            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-07-15      | 6.5000%  | 0.0000% | $4345.49           | $5.45              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-08-15      | 7.0000%  | 0.0000% | $67113.66          | $65.31             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2035-08-15      | 4.5000%  | 0.0000% | $4828.32           | $47.85             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2035-09-15      | 6.5000%  | 0.0000% | $97541.06          | $3505.97           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2035-11-15      | 6.5000%  | 0.0000% | $2069.32           | $48.36             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-04-15      | 6.5000%  | 0.0000% | $17864.79          | $255.71            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-05-15      | 6.5000%  | 0.0000% | $4055.79           | $6.43              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-10-15      | 7.0000%  | 0.0000% | $2414.16           | $10.20             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-08-15      | 7.0000%  | 0.0000% | $164886.48         | $418.18            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-06-15      | 7.0000%  | 0.0000% | $22017.14          | $39.12             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-08-15      | 6.5000%  | 0.0000% | $18042.66          | $278.17            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-06-15      | 7.0000%  | 0.0000% | $103760.61         | $261.67            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-11-15      | 6.5000%  | 0.0000% | $2414.16           | $2.97              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-03-15      | 7.0000%  | 0.0000% | $91738.09          | $76.49             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-04-15      | 6.5000%  | 0.0000% | $9656.64           | $6.50              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-04-15      | 6.5000%  | 0.0000% | $24317.74          | $23.81             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-05-15      | 6.5000%  | 0.0000% | $3156.85           | $1.69              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-06-15      | 6.5000%  | 0.0000% | $24244.06          | $147.33            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-12-15      | 7.0000%  | 0.0000% | $2414.16           | $16.54             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-11-15      | 6.5000%  | 0.0000% | $2703.86           | $30.90             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-09-15      | 6.5000%  | 0.0000% | $12360.50          | $79.24             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-09-15      | 7.0000%  | 0.0000% | $351916.41         | $58.83             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-10-15      | 7.0000%  | 0.0000% | $45386.22          | $96.58             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-07-15      | 7.5000%  | 0.0000% | $51221.24          | $621.74            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-01-15      | 6.5000%  | 0.0000% | $12070.80          | $47.78             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-12-01      | 3.5000%  | 0.0000% | $193.13            | $111.92            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-06-01      | 3.5000%  | 0.0000% | $289.70            | $202.53            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-07-01      | 3.5000%  | 0.0000% | $482.83            | $342.63            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-03-01      | 3.5000%  | 0.0000% | $96.57             | $60.94             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-05-01      | 2.0000%  | 0.0000% | $1255.36           | $803.18            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-10-01      | 3.0000%  | 0.0000% | $965.66            | $692.64            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-08-01      | 3.0000%  | 0.0000% | $1834.76           | $1265.67           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-11-01      | 5.5000%  | 0.0000% | $3090.13           | $2180.74           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-12-01      | 4.0000%  | 0.0000% | $1448.50           | $1108.18           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-12-01      | 5.0000%  | 0.0000% | $2703.86           | $2043.72           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-01-01      | 3.0000%  | 0.0000% | $386.27            | $283.14            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-05-01      | 4.0000%  | 0.0000% | $2993.56           | $2289.49           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-02-01      | 5.0000%  | 0.0000% | $1834.76           | $1396.58           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-06-01      | 5.5000%  | 0.0000% | $579.40            | $408.08            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-12-01      | 5.5000%  | 0.0000% | $675.96            | $504.43            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-01-20      | 6.0000%  | 0.0000% | $7918.45           | $42.40             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-12-20      | 6.0000%  | 0.0000% | $12553.63          | $63.49             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2032-12-20      | 7.0000%  | 0.0000% | $8690.98           | $37.02             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-02-20      | 6.0000%  | 0.0000% | $10151.64          | $56.78             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-03-20      | 6.0000%  | 0.0000% | $2414.16           | $12.09             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-03-20      | 7.0000%  | 0.0000% | $11877.67          | $52.97             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-06-20      | 5.0000%  | 0.0000% | $25107.27          | $216.90            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-04-20      | 5.0000%  | 0.0000% | $212446.11         | $1731.57           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-04-20      | 6.0000%  | 0.0000% | $7435.61           | $48.53             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-04-20      | 7.0000%  | 0.0000% | $13519.30          | $104.36            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-05-20      | 5.0000%  | 0.0000% | $6759.65           | $53.04             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-08-20      | 6.0000%  | 0.0000% | $2414.16           | $20.23             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-08-20      | 6.5000%  | 0.0000% | $16899.12          | $198.47            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-08-20      | 7.0000%  | 0.0000% | $16802.56          | $28.48             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-07-20      | 6.0000%  | 0.0000% | $11324.73          | $84.00             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-09-20      | 5.0000%  | 0.0000% | $8690.98           | $99.13             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-09-20      | 6.0000%  | 0.0000% | $4121.84           | $40.18             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-10-20      | 4.0000%  | 0.0000% | $2925.09           | $45.91             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-02-20      | 6.0000%  | 0.0000% | $7242.48           | $112.44            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-02-20      | 7.0000%  | 0.0000% | $965.66            | $25.52             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-03-20      | 4.0000%  | 0.0000% | $3379.82           | $130.31            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-03-20      | 4.5000%  | 0.0000% | $2414.16           | $48.32             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-03-20      | 6.0000%  | 0.0000% | $41693.23          | $530.96            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-04-20      | 4.0000%  | 0.0000% | $2414.16           | $69.04             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-04-20      | 4.5000%  | 0.0000% | $4635.19           | $95.12             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-04-20      | 5.0000%  | 0.0000% | $9656.64           | $178.34            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-03-01      | 2.0000%  | 0.0000% | $1255.36           | $714.68            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-07-01      | 5.0000%  | 0.0000% | $2221.03           | $1413.47           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-10-01      | 4.5000%  | 0.0000% | $675.96            | $496.63            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-10-01      | 4.5000%  | 0.0000% | $2269.31           | $1612.86           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-07-01      | 4.5000%  | 0.0000% | $2414.16           | $1656.78           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-11-01      | 5.5000%  | 0.0000% | $1255.36           | $988.36            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-12-01      | 4.5000%  | 0.0000% | $579.40            | $306.51            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-03-01      | 2.0000%  | 0.0000% | $1641.63           | $890.63            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-02-01      | 2.5000%  | 0.0000% | $869.10            | $506.83            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-05-01      | 2.5000%  | 0.0000% | $1351.93           | $831.46            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-11-01      | 5.5000%  | 0.0000% | $1062.23           | $605.64            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-05-01      | 2.5000%  | 0.0000% | $482.83            | $328.30            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-11-01      | 4.5000%  | 0.0000% | $482.83            | $361.11            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2043-02-01      | 5.0000%  | 0.0000% | $965.66            | $610.15            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-05-01      | 3.0000%  | 0.0000% | $3090.13           | $2122.14           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-01-01      | 3.0000%  | 0.0000% | $579.40            | $376.52            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-05-01      | 3.0000%  | 0.0000% | $3090.13           | $1872.78           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-02-01      | 4.0000%  | 0.0000% | $2414.16           | $1620.20           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-05-01      | 2.0000%  | 0.0000% | $965.66            | $652.18            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-11-01      | 5.5000%  | 0.0000% | $2221.03           | $1465.21           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-09-01      | 3.0000%  | 0.0000% | $4828.32           | $2946.26           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-05-01      | 4.5000%  | 0.0000% | $2317.59           | $1658.76           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-05-01      | 3.0000%  | 0.0000% | $2896.99           | $2086.48           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-05-01      | 4.0000%  | 0.0000% | $2124.46           | $1278.11           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-06-01      | 3.5000%  | 0.0000% | $2703.86           | $1941.24           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-06-01      | 2.0000%  | 0.0000% | $1545.06           | $953.96            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2051-09-01      | 3.0000%  | 0.0000% | $386.27            | $284.69            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-05-01      | 3.0000%  | 0.0000% | $2896.99           | $2011.80           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-08-01      | 3.5000%  | 0.0000% | $579.40            | $441.46            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-08-01      | 5.5000%  | 0.0000% | $386.27            | $280.77            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-07-01      | 2.5000%  | 0.0000% | $675.96            | $484.98            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-07-01      | 3.5000%  | 0.0000% | $1931.33           | $1418.26           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-09-01      | 6.0000%  | 0.0000% | $2414.16           | $1757.02           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-08-01      | 4.0000%  | 0.0000% | $193.13            | $148.07            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-01-01      | 2.5000%  | 0.0000% | $2124.46           | $1394.03           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-09-01      | 3.0000%  | 0.0000% | $772.53            | $557.56            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-07-01      | 4.0000%  | 0.0000% | $3090.13           | $2148.00           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-09-01      | 4.0000%  | 0.0000% | $386.27            | $285.29            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-02-01      | 6.5000%  | 0.0000% | $579.40            | $417.23            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-11-01      | 6.0000%  | 0.0000% | $1151.36           | $883.32            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-08-01      | 3.5000%  | 0.0000% | $772.53            | $619.08            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-09-01      | 3.5000%  | 0.0000% | $96.57             | $74.40             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-06-01      | 2.0000%  | 0.0000% | $1448.50           | $1026.72           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-01-01      | 4.0000%  | 0.0000% | $386.27            | $253.64            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-07-01      | 4.5000%  | 0.0000% | $5125.07           | $3487.89           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-06-01      | 3.0000%  | 0.0000% | $386.27            | $291.63            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-10-01      | 3.0000%  | 0.0000% | $96.57             | $73.35             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-12-01      | 2.0000%  | 0.0000% | $193.13            | $138.86            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-11-01      | 3.0000%  | 0.0000% | $772.53            | $530.11            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-04-01      | 6.5000%  | 0.0000% | $902.12            | $686.72            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-06-01      | 3.0000%  | 0.0000% | $482.83            | $376.35            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-09-01      | 5.5000%  | 0.0000% | $1062.23           | $920.79            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-09-01      | 6.0000%  | 0.0000% | $3669.52           | $2721.88           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-05-01      | 6.0000%  | 0.0000% | $2607.29           | $2116.96           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-08-01      | 2.5000%  | 0.0000% | $482.83            | $111.92            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-02-01      | 2.5000%  | 0.0000% | $2414.16           | $1235.38           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-07-01      | 2.5000%  | 0.0000% | $4248.92           | $3127.23           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-06-01      | 2.0000%  | 0.0000% | $2414.16           | $1769.51           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-06-01      | 3.0000%  | 0.0000% | $965.66            | $759.89            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-05-01      | 4.0000%  | 0.0000% | $193.13            | $148.37            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2052-04-01      | 2.5000%  | 0.0000% | $1545.06           | $1136.30           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2053-12-01      | 3.5000%  | 0.0000% | $869.10            | $702.57            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-11-01      | 3.5000%  | 0.0000% | $2510.73           | $2055.94           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2044-10-01      | 5.5000%  | 0.0000% | $289.70            | $237.96            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-07-01      | 6.0000%  | 0.0000% | $772.53            | $670.91            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-01-01      | 4.5000%  | 0.0000% | $2896.99           | $2377.58           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-10-25      | 2.5000%  | 0.0000% | $482.83            | $335.56            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2054-08-25      | 7.0000%  | 0.0000% | $2273.37           | $1922.75           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2055-06-01      | 5.0000%  | 0.0000% | $965.66            | $898.19            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-05-01      | 5.0000%  | 0.0000% | $106223.06         | $2329.50           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-12-01      | 6.0000%  | 0.0000% | $6373.38           | $28.18             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2026-10-01      | 6.5000%  | 0.0000% | $8690.98           | $1.71              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2026-10-01      | 6.5000%  | 0.0000% | $71459.15          | $18.06             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-03-01      | 6.0000%  | 0.0000% | $1545.06           | $8.42              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-03-01      | 5.5000%  | 0.0000% | $869.10            | $12.66             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2033-12-01      | 6.0310%  | 0.0000% | $7242.48           | $76.42             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-03-01      | 5.7790%  | 0.0000% | $12457.07          | $115.00            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-04-01      | 5.8800%  | 0.0000% | $12553.63          | $101.24            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-10-01      | 6.2060%  | 0.0000% | $19796.12          | $256.68            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-08-01      | 4.5000%  | 0.0000% | $2896.99           | $249.08            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-07-01      | 5.5000%  | 0.0000% | $14909.37          | $204.46            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2042-01-01      | 4.0000%  | 0.0000% | $2896.99           | $276.40            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2026-08-01      | 5.0000%  | 0.0000% | $109120.05         | $39.28             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-07-01      | 3.5000%  | 0.0000% | $289.70            | $1.17              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-07-01      | 3.0000%  | 0.0000% | $125536.34         | $711.44            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-06-01      | 2.5000%  | 0.0000% | $70493.48          | $1722.20           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-04-01      | 6.5000%  | 0.0000% | $2703.86           | $330.69            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-12-01      | 4.0000%  | 0.0000% | $1931.33           | $204.95            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-04-01      | 4.0000%  | 0.0000% | $869.10            | $58.48             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-10-01      | 6.0000%  | 0.0000% | $14484.96          | $102.00            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-01-01      | 6.0000%  | 0.0000% | $9656.64           | $59.64             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-12-01      | 6.0000%  | 0.0000% | $3379.82           | $24.11             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2036-12-01      | 5.7800%  | 0.0000% | $772.53            | $14.26             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-02-01      | 5.8920%  | 0.0000% | $9656.64           | $71.98             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-02-01      | 5.9800%  | 0.0000% | $48283.21          | $1345.70           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-03-01      | 5.7320%  | 0.0000% | $61802.51          | $362.26            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-03-01      | 6.5000%  | 0.0000% | $68562.15          | $2188.65           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-04-01      | 6.5000%  | 0.0000% | $48283.21          | $2159.07           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-03-01      | 6.5000%  | 0.0000% | $3959.22           | $42.93             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-03-01      | 5.0000%  | 0.0000% | $965664.15         | $1155.80           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-03-01      | 5.0000%  | 0.0000% | $289699.25         | $116.66            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-02-01      | 5.0000%  | 0.0000% | $103300.76         | $2230.45           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-05-01      | 5.0000%  | 0.0000% | $1351.93           | $43.37             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-02-01      | 4.5000%  | 0.0000% | $13422.73          | $292.85            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-11-01      | 4.5000%  | 0.0000% | $7532.18           | $296.95            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-03-01      | 5.7500%  | 0.0000% | $96566.42          | $792.61            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-07-01      | 6.4950%  | 0.0000% | $299355.89         | $841.73            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-12-01      | 5.0000%  | 0.0000% | $1158.80           | $30.81             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-05-01      | 6.0000%  | 0.0000% | $118036.32         | $2191.90           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-08-01      | 6.0000%  | 0.0000% | $25735.92          | $155.45            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2047-08-01      | 5.5000%  | 0.0000% | $62768.17          | $1914.25           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-08-01      | 6.3070%  | 0.0000% | $9656.64           | $132.83            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-09-01      | 6.0000%  | 0.0000% | $3090.13           | $10.15             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-09-01      | 6.2230%  | 0.0000% | $48283.21          | $432.83            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-09-01      | 5.5000%  | 0.0000% | $482.83            | $8.43              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2037-09-01      | 6.0000%  | 0.0000% | $7918.45           | $17.68             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-06-01      | 6.4560%  | 0.0000% | $9463.51           | $33.99             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-04-01      | 5.5000%  | 0.0000% | $579.40            | $3.21              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-06-01      | 5.5000%  | 0.0000% | $12843.33          | $78.00             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-11-01      | 6.0000%  | 0.0000% | $5987.12           | $55.38             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-03-01      | 5.0000%  | 0.0000% | $244970.74         | $1022.28           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-06-01      | 4.0000%  | 0.0000% | $2800.43           | $91.48             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-06-01      | 4.5000%  | 0.0000% | $1834.76           | $19.53             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-02-01      | 6.0000%  | 0.0000% | $17893.08          | $185.27            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2040-08-01      | 4.5000%  | 0.0000% | $3379.82           | $72.58             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-02-01      | 4.0000%  | 0.0000% | $193.13            | $14.23             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-04-01      | 4.5000%  | 0.0000% | $4924.89           | $112.28            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2031-05-01      | 4.5000%  | 0.0000% | $14291.83          | $472.56            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-10-01      | 3.5000%  | 0.0000% | $18347.62          | $2393.80           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2026-11-01      | 3.0000%  | 0.0000% | $137607.14         | $347.66            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-12-01      | 4.0000%  | 0.0000% | $1158.80           | $117.62            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2041-12-01      | 4.0000%  | 0.0000% | $3186.69           | $122.49            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-01-01      | 3.0000%  | 0.0000% | $164162.91         | $688.54            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-03-01      | 3.0000%  | 0.0000% | $289699.25         | $878.33            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-05-01      | 3.0000%  | 0.0000% | $197961.15         | $1410.84           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-07-01      | 3.0000%  | 0.0000% | $1062.23           | $9.43              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2042-08-01      | 3.5000%  | 0.0000% | $289.70            | $21.62             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2042-10-01      | 3.5000%  | 0.0000% | $96.57             | $8.85              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2042-11-01      | 3.5000%  | 0.0000% | $289.70            | $38.70             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-02-01      | 2.5000%  | 0.0000% | $107188.72         | $2396.48           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-03-01      | 2.5000%  | 0.0000% | $51180.20          | $1237.98           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2043-06-01      | 4.0000%  | 0.0000% | $386.27            | $60.64             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-07-01      | 4.5000%  | 0.0000% | $1351.93           | $17.44             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2039-07-01      | 4.5000%  | 0.0000% | $4345.49           | $70.84             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-12-01      | 6.0000%  | 0.0000% | $579.40            | $318.42            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-09-01      | 6.0000%  | 0.0000% | $289.70            | $179.24            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-11-01      | 5.0000%  | 0.0000% | $740.66            | $603.87            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-10-01      | 4.0000%  | 0.0000% | $1062.23           | $838.94            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-11-01      | 4.0000%  | 0.0000% | $193.13            | $159.87            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-01-01      | 7.0000%  | 0.0000% | $2414.16           | $732.22            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-02-01      | 6.5000%  | 0.0000% | $289.70            | $115.31            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-03-01      | 4.0000%  | 0.0000% | $1158.80           | $1013.05           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-05-01      | 5.5000%  | 0.0000% | $772.53            | $554.80            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-05-01      | 6.0000%  | 0.0000% | $289.70            | $168.33            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-08-01      | 5.5000%  | 0.0000% | $386.27            | $281.71            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-09-01      | 6.0000%  | 0.0000% | $482.83            | $291.03            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-10-01      | 5.0000%  | 0.0000% | $965.66            | $824.36            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-10-01      | 6.0000%  | 0.0000% | $289.70            | $182.91            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2054-11-01      | 4.5000%  | 0.0000% | $675.96            | $587.25            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-01-01      | 5.5000%  | 0.0000% | $1448.50           | $1141.91           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-02-01      | 4.0000%  | 0.0000% | $965.66            | $849.21            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-02-01      | 6.5000%  | 0.0000% | $1255.36           | $706.73            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-03-01      | 3.5000%  | 0.0000% | $96.57             | $81.63             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-03-01      | 3.5000%  | 0.0000% | $193.13            | $161.05            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-05-01      | 6.0000%  | 0.0000% | $386.27            | $270.70            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-05-01      | 3.5000%  | 0.0000% | $1062.23           | $933.82            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-05-01      | 2.0000%  | 0.0000% | $623.63            | $433.39            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2053-03-01      | 3.5000%  | 0.0000% | $386.27            | $287.86            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2035-11-01      | 4.0000%  | 0.0000% | $2221.03           | $391.23            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2030-08-01      | 3.5000%  | 0.0000% | $6276.82           | $392.72            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-09-01      | 4.0000%  | 0.0000% | $18261.10          | $1635.94           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-01-01      | 3.5000%  | 0.0000% | $53111.53          | $14286.00          | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2048-03-01      | 3.5000%  | 0.0000% | $44420.55          | $9700.93           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-08-01      | 4.0000%  | 0.0000% | $2800.43           | $613.50            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2032-01-15      | 8.5000%  | 0.0000% | $611597.89         | $952.45            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-04-01      | 3.0000%  | 0.0000% | $2124.46           | $1088.11           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-04-01      | 3.0000%  | 0.0000% | $1158.80           | $790.01            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-05-01      | 3.0000%  | 0.0000% | $1545.06           | $1052.11           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-07-01      | 4.0000%  | 0.0000% | $96.57             | $72.20             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-07-01      | 4.0000%  | 0.0000% | $1834.76           | $1152.07           | Agency Mortgage-Backed Securities   |
| Federal Farm Credit Bank   | 2031-04-14      | 1.6900%  | 0.0000% | $910138.46         | $814507.03         | Agency Mortgage-Backed Securities   |
| Federal Farm Credit Bank   | 2041-11-29      | 2.6900%  | 0.0000% | $25493.53          | $18961.53          | Agency Mortgage-Backed Securities   |
| Federal Farm Credit Bank   | 2032-03-23      | 3.3000%  | 0.0000% | $1255.36           | $1196.57           | Agency Mortgage-Backed Securities   |
| Federal Farm Credit Bank   | 2029-03-06      | 3.5200%  | 0.0000% | $564430.70         | $559982.17         | Agency Mortgage-Backed Securities   |
| Federal Farm Credit Bank   | 2029-05-21      | 3.7950%  | 0.0000% | $5279285.92        | $5283654.53        | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2036-08-01      | 1.5000%  | 0.0000% | $2896.99           | $1439.77           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-07-01      | 4.0000%  | 0.0000% | $386.27            | $66.78             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-08-01      | 4.0000%  | 0.0000% | $1834.76           | $292.58            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-04-01      | 3.0000%  | 0.0000% | $3379.82           | $1044.22           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-09-01      | 4.0000%  | 0.0000% | $1545.06           | $354.27            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2050-07-01      | 3.0000%  | 0.0000% | $1738.20           | $714.21            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-06-01      | 3.0000%  | 0.0000% | $3379.82           | $2259.39           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-03-01      | 3.0000%  | 0.0000% | $482.83            | $204.22            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-03-01      | 3.0000%  | 0.0000% | $96.57             | $53.39             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-05-01      | 3.0000%  | 0.0000% | $96.57             | $56.02             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-09-01      | 3.0000%  | 0.0000% | $96.57             | $63.26             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-10-01      | 2.5000%  | 0.0000% | $193.13            | $112.91            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-04-01      | 3.5000%  | 0.0000% | $4828.32           | $3244.20           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2051-12-01      | 3.0000%  | 0.0000% | $1834.76           | $1079.41           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-01-01      | 3.0000%  | 0.0000% | $193.13            | $118.91            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-10-01      | 5.0000%  | 0.0000% | $2414.16           | $1775.33           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-06-01      | 4.0000%  | 0.0000% | $772.53            | $511.41            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-08-01      | 4.0000%  | 0.0000% | $2317.59           | $1742.77           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-08-01      | 3.0000%  | 0.0000% | $1545.06           | $1112.07           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2052-08-01      | 4.5000%  | 0.0000% | $289.70            | $193.68            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2045-09-01      | 5.5000%  | 0.0000% | $1062.23           | $885.39            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-09-01      | 3.0000%  | 0.0000% | $386.27            | $129.91            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2042-04-01      | 2.5000%  | 0.0000% | $1062.23           | $676.23            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2042-05-01      | 3.0000%  | 0.0000% | $289.70            | $190.78            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2042-07-01      | 4.5000%  | 0.0000% | $1351.93           | $855.54            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2031-10-01      | 2.0000%  | 0.0000% | $482.83            | $170.02            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-12-01      | 3.0000%  | 0.0000% | $675.96            | $128.44            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2049-11-01      | 2.5000%  | 0.0000% | $965.66            | $313.95            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2032-07-15      | 0.0000%  | 0.0000% | $114817.47         | $87760.04          | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2028-05-23      | 3.8500%  | 0.0000% | $1207080.19        | $1211018.62        | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2028-05-04      | 4.1000%  | 0.0000% | $96.57             | $96.66             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-05-15      | 0.0000%  | 0.0000% | $673937.01         | $570522.73         | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-11-15      | 6.6250%  | 0.0000% | $579.40            | $638.66            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-08-05      | 0.8750%  | 0.0000% | $289.70            | $254.78            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-08-26      | 1.2800%  | 0.0000% | $482832.08         | $429501.66         | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2029-04-23      | 4.1250%  | 0.0000% | $38240.30          | $38283.66          | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2029-11-19      | 4.4500%  | 0.0000% | $21051.48          | $21042.96          | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2029-10-01      | 8.0000%  | 0.0000% | $88323.02          | $7.26              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-03-01      | 8.0000%  | 0.0000% | $68735.39          | $32.09             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-07-01      | 8.5000%  | 0.0000% | $86014.31          | $11.24             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-08-01      | 8.5000%  | 0.0000% | $12848.74          | $2.56              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-12-01      | 8.5000%  | 0.0000% | $36340.55          | $48.51             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-08-01      | 6.5000%  | 0.0000% | $90289.60          | $393.04            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-10-01      | 7.0000%  | 0.0000% | $138833.15         | $1434.61           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-03-01      | 6.5000%  | 0.0000% | $33798.25          | $9.22              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2027-04-01      | 6.5000%  | 0.0000% | $3862.66           | $5.70              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2038-05-01      | 5.5000%  | 0.0000% | $96.57             | $0.77              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2028-06-01      | 6.5000%  | 0.0000% | $1166123.19        | $74.79             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-04-01      | 8.5000%  | 0.0000% | $56985.48          | $24.96             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-04-01      | 8.5000%  | 0.0000% | $151437.77         | $66.12             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-06-01      | 8.0000%  | 0.0000% | $45105.01          | $6.56              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-08-01      | 8.5000%  | 0.0000% | $42477.15          | $6.90              | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-09-01      | 8.5000%  | 0.0000% | $28120.14          | $71.25             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2032-04-01      | 8.0000%  | 0.0000% | $80594.23          | $118.69            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2030-06-01      | 8.5000%  | 0.0000% | $18377.46          | $15.95             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-11-01      | 2.5000%  | 0.0000% | $482.83            | $92.55             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2049-11-01      | 3.5000%  | 0.0000% | $6469.95           | $753.43            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2034-12-01      | 3.5000%  | 0.0000% | $193.13            | $21.36             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-01-01      | 3.0000%  | 0.0000% | $2896.99           | $399.83            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-01-01      | 3.0000%  | 0.0000% | $9946.34           | $1657.00           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-01-01      | 3.5000%  | 0.0000% | $2703.86           | $349.88            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-02-01      | 2.5000%  | 0.0000% | $3186.69           | $680.95            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-02-01      | 4.0000%  | 0.0000% | $2607.29           | $330.68            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-02-01      | 3.5000%  | 0.0000% | $4345.49           | $564.47            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-03-01      | 3.0000%  | 0.0000% | $3476.39           | $601.72            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-03-01      | 4.0000%  | 0.0000% | $4828.32           | $673.46            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-05-01      | 3.0000%  | 0.0000% | $482.83            | $93.80             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-04-01      | 3.0000%  | 0.0000% | $144.85            | $22.77             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-04-01      | 3.5000%  | 0.0000% | $4248.92           | $640.58            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-04-01      | 4.0000%  | 0.0000% | $2124.46           | $323.36            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-06-01      | 2.0000%  | 0.0000% | $386.27            | $113.34            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-06-01      | 3.0000%  | 0.0000% | $96.57             | $18.72             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-05-01      | 3.5000%  | 0.0000% | $772.53            | $140.04            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-07-01      | 2.0000%  | 0.0000% | $4828.32           | $1441.45           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-07-01      | 2.5000%  | 0.0000% | $965.66            | $323.87            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-07-01      | 3.0000%  | 0.0000% | $1062.23           | $285.03            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-06-01      | 3.5000%  | 0.0000% | $3959.22           | $813.06            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-07-01      | 3.5000%  | 0.0000% | $11201.70          | $2526.80           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-07-01      | 4.0000%  | 0.0000% | $1351.93           | $304.84            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-08-01      | 2.0000%  | 0.0000% | $193.13            | $58.01             | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-08-01      | 3.0000%  | 0.0000% | $4665.80           | $1294.10           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-09-01      | 2.5000%  | 0.0000% | $4731.75           | $1823.55           | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-09-01      | 3.0000%  | 0.0000% | $1351.93           | $392.60            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-09-01      | 2.0000%  | 0.0000% | $675.96            | $218.61            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2035-09-01      | 2.5000%  | 0.0000% | $1255.36           | $382.30            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-10-01      | 2.5000%  | 0.0000% | $1448.50           | $601.60            | Agency Mortgage-Backed Securities   |
| Fannie Mae                 | 2050-10-01      | 3.0000%  | 0.0000% | $579.40            | $176.29            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-06-01      | 4.5000%  | 0.0000% | $579.40            | $529.32            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-06-01      | 5.5000%  | 0.0000% | $193.13            | $162.41            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-06-01      | 3.5000%  | 0.0000% | $96.57             | $85.45             | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-10-01      | 5.5000%  | 0.0000% | $2510.73           | $2231.44           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-11-01      | 4.5000%  | 0.0000% | $1158.80           | $1095.04           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-08-01      | 5.5000%  | 0.0000% | $772.53            | $661.62            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-08-01      | 6.0000%  | 0.0000% | $2317.59           | $1750.27           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-08-01      | 6.5000%  | 0.0000% | $482.83            | $327.54            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-09-01      | 4.5000%  | 0.0000% | $386.27            | $357.62            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-09-01      | 5.0000%  | 0.0000% | $1158.80           | $1087.28           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-10-01      | 4.0000%  | 0.0000% | $2703.86           | $2476.07           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2056-02-01      | 4.5000%  | 0.0000% | $1255.36           | $1193.17           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2056-02-01      | 5.0000%  | 0.0000% | $2034.65           | $1960.38           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-11-01      | 5.5000%  | 0.0000% | $482.83            | $445.64            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-11-01      | 3.5000%  | 0.0000% | $1448.50           | $1292.82           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-12-01      | 5.0000%  | 0.0000% | $869.10            | $831.24            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2056-01-01      | 4.0000%  | 0.0000% | $869.10            | $800.54            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2056-01-01      | 4.5000%  | 0.0000% | $1448.50           | $1373.32           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2056-01-01      | 5.5000%  | 0.0000% | $482.83            | $460.59            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2056-01-01      | 6.0000%  | 0.0000% | $772.53            | $726.74            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2056-03-01      | 5.5000%  | 0.0000% | $386.27            | $377.85            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2056-04-01      | 4.5000%  | 0.0000% | $242.57            | $232.26            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2056-04-01      | 5.5000%  | 0.0000% | $289.70            | $285.55            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2056-05-01      | 5.5000%  | 0.0000% | $193.13            | $193.99            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2056-05-01      | 5.5000%  | 0.0000% | $1834.76           | $1850.33           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-06-01      | 5.5000%  | 0.0000% | $289.70            | $211.24            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-07-01      | 4.5000%  | 0.0000% | $1202.06           | $1007.43           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-07-01      | 5.5000%  | 0.0000% | $1158.80           | $872.09            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-07-01      | 6.0000%  | 0.0000% | $1545.06           | $1012.57           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-10-01      | 5.0000%  | 0.0000% | $1448.50           | $1218.93           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-11-01      | 5.0000%  | 0.0000% | $2381.91           | $2107.60           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-11-01      | 6.0000%  | 0.0000% | $1351.93           | $1201.78           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2040-12-01      | 4.0000%  | 0.0000% | $1448.50           | $1340.94           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2041-03-01      | 4.0000%  | 0.0000% | $1738.20           | $1648.81           | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2041-04-01      | 4.0000%  | 0.0000% | $579.40            | $555.84            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2055-12-01      | 5.0000%  | 0.0000% | $482.83            | $455.50            | Agency Mortgage-Backed Securities   |
| Freddie Mac                | 2056-01-01      | 5.0000%  | 0.0000% | $2038.23           | $1973.16           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2042-03-15      | 3.5000%  | 0.0000% | $19313.28          | $637.65            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2042-05-15      | 3.5000%  | 0.0000% | $37178.07          | $1585.16           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2042-02-15      | 3.5000%  | 0.0000% | $27521.43          | $1740.98           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2042-02-15      | 3.5000%  | 0.0000% | $45192.21          | $1266.49           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2043-06-15      | 3.0000%  | 0.0000% | $25010.70          | $2223.78           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-08-15      | 2.5000%  | 0.0000% | $115879.70         | $993.77            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-01-15      | 2.5000%  | 0.0000% | $25107.27          | $368.49            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2043-02-20      | 3.5000%  | 0.0000% | $443722.68         | $38811.96          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2026-11-20      | 3.0000%  | 0.0000% | $8463.27           | $39.29             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-04-20      | 3.5000%  | 0.0000% | $23658.77          | $82.36             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-08-20      | 2.5000%  | 0.0000% | $193132.83         | $1762.32           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2042-10-20      | 3.0000%  | 0.0000% | $486.12            | $48.15             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2042-10-20      | 4.0000%  | 0.0000% | $10309.53          | $796.75            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2043-05-20      | 3.5000%  | 0.0000% | $9537.58           | $898.28            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-09-20      | 4.0000%  | 0.0000% | $13036.47          | $342.12            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-01-20      | 8.0000%  | 0.0000% | $14484.96          | $686.01            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2043-08-20      | 3.0000%  | 0.0000% | $5793.98           | $621.13            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2044-01-20      | 3.0000%  | 0.0000% | $4345.49           | $468.83            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-07-20      | 7.0000%  | 0.0000% | $1351.93           | $153.43            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2046-04-20      | 5.0000%  | 0.0000% | $8208.15           | $564.91            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-08-20      | 6.5000%  | 0.0000% | $8208.15           | $726.31            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-12-20      | 6.5000%  | 0.0000% | $2124.46           | $297.10            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2031-02-20      | 3.0000%  | 0.0000% | $10139.47          | $613.84            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2046-02-20      | 3.0000%  | 0.0000% | $2414.16           | $276.16            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2046-02-20      | 4.5000%  | 0.0000% | $2265.74           | $160.87            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-08-20      | 6.5000%  | 0.0000% | $7242.48           | $532.96            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-12-20      | 6.5000%  | 0.0000% | $2414.16           | $233.92            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-07-20      | 6.5000%  | 0.0000% | $11105.14          | $107.39            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-08-20      | 6.0000%  | 0.0000% | $104291.73         | $111.38            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-08-20      | 6.5000%  | 0.0000% | $55332.56          | $657.57            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-08-20      | 7.0000%  | 0.0000% | $7725.31           | $47.76             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-10-20      | 6.0000%  | 0.0000% | $1931.33           | $17.43             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-10-20      | 6.5000%  | 0.0000% | $29839.02          | $315.11            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-10-20      | 7.0000%  | 0.0000% | $24624.44          | $273.48            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-11-20      | 6.5000%  | 0.0000% | $24721.00          | $322.91            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-11-20      | 7.0000%  | 0.0000% | $4345.49           | $69.38             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-12-20      | 6.0000%  | 0.0000% | $96.57             | $0.17              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-02-20      | 4.0000%  | 0.0000% | $5600.85           | $157.20            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-01-20      | 4.5000%  | 0.0000% | $7242.48           | $98.57             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-01-20      | 6.5000%  | 0.0000% | $52788.61          | $662.59            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2041-11-20      | 3.0000%  | 0.0000% | $7145.91           | $484.82            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2042-03-20      | 3.0000%  | 0.0000% | $2414.16           | $186.16            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-08-20      | 4.0000%  | 0.0000% | $7684.47           | $328.42            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-08-20      | 4.5000%  | 0.0000% | $1834.76           | $61.32             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-11-20      | 4.5000%  | 0.0000% | $42972.05          | $1426.57           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-11-20      | 6.0000%  | 0.0000% | $19313.28          | $593.38            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-12-20      | 4.5000%  | 0.0000% | $20568.65          | $726.19            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-12-20      | 5.0000%  | 0.0000% | $22113.71          | $673.21            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-03-20      | 4.5000%  | 0.0000% | $2414.16           | $76.77             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-02-20      | 4.5000%  | 0.0000% | $7242.48           | $256.46            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-02-20      | 5.0000%  | 0.0000% | $19796.12          | $637.38            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-04-20      | 4.0000%  | 0.0000% | $12747.44          | $552.21            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-04-20      | 6.5000%  | 0.0000% | $2414.16           | $53.87             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-06-20      | 6.0000%  | 0.0000% | $9656.64           | $200.74            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-05-20      | 4.5000%  | 0.0000% | $80246.79          | $2593.86           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-07-20      | 6.0000%  | 0.0000% | $15450.63          | $231.21            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-07-20      | 5.0000%  | 0.0000% | $118293.86         | $1753.60           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-07-20      | 4.5000%  | 0.0000% | $2800.43           | $94.72             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-09-20      | 4.0000%  | 0.0000% | $98286.46          | $4103.77           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2040-10-20      | 4.0000%  | 0.0000% | $72990.69          | $3236.00           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-12-20      | 7.0000%  | 0.0000% | $1931.33           | $18.87             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2041-02-20      | 4.0000%  | 0.0000% | $10467.90          | $504.15            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2039-02-20      | 6.5000%  | 0.0000% | $2414.16           | $67.27             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2041-03-20      | 4.0000%  | 0.0000% | $290.18            | $14.64             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2026-07-20      | 4.5000%  | 0.0000% | $50214.54          | $12.41             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2026-08-20      | 4.0000%  | 0.0000% | $28004.26          | $8.30              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2041-10-20      | 4.0000%  | 0.0000% | $78553.79          | $886.26            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2041-12-20      | 4.0000%  | 0.0000% | $72263.26          | $3444.45           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2036-08-15      | 6.5000%  | 0.0000% | $39592.23          | $307.38            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2034-04-20      | 6.5000%  | 0.0000% | $36212.41          | $282.51            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-04-15      | 6.5000%  | 0.0000% | $26548.91          | $653.24            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2033-04-20      | 5.5000%  | 0.0000% | $12553.63          | $17.34             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-09-15      | 7.0000%  | 0.0000% | $2416.19           | $0.70              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-07-15      | 6.5000%  | 0.0000% | $2896.99           | $15.30             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2041-06-15      | 4.0000%  | 0.0000% | $1031.04           | $52.74             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2038-12-15      | 5.0000%  | 0.0000% | $4828.32           | $263.09            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-10-15      | 7.0000%  | 0.0000% | $100582.32         | $11.74             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2026-07-15      | 8.0000%  | 0.0000% | $193132.83         | $0.39              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-01-15      | 7.0000%  | 0.0000% | $99887.72          | $159.54            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-10-15      | 7.0000%  | 0.0000% | $3862.66           | $1.18              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-01-15      | 6.5000%  | 0.0000% | $10139.47          | $6.73              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-04-15      | 7.0000%  | 0.0000% | $14967.79          | $13.08             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-04-15      | 7.0000%  | 0.0000% | $2443.81           | $1.72              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-06-15      | 6.5000%  | 0.0000% | $74198.64          | $138.98            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-08-15      | 7.0000%  | 0.0000% | $93379.72          | $90.96             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-03-15      | 6.5000%  | 0.0000% | $174261.53         | $115.07            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-03-15      | 7.0000%  | 0.0000% | $12070.80          | $3.51              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-07-15      | 7.0000%  | 0.0000% | $39978.50          | $39.19             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-06-15      | 7.0000%  | 0.0000% | $7628.75           | $3.41              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-06-15      | 7.0000%  | 0.0000% | $97513.15          | $42.71             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-12-15      | 7.0000%  | 0.0000% | $24141.60          | $9.85              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-03-15      | 6.5000%  | 0.0000% | $27429.79          | $27.64             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-12-15      | 7.0000%  | 0.0000% | $4731.75           | $2.96              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-10-15      | 7.0000%  | 0.0000% | $19313.28          | $4.72              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-06-15      | 7.0000%  | 0.0000% | $5021.45           | $2.72              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-04-15      | 6.5000%  | 0.0000% | $29163.06          | $24.67             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-10-15      | 7.0000%  | 0.0000% | $4152.36           | $1.76              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-12-15      | 7.0000%  | 0.0000% | $7725.31           | $0.98              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-10-15      | 7.0000%  | 0.0000% | $3862.66           | $0.41              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-02-15      | 5.5000%  | 0.0000% | $157564.43         | $1991.02           | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-05-15      | 6.5000%  | 0.0000% | $2812.40           | $3.48              | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-05-15      | 6.5000%  | 0.0000% | $20085.81          | $71.37             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2028-11-15      | 6.5000%  | 0.0000% | $46351.88          | $141.00            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-03-15      | 6.5000%  | 0.0000% | $289699.25         | $854.02            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-07-15      | 6.5000%  | 0.0000% | $2414.16           | $11.40             | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2027-10-15      | 7.0000%  | 0.0000% | $103732.90         | $188.77            | Agency Mortgage-Backed Securities   |
| Ginnie Mae                 | 2029-02-15      | 6.5000%  | 0.0000% | $9656.64           | $19.00             | Agency Mortgage-Backed Securities   |
| U.S. Treasury Notes        | 2035-02-15      | 0.0000%  | 0.0000% | $19313.28          | $13184.71          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2028-05-15      | 2.8750%  | 0.0000% | $106705.89         | $104569.40         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-12-31      | 1.7500%  | 0.0000% | $39109.40          | $38930.94          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2027-01-31      | 1.5000%  | 0.0000% | $379312.88         | $375403.87         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2027-09-30      | 0.3750%  | 0.0000% | $456759.14         | $436120.26         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-05-31      | 0.7500%  | 0.0000% | $93959.12          | $94307.60          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-07-31      | 0.6250%  | 0.0000% | $100911.90         | $100596.79         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-08-31      | 0.7500%  | 0.0000% | $246920.32         | $245534.42         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-09-30      | 0.8750%  | 0.0000% | $125536.34         | $124538.14         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-12-31      | 1.2500%  | 0.0000% | $383561.80         | $379920.28         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2027-03-31      | 2.5000%  | 0.0000% | $27617.99          | $27429.37          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2032-07-15      | 0.6250%  | 0.0000% | $386265.66         | $413355.09         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2027-10-15      | 1.6250%  | 0.0000% | $166490.16         | $187153.01         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2030-02-28      | 4.0000%  | 0.0000% | $44980.64          | $45276.59          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-06-15      | 4.1250%  | 0.0000% | $74356.14          | $75747.75          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2027-04-15      | 4.5000%  | 0.0000% | $579475.74         | $585689.95         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2029-05-31      | 4.5000%  | 0.0000% | $99946.24          | $103400.26         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2034-11-15      | 4.2500%  | 0.0000% | $164162.91         | $163035.08         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2027-12-15      | 4.0000%  | 0.0000% | $86909.77          | $88528.37          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2027-01-31      | 4.1250%  | 0.0000% | $93476.29          | $94932.48          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2027-02-28      | 4.1250%  | 0.0000% | $214280.88         | $216890.67         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2028-04-15      | 3.7500%  | 0.0000% | $198443.98         | $198451.36         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2028-09-15      | 3.3750%  | 0.0000% | $338272.15         | $335833.68         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2027-10-31      | 3.5000%  | 0.0000% | $472789.17         | $471132.11         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2035-11-15      | 4.0000%  | 0.0000% | $429720.55         | $416390.50         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2030-11-30      | 3.5000%  | 0.0000% | $92703.76          | $91963.21          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2030-12-31      | 3.6250%  | 0.0000% | $389452.35         | $387180.12         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2036-02-15      | 4.1250%  | 0.0000% | $397390.11         | $392475.94         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2029-03-15      | 3.5000%  | 0.0000% | $264688.54         | $262833.91         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2028-03-31      | 3.8750%  | 0.0000% | $105740.22         | $106180.80         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2031-04-30      | 3.8750%  | 0.0000% | $255707.87         | $253591.80         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2028-04-30      | 3.7500%  | 0.0000% | $951565.46         | $950031.69         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2033-04-30      | 4.1250%  | 0.0000% | $22693.11          | $22561.55          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2036-05-15      | 4.3750%  | 0.0000% | $1651.29           | $1645.77           | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2029-05-15      | 3.8750%  | 0.0000% | $190235.84         | $189633.02         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2039-02-15      | 0.0000%  | 0.0000% | $14123.05          | $7679.78           | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2027-01-15      | 0.0000%  | 0.0000% | $15450.63          | $15094.20          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2042-02-15      | 0.0000%  | 0.0000% | $1000.73           | $453.07            | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2027-02-28      | 0.0000%  | 0.0000% | $0.96              | $0.93              | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2031-09-30      | 0.0000%  | 0.0000% | $526.55            | $421.34            | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2055-08-15      | 0.0000%  | 0.0000% | $8174.12           | $1883.41           | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2028-09-15      | 0.0000%  | 0.0000% | $17280.63          | $15762.22          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2052-02-15      | 0.1250%  | 0.0000% | $171627.49         | $106342.66         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2044-08-15      | 4.1250%  | 0.0000% | $376609.02         | $343579.23         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2044-11-15      | 4.6250%  | 0.0000% | $456440.47         | $438943.06         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2055-05-15      | 4.7500%  | 0.0000% | $191887.12         | $185105.08         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2056-02-15      | 4.7500%  | 0.0000% | $333733.53         | $326303.69         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2056-02-15      | 2.3750%  | 0.0000% | $258508.29         | $246516.46         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2046-02-15      | 4.6250%  | 0.0000% | $352853.68         | $341862.83         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2056-05-15      | 5.0000%  | 0.0000% | $336080.09         | $337874.48         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-10-01      | 0.0000%  | 0.0000% | $96566.42          | $95382.99          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-10-29      | 0.0000%  | 0.0000% | $209645.69         | $206480.46         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-06-18      | 0.0000%  | 0.0000% | $146780.95         | $146529.66         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-07-02      | 0.0000%  | 0.0000% | $96015.99          | $95717.38          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-07-16      | 0.0000%  | 0.0000% | $164162.91         | $163422.70         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2027-02-18      | 0.0000%  | 0.0000% | $183138.21         | $178390.17         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-08-27      | 0.0000%  | 0.0000% | $3283.26           | $3254.76           | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-06-30      | 0.0000%  | 0.0000% | $144849.62         | $144427.82         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2027-03-18      | 0.0000%  | 0.0000% | $219881.73         | $213529.78         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-07-14      | 0.0000%  | 0.0000% | $189656.44         | $188839.21         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-07-21      | 0.0000%  | 0.0000% | $91834.66          | $91374.57          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-09-01      | 0.0000%  | 0.0000% | $284967.49         | $282347.50         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-11-19      | 0.0000%  | 0.0000% | $352370.85         | $346293.16         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2040-11-15      | 0.0000%  | 0.0000% | $65810.01          | $32792.47          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2047-11-15      | 0.0000%  | 0.0000% | $19023.58          | $6365.69           | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2048-02-15      | 0.0000%  | 0.0000% | $19313.28          | $6371.84           | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2055-02-15      | 0.0000%  | 0.0000% | $109120.05         | $25797.29          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2055-05-15      | 0.0000%  | 0.0000% | $19313.28          | $4520.02           | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-08-15      | 6.7500%  | 0.0000% | $293658.47         | $301267.98         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2026-11-15      | 6.5000%  | 0.0000% | $94326.07          | $95755.95          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2036-02-15      | 4.5000%  | 0.0000% | $94596.46          | $96834.03          | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2050-08-15      | 1.3750%  | 0.0000% | $579398.49         | $283484.79         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2051-02-15      | 1.8750%  | 0.0000% | $281520.07         | $156475.03         | U.S. Treasuries (including strips)  |
| U.S. Treasury Notes        | 2052-02-15      | 2.2500%  | 0.0000% | $177730.49         | $107199.91         | U.S. Treasuries (including strips)  |

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

- **C.1 - Title:** Nomura Securities International Inc. Joint Repurchase Agreement 3.610000%
- **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: ARP1IA2H1, C.4 - ISIN: 0, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $19314000.00
- **C.18.a - Value (excl. sponsor support):** $19314000.00
- **C.19 - Percentage of Net Assets:** 17.0300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac         | 2053-04-01      | 5.5000%  | 0.0000% | $98900.00          | $73555.00          | Agency Mortgage-Backed Securities  |
| Freddie Mac         | 2052-09-01      | 5.0000%  | 0.0000% | $688000.00         | $510549.76         | Agency Mortgage-Backed Securities  |
| Freddie Mac         | 2050-05-01      | 4.5000%  | 0.0000% | $7910800.00        | $5795951.12        | Agency Mortgage-Backed Securities  |
| Freddie Mac         | 2054-03-01      | 5.0000%  | 0.0000% | $581500.00         | $508279.18         | Agency Mortgage-Backed Securities  |
| Fannie Mae          | 2052-04-01      | 3.5000%  | 0.0000% | $37380.00          | $27238.62          | Agency Mortgage-Backed Securities  |
| Fannie Mae          | 2054-12-01      | 5.5000%  | 0.0000% | $5906000.00        | $5076228.61        | Agency Mortgage-Backed Securities  |
| Fannie Mae          | 2052-06-01      | 5.0000%  | 0.0000% | $18100.00          | $13373.41          | Agency Mortgage-Backed Securities  |
| Fannie Mae          | 2052-06-01      | 2.5000%  | 0.0000% | $24500.00          | $17975.49          | Agency Mortgage-Backed Securities  |
| Fannie Mae          | 2053-12-01      | 5.5000%  | 0.0000% | $46500.00          | $34287.50          | Agency Mortgage-Backed Securities  |
| Freddie Mac         | 2054-02-01      | 5.5000%  | 0.0000% | $313800.00         | $264451.15         | Agency Mortgage-Backed Securities  |
| Freddie Mac         | 2056-02-01      | 5.5000%  | 0.0000% | $5970200.00        | $5843647.69        | Agency Mortgage-Backed Securities  |
| Ginnie Mae          | 2052-09-20      | 4.5000%  | 0.0000% | $67375.00          | $47574.63          | Agency Mortgage-Backed Securities  |
| Ginnie Mae          | 2063-07-20      | 2.0000%  | 0.0000% | $35500.00          | $26264.72          | Agency Mortgage-Backed Securities  |
| Ginnie Mae          | 2060-06-15      | 5.3900%  | 0.0000% | $249000.00         | $252731.73         | Agency Mortgage-Backed Securities  |
| Ginnie Mae          | 2060-07-15      | 5.5000%  | 0.0000% | $80500.00          | $81669.89          | Agency Mortgage-Backed Securities  |
| Ginnie Mae          | 2051-06-20      | 3.5000%  | 0.0000% | $133900.00         | $103521.57         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Notes | 2027-07-15      | 0.3750%  | 0.0000% | $761900.00         | $1023108.68        | U.S. Treasuries (including strips) |

### Security 11: Brean Capital LLC Joint Repurchase Agreement

- **C.1 - Title:** Brean Capital LLC Joint Repurchase Agreement 3.640000%
- **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: ARP1IA2J7, C.4 - ISIN: 0, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $12071000.00
- **C.18.a - Value (excl. sponsor support):** $12071000.00
- **C.19 - Percentage of Net Assets:** 10.6400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| Small Business Administration | 2036-08-25      | 5.5000%  | 0.0000% | $1131294.12        | $1176144.46        | Agency Debentures and Agency Strips |
| Small Business Administration | 2051-05-25      | 4.1500%  | 0.0000% | $1145296.48        | $1148115.95        | Agency Debentures and Agency Strips |
| Freddie Mac                   | 2051-01-01      | 5.6450%  | 0.0000% | $459979.65         | $468890.85         | Agency Mortgage-Backed Securities   |
| Freddie Mac                   | 2048-01-01      | 3.5000%  | 0.0000% | $792228.90         | $228174.25         | Agency Mortgage-Backed Securities   |
| Freddie Mac                   | 2042-06-01      | 3.5000%  | 0.0000% | $5414222.34        | $649154.63         | Agency Mortgage-Backed Securities   |
| Freddie Mac                   | 2030-05-01      | 3.9870%  | 0.0000% | $578799.62         | $570008.83         | Agency Mortgage-Backed Securities   |
| Freddie Mac                   | 2031-11-01      | 4.0980%  | 0.0000% | $482840.00         | $480880.31         | Agency Mortgage-Backed Securities   |
| Freddie Mac                   | 2031-12-01      | 4.0980%  | 0.0000% | $482840.00         | $481554.36         | Agency Mortgage-Backed Securities   |
| Freddie Mac                   | 2031-11-01      | 4.0980%  | 0.0000% | $482840.00         | $482199.91         | Agency Mortgage-Backed Securities   |
| Freddie Mac                   | 2035-01-01      | 4.5000%  | 0.0000% | $313559.10         | $304115.49         | Agency Mortgage-Backed Securities   |
| Fannie Mae                    | 2047-07-01      | 4.0000%  | 0.0000% | $112270.05         | $48784.07          | Agency Mortgage-Backed Securities   |
| Fannie Mae                    | 2053-02-01      | 2.0890%  | 0.0000% | $287576.51         | $291019.76         | Agency Mortgage-Backed Securities   |
| Fannie Mae                    | 2050-07-01      | 3.5210%  | 0.0000% | $344826.95         | $353109.54         | Agency Mortgage-Backed Securities   |
| Fannie Mae                    | 2032-02-01      | 5.2300%  | 0.0000% | $120734.34         | $123478.12         | Agency Mortgage-Backed Securities   |
| Fannie Mae                    | 2042-03-01      | 3.5000%  | 0.0000% | $9745264.98        | $1248141.37        | Agency Mortgage-Backed Securities   |
| Fannie Mae                    | 2042-12-01      | 3.5000%  | 0.0000% | $7263579.30        | $1211207.02        | Agency Mortgage-Backed Securities   |
| Freddie Mac                   | 2056-03-01      | 6.5000%  | 0.0000% | $142353.59         | $149347.73         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                    | 2076-02-20      | 5.3020%  | 0.0000% | $260880.58         | $283113.81         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                    | 2065-05-20      | 7.0000%  | 0.0000% | $43775.34          | $45852.88          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                    | 2065-03-20      | 7.0000%  | 0.0000% | $34557.73          | $36193.97          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                    | 2065-09-20      | 7.0000%  | 0.0000% | $44221.96          | $46424.71          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                    | 2066-03-20      | 5.5000%  | 0.0000% | $88239.98          | $89029.02          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                    | 2066-02-20      | 6.0000%  | 0.0000% | $44938.21          | $46081.93          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                    | 2050-09-20      | 2.5000%  | 0.0000% | $271690.78         | $228160.38         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                    | 2056-03-20      | 2.5000%  | 0.0000% | $639728.62         | $545995.60         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                    | 2066-04-20      | 6.0000%  | 0.0000% | $96296.74          | $99062.06          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                    | 2066-03-20      | 5.5000%  | 0.0000% | $66589.62          | $67185.91          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                    | 2066-03-20      | 6.0000%  | 0.0000% | $59328.10          | $61005.80          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                    | 2066-05-20      | 6.5000%  | 0.0000% | $289704.00         | $303037.79         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                    | 2066-04-20      | 6.0000%  | 0.0000% | $210871.78         | $216927.31         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                    | 2065-04-20      | 7.0000%  | 0.0000% | $87145.76          | $91549.07          | Agency Mortgage-Backed Securities   |
| Ginnie Mae                    | 2066-04-20      | 6.0000%  | 0.0000% | $185667.91         | $190920.50         | Agency Mortgage-Backed Securities   |
| Ginnie Mae                    | 2052-04-20      | 3.0000%  | 0.0000% | $786106.69         | $547552.62         | Agency Mortgage-Backed Securities   |

## N-MFP: Signatures

**Registrant:** Davis Series, Inc.

**Date:** 2026-06-03

**By:** Doug Haines

**Name of Signing Officer:** Doug Haines

**Title of Signing Officer:** Treasurer