N-MFP2 0000203002 XXXXXXXX 2022-01-31 0000203002 S000003444 3 N N 002-57209 Davis Selected Advisers, L.P. 801-31648 Davis Selected Advisers-NY, Inc. 801-53272 KPMG LLP Denver CO Davis Selected Advisers, L.P. State Street Bank and Trust Co. DST Asset Manager Solutions, Inc. 0000275143 084-00896 N N N Exempt Government Government/Agency N 49 89 97360741.73 94567091.89 86652754.39 74259118.46 107772771.68 94567091.89 86652754.39 74259118.46 0.00 0.6495 0.6749 0.6093 0.5523 0.7189 0.6749 0.6093 0.5523 0.0000 708.83 134244445.22 134307569.76 72263.82 32393.71 134348148.70 134348155.5840 1.0000 0.0009 0.9999 0.9998 0.9997 0.9996 0.0000 C000009536 1000.00 1677206.18 1677206.1780 0.9999 0.9998 0.9997 0.9996 0.0000 4300.00 391.45 0.00 3000.85 185.20 21872.49 0.00 3999.95 0.00 0.00 4536.84 29264.74 0.0004 Y The Investment Adviser waived $433 of Class C shares management fees and $130 other fees during the period. C000009537 5000000.00 4577096.83 4577096.8280 0.9999 0.9998 0.9997 0.9996 0.0000 1750.67 110897.99 8094.13 46550.00 0.00 7819.55 42312.77 16652.81 0.00 0.00 52299.13 181920.35 0.0004 Y The Investment Adviser waived $1,172 of Class Y shares management fees and $351 other fees during the period. C000009538 1000.00 128093845.69 128093852.5780 0.9999 0.9998 0.9997 0.9996 0.0000 836461.93 2550465.69 1566318.46 6051596.81 2338329.01 3983762.78 405949.42 4474072.33 0.00 0.00 30884071.85 29253075.39 0.0004 Y The Investment Adviser waived $34,006 of Class A shares management fees and $10,198 other fees during the period. Federal Home Loan Bank Federal Home Loan Bank 0.125000% 3130AJY52 US3130AJY529 U.S. Government Agency Debt Y 2022-08-12 2022-08-12 2022-08-12 N N N 0.0061 5076739.89 5076739.89 0.0378 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.055000% 3130AQQ22 US3130AQQ223 U.S. Government Agency Debt Y 2022-02-01 2022-08-22 2022-08-22 N N N 0.0000 5000001.75 5000001.75 0.0372 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.600000% 3133EDWW8 US3133EDWW82 U.S. Government Agency Debt Y 2022-10-06 2022-10-06 2022-10-06 N N N 0.0065 1013183.60 1013183.60 0.0075 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.610100% 3133EK6W1 US3133EK6W17 U.S. Government Agency Debt Y 2022-02-01 2022-11-07 2022-11-07 N N N 0.0020 5517487.31 5517487.31 0.0411 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.195000% 3133EL2B9 US3133EL2B97 U.S. Government Agency Debt Y 2022-02-01 2022-07-28 2022-07-28 N N N 0.0000 1100731.09 1100731.09 0.0082 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.130000% 3133EL3G7 US3133EL3G75 U.S. Government Agency Debt Y 2022-08-10 2022-08-10 2022-08-10 N N N 0.0051 4989930.05 4989930.05 0.0371 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.150000% 3133EL6R0 US3133EL6R04 U.S. Government Agency Debt Y 2022-09-09 2022-09-09 2022-09-09 N N N 0.0054 5671191.42 5671191.42 0.0422 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.250000% 3133ELE75 US3133ELE754 U.S. Government Agency Debt Y 2022-06-02 2022-06-02 2022-06-02 N N N 0.0032 4525844.53 4525844.53 0.0337 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.700000% 3133ELEW0 US3133ELEW01 U.S. Government Agency Debt Y 2022-09-19 2022-09-19 2022-09-19 N N N 0.0053 5036798.80 5036798.80 0.0375 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.150000% 3133ELY57 US3133ELY570 U.S. Government Agency Debt Y 2022-02-01 2022-02-22 2022-02-22 N N N 0.0000 300015.75 300015.75 0.0022 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.160000% 3133ELZN7 US3133ELZN72 U.S. Government Agency Debt Y 2022-05-18 2022-05-18 2022-05-18 N N N 0.0047 3521709.77 3521709.77 0.0262 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.193000% 3133EM7H9 US3133EM7H94 U.S. Government Agency Debt Y 2022-02-13 2022-07-13 2022-07-13 N N N 0.0007 500231.67 500231.67 0.0037 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.160000% 3133EMDA7 US3133EMDA72 U.S. Government Agency Debt Y 2022-10-13 2022-10-13 2022-10-13 N N N 0.0062 3488528.05 3488528.05 0.0260 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.100000% 3133EMRJ3 US3133EMRJ36 U.S. Government Agency Debt Y 2022-02-01 2023-02-17 2023-02-17 N N N 0.0000 5001796.75 5001796.75 0.0372 N N N N Fannie Mae Fannie Mae 0.400000% 3135G03B7 US3135G03B75 U.S. Government Agency Debt Y 2022-02-01 2022-04-07 2022-04-07 N N N 0.0000 2714703.76 2714703.76 0.0202 N N N N Fannie Mae Fannie Mae 0.440000% 3135G03J0 US3135G03J02 U.S. Government Agency Debt Y 2022-02-01 2022-04-15 2022-04-15 N N N 0.0000 3777908.49 3777908.49 0.0281 N N N N Fannie Mae Fannie Mae 0.230000% 3135G04N0 US3135G04N05 U.S. Government Agency Debt Y 2022-02-01 2022-05-13 2022-05-13 N N N 0.0000 1000503.92 1000503.92 0.0074 N N N N Fannie Mae Fannie Mae 0.240000% 3135G04T7 US3135G04T74 U.S. Government Agency Debt Y 2022-02-01 2022-05-27 2022-05-27 N N N 0.0000 600354.45 600354.45 0.0045 N N N N Fannie Mae Fannie Mae 2.250000% 3135G0V59 US3135G0V597 U.S. Government Agency Debt Y 2022-04-12 2022-04-12 2022-04-12 N N N 0.0014 1154784.17 1154784.17 0.0086 N N N N StoneX Financial Inc. Joint Repurchase Agreement StoneX Financial Inc. Joint Repurchase Agreement 0.050000% STONEX999 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Fannie Mae 2030-07-01 5.000000 362111.21 17744.04 Agency Mortgage-Backed Securities Ginnie Mae 2040-09-20 4.000000 13865.73 1135.86 Agency Mortgage-Backed Securities Fannie Mae 2025-09-01 3.500000 6395.86 170.71 Agency Mortgage-Backed Securities Ginnie Mae 2027-03-20 3.000000 23488.29 1848.10 Agency Mortgage-Backed Securities Fannie Mae 2027-10-01 2.500000 68507.53 10183.34 Agency Mortgage-Backed Securities Ginnie Mae 2026-06-20 7.000000 97867.89 96.83 Agency Mortgage-Backed Securities Fannie Mae 2028-09-01 3.000000 4501.92 651.17 Agency Mortgage-Backed Securities Ginnie Mae 2040-11-20 4.000000 57742.06 11858.81 Agency Mortgage-Backed Securities Ginnie Mae 2045-12-20 3.500000 156588.24 29943.29 Agency Mortgage-Backed Securities Ginnie Mae 2045-11-20 4.000000 2203766.94 327797.67 Agency Mortgage-Backed Securities Ginnie Mae 2028-02-20 2.500000 11744.15 1801.36 Agency Mortgage-Backed Securities Ginnie Mae 2044-01-20 3.000000 64592.81 12986.04 Agency Mortgage-Backed Securities Ginnie Mae 2045-09-20 4.000000 2664169.61 350526.02 Agency Mortgage-Backed Securities Ginnie Mae 2045-08-20 4.500000 1761.62 244.80 Agency Mortgage-Backed Securities Ginnie Mae 2043-03-20 3.500000 97867.89 14405.45 Agency Mortgage-Backed Securities Ginnie Mae 2039-08-20 4.000000 39146.57 1498.78 Agency Mortgage-Backed Securities Ginnie Mae 2040-02-20 4.000000 19573.19 1539.97 Agency Mortgage-Backed Securities Ginnie Mae 2025-10-20 4.000000 101782.22 3434.90 Agency Mortgage-Backed Securities Ginnie Mae 2040-10-20 3.000000 10765.08 1377.33 Agency Mortgage-Backed Securities Ginnie Mae 2041-01-20 3.500000 29359.98 3281.65 Agency Mortgage-Backed Securities Ginnie Mae 2041-11-20 3.000000 7271.39 785.44 Agency Mortgage-Backed Securities Ginnie Mae 2026-11-20 3.500000 29359.98 2321.21 Agency Mortgage-Backed Securities Ginnie Mae 2036-05-20 5.000000 257419.97 6446.52 Agency Mortgage-Backed Securities Ginnie Mae 2045-09-20 3.500000 4893.39 1401.30 Agency Mortgage-Backed Securities Ginnie Mae 2046-02-20 4.000000 4893.39 1733.15 Agency Mortgage-Backed Securities Fannie Mae 2045-12-01 3.500000 18594.90 3843.09 Agency Mortgage-Backed Securities Fannie Mae 2046-02-01 3.500000 195.74 40.37 Agency Mortgage-Backed Securities Ginnie Mae 2033-02-20 5.500000 763369.58 10768.29 Agency Mortgage-Backed Securities Ginnie Mae 2026-12-20 8.500000 58720.74 139.50 Agency Mortgage-Backed Securities Fannie Mae 2035-07-01 3.500000 10178.26 1351.51 Agency Mortgage-Backed Securities Ginnie Mae 2046-09-20 4.000000 335.88 60.69 Agency Mortgage-Backed Securities Ginnie Mae 2044-10-20 3.500000 4893.39 2301.81 Agency Mortgage-Backed Securities Ginnie Mae 2045-10-20 3.500000 4893.39 1973.06 Agency Mortgage-Backed Securities Ginnie Mae 2047-01-20 3.000000 438722.39 114175.73 Agency Mortgage-Backed Securities Fannie Mae 2028-11-01 3.500000 2936.04 380.38 Agency Mortgage-Backed Securities Fannie Mae 2045-03-01 3.500000 10945.55 3551.04 Agency Mortgage-Backed Securities Fannie Mae 2046-07-01 4.000000 14875.92 3381.08 Agency Mortgage-Backed Securities Fannie Mae 2045-03-01 3.500000 195.74 34.34 Agency Mortgage-Backed Securities Fannie Mae 2046-12-01 4.500000 418214.96 67858.15 Agency Mortgage-Backed Securities Fannie Mae 2045-09-01 4.000000 983.77 196.48 Agency Mortgage-Backed Securities Fannie Mae 2046-08-01 3.000000 391.47 106.17 Agency Mortgage-Backed Securities Fannie Mae 2024-01-01 5.500000 104569.30 11.17 Agency Mortgage-Backed Securities Freddie Mac 2030-11-01 3.000000 8025.17 1922.23 Agency Mortgage-Backed Securities Freddie Mac 2031-01-01 3.000000 5872.07 1415.48 Agency Mortgage-Backed Securities Fannie Mae 2026-02-01 3.500000 70463.32 3287.97 Agency Mortgage-Backed Securities Fannie Mae 2043-11-01 4.500000 195.74 22.31 Agency Mortgage-Backed Securities Fannie Mae 2044-01-01 4.000000 6263.55 1309.16 Agency Mortgage-Backed Securities Fannie Mae 2031-05-01 3.500000 14288.71 4329.17 Agency Mortgage-Backed Securities Fannie Mae 2032-05-01 3.000000 53827.34 14976.46 Agency Mortgage-Backed Securities Freddie Mac 2047-04-01 4.500000 497.76 86.96 Agency Mortgage-Backed Securities Fannie Mae 2028-09-01 3.500000 15854.60 1786.03 Agency Mortgage-Backed Securities Fannie Mae 2046-02-01 4.500000 587.21 98.18 Agency Mortgage-Backed Securities Fannie Mae 2046-05-01 4.500000 105697.33 19060.31 Agency Mortgage-Backed Securities Fannie Mae 2045-12-01 3.500000 1174.41 268.53 Agency Mortgage-Backed Securities Freddie Mac 2041-02-01 4.500000 1370.15 88.04 Agency Mortgage-Backed Securities Fannie Mae 2046-02-01 3.500000 2153.09 795.82 Agency Mortgage-Backed Securities Fannie Mae 2047-03-01 4.000000 3914.72 482.23 Agency Mortgage-Backed Securities Fannie Mae 2030-08-01 4.000000 391471.58 14095.32 Agency Mortgage-Backed Securities Fannie Mae 2046-06-01 4.500000 4697.66 1330.17 Agency Mortgage-Backed Securities Fannie Mae 2047-06-01 3.500000 1174.41 227.14 Agency Mortgage-Backed Securities Fannie Mae 2044-04-01 4.500000 6459.28 874.05 Agency Mortgage-Backed Securities Fannie Mae 2045-09-01 3.500000 195.74 33.06 Agency Mortgage-Backed Securities U.S. Treasury Notes 2042-02-15 0.00 19212.39 11991.05 U.S. Treasuries (including strips) Freddie Mac 2030-11-01 3.000000 1174.41 414.66 Agency Mortgage-Backed Securities Fannie Mae 2030-12-01 3.500000 1957.36 613.30 Agency Mortgage-Backed Securities Fannie Mae 2045-04-01 3.500000 2202.03 616.15 Agency Mortgage-Backed Securities Fannie Mae 2045-08-01 3.500000 8612.37 1350.05 Agency Mortgage-Backed Securities Fannie Mae 2046-05-01 4.500000 195.74 16.78 Agency Mortgage-Backed Securities Fannie Mae 2046-10-01 4.500000 91800.09 24277.47 Agency Mortgage-Backed Securities Fannie Mae 2047-05-01 4.500000 7633.11 1853.77 Agency Mortgage-Backed Securities Fannie Mae 2026-05-01 2.500000 33079.35 5632.55 Agency Mortgage-Backed Securities Fannie Mae 2026-09-01 2.500000 5480.60 1132.45 Agency Mortgage-Backed Securities Fannie Mae 2044-02-01 4.500000 17789.64 2143.82 Agency Mortgage-Backed Securities Fannie Mae 2047-04-01 4.500000 2153.09 423.43 Agency Mortgage-Backed Securities Fannie Mae 2022-11-01 6.000000 56760.83 154.64 Agency Mortgage-Backed Securities Fannie Mae 2022-12-01 2.500000 101782.61 1529.90 Agency Mortgage-Backed Securities Fannie Mae 2046-05-01 4.500000 2936.04 494.64 Agency Mortgage-Backed Securities Ginnie Mae 2048-02-20 3.500000 41104.52 9862.92 Agency Mortgage-Backed Securities Ginnie Mae 2048-04-20 3.500000 1370.15 317.97 Agency Mortgage-Backed Securities Ginnie Mae 2048-04-20 4.000000 1565.89 251.50 Agency Mortgage-Backed Securities Ginnie Mae 2044-07-20 4.250000 9786.79 5409.54 Agency Mortgage-Backed Securities Fannie Mae 2041-06-01 4.500000 391.47 44.63 Agency Mortgage-Backed Securities Fannie Mae 2047-01-01 4.500000 8612.37 1668.58 Agency Mortgage-Backed Securities Fannie Mae 2028-12-01 3.500000 1370.15 206.34 Agency Mortgage-Backed Securities Fannie Mae 2047-03-01 4.500000 391.47 75.60 Agency Mortgage-Backed Securities Fannie Mae 2028-05-01 3.500000 3416.18 1012.61 Agency Mortgage-Backed Securities Ginnie Mae 2048-01-20 3.500000 24466.97 11090.17 Agency Mortgage-Backed Securities Ginnie Mae 2045-04-20 3.500000 4893.39 2288.26 Agency Mortgage-Backed Securities Ginnie Mae 2037-03-20 5.500000 6850.75 855.94 Agency Mortgage-Backed Securities Fannie Mae 2047-07-01 4.500000 5872.07 1242.26 Agency Mortgage-Backed Securities Fannie Mae 2028-04-01 3.500000 2153.09 722.14 Agency Mortgage-Backed Securities Fannie Mae 2044-03-01 4.500000 1565.89 23.88 Agency Mortgage-Backed Securities Fannie Mae 2024-08-01 5.500000 156588.63 1329.68 Agency Mortgage-Backed Securities Ginnie Mae 2027-03-20 2.500000 19573.58 1851.36 Agency Mortgage-Backed Securities Fannie Mae 2044-03-01 4.500000 391.47 23.51 Agency Mortgage-Backed Securities Fannie Mae 2032-06-01 3.500000 1963.23 819.16 Agency Mortgage-Backed Securities Ginnie Mae 2048-11-20 5.000000 92387.10 12341.72 Agency Mortgage-Backed Securities Fannie Mae 2047-08-01 4.000000 3914.72 1182.26 Agency Mortgage-Backed Securities Ginnie Mae 2025-03-20 4.500000 84166.39 2861.85 Agency Mortgage-Backed Securities Freddie Mac 2027-10-20 6.200000 403.41 7.25 Agency Mortgage-Backed Securities Fannie Mae 2047-04-01 4.500000 1565.89 276.94 Agency Mortgage-Backed Securities Fannie Mae 2032-11-01 3.500000 5676.34 3002.65 Agency Mortgage-Backed Securities Fannie Mae 2023-10-01 2.500000 210415.97 9156.90 Agency Mortgage-Backed Securities Ginnie Mae 2049-03-20 5.000000 12757.86 1788.68 Agency Mortgage-Backed Securities Fannie Mae 2033-02-01 3.500000 2936.04 1072.02 Agency Mortgage-Backed Securities Fannie Mae 2032-03-01 4.000000 587.21 279.76 Agency Mortgage-Backed Securities Fannie Mae 2048-11-01 4.000000 9199.58 4192.00 Agency Mortgage-Backed Securities Fannie Mae 2043-08-01 3.500000 137015.05 43174.23 Agency Mortgage-Backed Securities Freddie Mac 2049-09-01 3.000000 195.93 46.16 Agency Mortgage-Backed Securities Freddie Mac 2034-11-01 2.500000 1370.15 852.11 Agency Mortgage-Backed Securities Fannie Mae 2034-08-01 3.500000 587.21 267.12 Agency Mortgage-Backed Securities Ginnie Mae 2049-06-20 5.500000 1761.62 405.38 Agency Mortgage-Backed Securities Freddie Mac 2033-09-01 3.500000 1370.15 280.26 Agency Mortgage-Backed Securities Ginnie Mae 2035-03-20 3.000000 195735.40 79672.64 Agency Mortgage-Backed Securities Freddie Mac 2049-08-01 4.000000 782.94 271.63 Agency Mortgage-Backed Securities Fannie Mae 2029-05-01 3.500000 13505.77 2271.23 Agency Mortgage-Backed Securities Fannie Mae 2045-05-01 3.000000 391.47 90.45 Agency Mortgage-Backed Securities Fannie Mae 2032-06-01 3.000000 1174.41 420.18 Agency Mortgage-Backed Securities Fannie Mae 2033-04-01 3.000000 1370.15 720.37 Agency Mortgage-Backed Securities Fannie Mae 2027-12-01 3.000000 2348.83 717.07 Agency Mortgage-Backed Securities Fannie Mae 2023-04-01 6.000000 265.22 0.08 Agency Mortgage-Backed Securities Freddie Mac 2047-01-01 3.000000 31709.20 10122.57 Agency Mortgage-Backed Securities Fannie Mae 2050-06-01 2.500000 33821.97 28743.99 Agency Mortgage-Backed Securities Fannie Mae 2039-02-01 7.000000 347.24 15.16 Agency Mortgage-Backed Securities Freddie Mac 2024-07-01 2.375000 5372.95 36.20 Agency Mortgage-Backed Securities Fannie Mae 2033-07-01 2.500000 2153.09 1118.54 Agency Mortgage-Backed Securities Ginnie Mae 2050-11-20 4.000000 7002.06 4270.30 Agency Mortgage-Backed Securities Ginnie Mae 2048-09-20 4.000000 305112.75 307075.54 Agency Mortgage-Backed Securities Ginnie Mae 2048-01-15 4.000000 381608.26 294281.25 Agency Mortgage-Backed Securities Fannie Mae 2049-08-01 5.000000 2348.83 1076.29 Agency Mortgage-Backed Securities Fannie Mae 2031-04-01 4.500000 76336.96 5369.53 Agency Mortgage-Backed Securities Ginnie Mae 2048-03-20 3.500000 5000.27 1163.58 Agency Mortgage-Backed Securities Freddie Mac 2045-10-01 3.500000 69486.21 18111.68 Agency Mortgage-Backed Securities Fannie Mae 2028-02-01 8.500000 6.66 0.01 Agency Mortgage-Backed Securities Fannie Mae 2025-03-01 5.000000 200090.52 235.78 Agency Mortgage-Backed Securities Freddie Mac 2035-10-01 2.500000 978.68 745.27 Agency Mortgage-Backed Securities Fannie Mae 2023-01-01 3.000000 97867.89 1062.08 Agency Mortgage-Backed Securities Fannie Mae 2036-11-01 2.196000 336.47 6.37 Agency Mortgage-Backed Securities Fannie Mae 2048-07-01 4.500000 12527.09 2213.14 Agency Mortgage-Backed Securities Fannie Mae 2034-04-01 3.500000 11352.68 3818.19 Agency Mortgage-Backed Securities Fannie Mae 2049-09-01 4.500000 20552.26 9321.59 Agency Mortgage-Backed Securities Fannie Mae 2049-05-01 4.000000 5463.38 1689.50 Agency Mortgage-Backed Securities Fannie Mae 2035-07-01 2.500000 1370.15 1010.23 Agency Mortgage-Backed Securities Fannie Mae 2050-09-01 3.500000 4016.50 1884.98 Agency Mortgage-Backed Securities Fannie Mae 2036-03-01 2.000000 782.94 714.16 Agency Mortgage-Backed Securities Fannie Mae 2022-08-01 2.500000 200629.97 1446.40 Agency Mortgage-Backed Securities Ginnie Mae 2049-08-20 5.000000 13444.90 3582.50 Agency Mortgage-Backed Securities Ginnie Mae 2035-12-20 2.500000 12722.63 9229.90 Agency Mortgage-Backed Securities Ginnie Mae 2045-09-20 4.000000 19573.58 6124.71 Agency Mortgage-Backed Securities Ginnie Mae 2047-09-20 4.000000 21656.79 2596.56 Agency Mortgage-Backed Securities Ginnie Mae 2048-02-20 4.000000 6089.14 3396.51 Agency Mortgage-Backed Securities Ginnie Mae 2048-05-20 4.500000 11489.30 2283.84 Agency Mortgage-Backed Securities Ginnie Mae 2048-11-20 4.500000 4893.39 1334.97 Agency Mortgage-Backed Securities Fannie Mae 2022-07-01 1.488000 709.54 0.13 Agency Mortgage-Backed Securities Fannie Mae 2029-09-01 3.000000 39147.16 3962.83 Agency Mortgage-Backed Securities Fannie Mae 2050-01-01 4.500000 4306.19 1312.41 Agency Mortgage-Backed Securities Ginnie Mae 2049-09-20 5.500000 15658.86 4765.13 Agency Mortgage-Backed Securities Ginnie Mae 2051-05-20 3.000000 644.95 590.28 Agency Mortgage-Backed Securities Freddie Mac 2024-12-01 5.500000 1957.36 30.95 Agency Mortgage-Backed Securities Freddie Mac 2048-10-01 4.500000 1565.89 624.42 Agency Mortgage-Backed Securities Freddie Mac 2050-04-01 3.500000 5284.87 2540.02 Agency Mortgage-Backed Securities Freddie Mac 2050-09-01 4.000000 587.21 278.64 Agency Mortgage-Backed Securities Fannie Mae 2032-05-01 7.500000 155524.61 1036.41 Agency Mortgage-Backed Securities Fannie Mae 2030-05-01 2.500000 4306.19 1256.20 Agency Mortgage-Backed Securities Fannie Mae 2033-01-01 2.500000 1991.22 736.30 Agency Mortgage-Backed Securities Fannie Mae 2035-02-01 3.500000 365.05 158.56 Agency Mortgage-Backed Securities Fannie Mae 2028-04-01 3.000000 31317.73 4791.16 Agency Mortgage-Backed Securities Fannie Mae 2043-05-01 3.500000 685075.26 176026.86 Agency Mortgage-Backed Securities Fannie Mae 2043-07-01 3.500000 31317.73 9630.62 Agency Mortgage-Backed Securities Ginnie Mae 2048-12-20 5.500000 16636.95 3066.40 Agency Mortgage-Backed Securities Ginnie Mae 2051-05-20 3.500000 37513.16 36003.50 Agency Mortgage-Backed Securities Ginnie Mae 2048-01-20 3.500000 63908.13 20837.92 Agency Mortgage-Backed Securities Ginnie Mae 2046-06-20 3.000000 48822.77 11547.03 Agency Mortgage-Backed Securities Freddie Mac 2026-08-01 5.000000 293603.68 10566.19 Agency Mortgage-Backed Securities Freddie Mac 2024-01-01 6.000000 1957357.89 375.32 Agency Mortgage-Backed Securities Freddie Mac 2034-03-01 4.000000 1761.62 814.29 Agency Mortgage-Backed Securities Freddie Mac 2037-09-01 5.500000 287601.25 1695.96 Agency Mortgage-Backed Securities Freddie Mac 2029-07-01 2.500000 40126.03 9383.01 Agency Mortgage-Backed Securities Fannie Mae 2024-05-01 6.000000 1038464.49 1194.41 Agency Mortgage-Backed Securities Fannie Mae 2045-09-01 3.500000 389542.21 53347.02 Agency Mortgage-Backed Securities Fannie Mae 2049-08-01 3.500000 2942.50 839.19 Agency Mortgage-Backed Securities Fannie Mae 2049-07-01 3.500000 5872.07 2075.11 Agency Mortgage-Backed Securities Ginnie Mae 2029-06-20 3.500000 397.93 54.95 Agency Mortgage-Backed Securities Ginnie Mae 2048-09-20 4.000000 8909.89 1627.30 Agency Mortgage-Backed Securities Ginnie Mae 2049-03-20 4.500000 27501.07 4306.37 Agency Mortgage-Backed Securities Ginnie Mae 2036-06-20 2.500000 1636.16 1371.71 Agency Mortgage-Backed Securities Ginnie Mae 2034-12-20 2.500000 99825.25 35417.34 Agency Mortgage-Backed Securities Ginnie Mae 2050-08-20 6.000000 3327.51 1495.61 Agency Mortgage-Backed Securities Ginnie Mae 2051-06-20 3.000000 5139.63 4843.51 Agency Mortgage-Backed Securities Ginnie Mae 2023-12-20 5.000000 97867.89 1242.49 Agency Mortgage-Backed Securities Ginnie Mae 2040-10-20 6.000000 24319.58 1071.75 Agency Mortgage-Backed Securities Ginnie Mae 2026-08-20 4.000000 38321.94 1838.40 Agency Mortgage-Backed Securities Freddie Mac 2027-10-01 5.500000 195735.79 1885.23 Agency Mortgage-Backed Securities Freddie Mac 2022-09-01 5.500000 1957357.89 1463.19 Agency Mortgage-Backed Securities Freddie Mac 2036-05-01 2.500000 1957.36 1649.90 Agency Mortgage-Backed Securities Fannie Mae 2026-11-01 3.000000 802428.65 35108.19 Agency Mortgage-Backed Securities Fannie Mae 2034-07-01 3.000000 2751.85 2142.26 Agency Mortgage-Backed Securities Fannie Mae 2023-05-01 2.500000 97867.89 2564.57 Agency Mortgage-Backed Securities Ginnie Mae 2048-10-20 5.500000 8021.06 1474.83 Agency Mortgage-Backed Securities Freddie Mac 2023-02-01 5.000000 587207.37 1556.60 Agency Mortgage-Backed Securities Freddie Mac 2026-06-01 5.000000 185949.00 1173.71 Agency Mortgage-Backed Securities Freddie Mac 2049-02-01 3.500000 391471.58 203556.39 Agency Mortgage-Backed Securities Fannie Mae 2025-06-01 6.770000 8780.32 671.35 Agency Mortgage-Backed Securities Fannie Mae 2026-11-01 3.000000 48131.63 3444.78 Agency Mortgage-Backed Securities Fannie Mae 2023-05-01 6.000000 195735.79 36.34 Agency Mortgage-Backed Securities Fannie Mae 2025-09-01 5.000000 74379.60 194.17 Agency Mortgage-Backed Securities Fannie Mae 2048-08-01 4.000000 8608.07 1956.79 Agency Mortgage-Backed Securities Fannie Mae 2034-01-01 4.500000 66550.17 18372.06 Agency Mortgage-Backed Securities Fannie Mae 2051-09-01 2.500000 2846.39 2858.13 Agency Mortgage-Backed Securities Fannie Mae 2047-11-01 4.500000 9786.79 3425.24 Agency Mortgage-Backed Securities Fannie Mae 2048-02-01 4.000000 2348.83 845.31 Agency Mortgage-Backed Securities Fannie Mae 2050-03-01 3.500000 2740.30 1507.32 Agency Mortgage-Backed Securities Fannie Mae 2036-06-01 2.500000 2348.83 2191.93 Agency Mortgage-Backed Securities Fannie Mae 2050-07-01 4.000000 2153.09 938.82 Agency Mortgage-Backed Securities Fannie Mae 2049-07-01 4.000000 1174.41 667.26 Agency Mortgage-Backed Securities Fannie Mae 2050-08-01 2.000000 1174.41 854.43 Agency Mortgage-Backed Securities Fannie Mae 2024-09-01 5.500000 856.93 0.85 Agency Mortgage-Backed Securities Ginnie Mae 2031-01-20 2.500000 693883.37 170727.22 Agency Mortgage-Backed Securities Ginnie Mae 2051-06-20 3.000000 403215.73 395026.61 Agency Mortgage-Backed Securities Ginnie Mae 2051-09-20 3.500000 2869.49 2867.36 Agency Mortgage-Backed Securities Freddie Mac 2037-08-01 5.500000 34044.91 128.76 Agency Mortgage-Backed Securities Freddie Mac 2022-04-01 5.000000 489014.94 51.76 Agency Mortgage-Backed Securities Freddie Mac 2044-08-01 4.500000 978.68 107.78 Agency Mortgage-Backed Securities Freddie Mac 2024-06-01 5.000000 396364.97 7293.36 Agency Mortgage-Backed Securities Freddie Mac 2045-05-01 3.000000 352324.42 46823.86 Agency Mortgage-Backed Securities Freddie Mac 2049-05-01 4.000000 1174.41 208.96 Agency Mortgage-Backed Securities Freddie Mac 2045-09-01 4.500000 197.69 61.73 Agency Mortgage-Backed Securities Freddie Mac 2049-07-01 4.000000 782.94 163.93 Agency Mortgage-Backed Securities Freddie Mac 2051-09-01 3.000000 5512.12 5396.73 Agency Mortgage-Backed Securities Freddie Mac 2049-10-01 4.000000 195.74 54.69 Agency Mortgage-Backed Securities Freddie Mac 2050-09-01 2.000000 391.47 315.31 Agency Mortgage-Backed Securities Freddie Mac 2050-10-01 1.500000 6850.75 5568.57 Agency Mortgage-Backed Securities Fannie Mae 2028-09-01 7.000000 301.43 1.25 Agency Mortgage-Backed Securities Fannie Mae 2031-11-01 7.000000 35495.32 247.37 Agency Mortgage-Backed Securities Fannie Mae 2034-04-01 6.000000 195735.79 1965.75 Agency Mortgage-Backed Securities Fannie Mae 2024-02-01 5.000000 274030.10 2436.45 Agency Mortgage-Backed Securities Fannie Mae 2028-10-01 7.500000 939531.79 891.30 Agency Mortgage-Backed Securities Fannie Mae 2027-03-01 3.500000 3523.24 335.90 Agency Mortgage-Backed Securities Fannie Mae 2027-04-01 3.000000 77846.28 7453.69 Agency Mortgage-Backed Securities Fannie Mae 2027-03-01 3.000000 80748.26 7208.23 Agency Mortgage-Backed Securities Fannie Mae 2027-08-01 2.500000 97867.89 12187.43 Agency Mortgage-Backed Securities Fannie Mae 2024-03-01 2.500000 1379.35 94.94 Agency Mortgage-Backed Securities Fannie Mae 2044-08-01 3.500000 978.87 242.06 Agency Mortgage-Backed Securities Fannie Mae 2024-08-01 2.500000 102761.29 8532.74 Agency Mortgage-Backed Securities Fannie Mae 2044-11-01 4.000000 30180.11 6699.90 Agency Mortgage-Backed Securities Fannie Mae 2046-03-01 3.500000 41104.52 10828.33 Agency Mortgage-Backed Securities Fannie Mae 2046-07-01 4.000000 45997.91 5747.45 Agency Mortgage-Backed Securities Fannie Mae 2028-06-01 3.000000 4893.39 1129.65 Agency Mortgage-Backed Securities Fannie Mae 2043-09-01 4.500000 1174.41 45.31 Agency Mortgage-Backed Securities Fannie Mae 2045-08-01 3.500000 3382.12 1037.60 Agency Mortgage-Backed Securities Fannie Mae 2033-06-01 1.838000 2240.39 14.53 Agency Mortgage-Backed Securities Fannie Mae 2046-03-01 3.500000 276509.10 94603.46 Agency Mortgage-Backed Securities Fannie Mae 2046-09-01 3.500000 5156.07 828.76 Agency Mortgage-Backed Securities Fannie Mae 2048-08-01 4.500000 5284.87 551.99 Agency Mortgage-Backed Securities Fannie Mae 2047-09-01 4.000000 2348.83 635.61 Agency Mortgage-Backed Securities Fannie Mae 2031-11-01 3.000000 99825.25 33139.17 Agency Mortgage-Backed Securities Fannie Mae 2048-11-01 3.000000 195.74 58.61 Agency Mortgage-Backed Securities Fannie Mae 2048-12-01 4.000000 2936.04 438.13 Agency Mortgage-Backed Securities Fannie Mae 2050-02-01 4.000000 9786.79 4067.94 Agency Mortgage-Backed Securities Fannie Mae 2050-07-01 2.000000 2348.83 1774.57 Agency Mortgage-Backed Securities Fannie Mae 2031-09-01 1.800000 37738.25 36598.75 Agency Mortgage-Backed Securities Fannie Mae 2051-05-01 2.500000 587.21 528.20 Agency Mortgage-Backed Securities Fannie Mae 2048-04-01 4.000000 32351.80 10218.60 Agency Mortgage-Backed Securities Fannie Mae 2048-06-01 4.000000 85145.07 24289.16 Agency Mortgage-Backed Securities Fannie Mae 2048-09-01 5.000000 3131.58 1405.31 Agency Mortgage-Backed Securities Fannie Mae 2048-09-01 4.500000 2544.57 1048.75 Agency Mortgage-Backed Securities Fannie Mae 2049-04-01 3.500000 19573.58 5365.27 Agency Mortgage-Backed Securities Fannie Mae 2049-09-01 4.000000 1565.89 772.82 Agency Mortgage-Backed Securities Fannie Mae 2050-06-01 3.000000 19573.58 6116.50 Agency Mortgage-Backed Securities Fannie Mae 2050-06-01 2.500000 3914.72 2426.99 Agency Mortgage-Backed Securities Fannie Mae 2051-01-01 4.000000 1174.41 878.45 Agency Mortgage-Backed Securities Fannie Mae 2028-09-01 2.500000 2936.04 1448.15 Agency Mortgage-Backed Securities Fannie Mae 2047-04-01 3.000000 782.94 571.06 Agency Mortgage-Backed Securities Fannie Mae 2049-12-01 4.000000 1761.62 1167.65 Agency Mortgage-Backed Securities Fannie Mae 2048-11-01 3.000000 457926.62 397430.24 Agency Mortgage-Backed Securities Fannie Mae 2050-07-01 3.500000 5184.85 4536.23 Agency Mortgage-Backed Securities Fannie Mae 2022-07-01 6.000000 195735.79 30.99 Agency Mortgage-Backed Securities Fannie Mae 2023-06-01 5.500000 68507.53 170.75 Agency Mortgage-Backed Securities Fannie Mae 2032-09-01 3.000000 391.47 161.96 Agency Mortgage-Backed Securities Fannie Mae 2023-12-01 5.500000 391471.58 2504.73 Agency Mortgage-Backed Securities Fannie Mae 2023-10-01 5.000000 21909.49 127.91 Agency Mortgage-Backed Securities Fannie Mae 2029-08-01 4.500000 8808.11 906.12 Agency Mortgage-Backed Securities Fannie Mae 2024-01-01 3.000000 17601.15 810.45 Agency Mortgage-Backed Securities Fannie Mae 2023-03-01 2.500000 78294.32 1768.00 Agency Mortgage-Backed Securities Fannie Mae 2033-07-01 3.000000 1565.89 404.20 Agency Mortgage-Backed Securities Fannie Mae 2049-11-01 4.500000 978.68 282.15 Agency Mortgage-Backed Securities Fannie Mae 2051-05-01 2.000000 1761.62 1620.92 Agency Mortgage-Backed Securities Ginnie Mae 2027-04-20 3.500000 9786.79 720.18 Agency Mortgage-Backed Securities Ginnie Mae 2032-06-20 3.500000 103739.97 29807.91 Agency Mortgage-Backed Securities Ginnie Mae 2032-04-20 3.500000 107654.10 29402.24 Agency Mortgage-Backed Securities Ginnie Mae 2033-03-20 2.500000 14929.55 5036.22 Agency Mortgage-Backed Securities Ginnie Mae 2050-01-20 4.500000 486.01 132.15 Agency Mortgage-Backed Securities Ginnie Mae 2050-06-20 5.500000 978.68 513.49 Agency Mortgage-Backed Securities Ginnie Mae 2050-11-20 3.500000 2936.04 1808.67 Agency Mortgage-Backed Securities Ginnie Mae 2048-11-20 4.500000 391471.58 17095.62 Agency Mortgage-Backed Securities Ginnie Mae 2050-12-20 2.500000 21530.74 19362.36 Agency Mortgage-Backed Securities Ginnie Mae 2050-09-20 2.500000 583.10 416.86 Agency Mortgage-Backed Securities Ginnie Mae 2054-08-15 2.610000 48933.95 50313.65 Agency Mortgage-Backed Securities Ginnie Mae 2056-09-15 2.140000 97867.89 97875.39 Agency Mortgage-Backed Securities Ginnie Mae 2051-10-20 2.500000 41340.77 41570.50 Agency Mortgage-Backed Securities Ginnie Mae 2023-06-20 4.500000 3428.90 36.41 Agency Mortgage-Backed Securities Ginnie Mae 2023-10-20 5.500000 58720.74 644.91 Agency Mortgage-Backed Securities Ginnie Mae 2036-10-20 6.000000 21426.81 1263.22 Agency Mortgage-Backed Securities Freddie Mac 2023-11-01 6.000000 782943.16 173.40 Agency Mortgage-Backed Securities Freddie Mac 2040-07-01 4.500000 4893.39 181.41 Agency Mortgage-Backed Securities Freddie Mac 2031-06-01 2.500000 10765.47 4127.79 Agency Mortgage-Backed Securities Freddie Mac 2044-05-01 4.500000 75500.58 30652.23 Agency Mortgage-Backed Securities Freddie Mac 2044-09-01 3.500000 339601.59 75365.08 Agency Mortgage-Backed Securities Freddie Mac 2046-06-01 3.500000 43061.87 14068.25 Agency Mortgage-Backed Securities Freddie Mac 2031-01-01 3.000000 100653.61 24252.08 Agency Mortgage-Backed Securities Freddie Mac 2032-09-01 3.500000 52827.92 15824.64 Agency Mortgage-Backed Securities Freddie Mac 2051-07-01 3.000000 19575.34 17958.22 Agency Mortgage-Backed Securities Freddie Mac 2051-12-01 3.000000 1957.36 1988.80 Agency Mortgage-Backed Securities Freddie Mac 2049-08-01 4.000000 4501.92 2007.26 Agency Mortgage-Backed Securities Freddie Mac 2049-10-01 3.500000 1761.62 750.46 Agency Mortgage-Backed Securities Freddie Mac 2050-12-01 2.500000 1174.41 1005.79 Agency Mortgage-Backed Securities Fannie Mae 2025-11-07 0.500000 2153.09 2074.68 Agency Mortgage-Backed Securities Fannie Mae 2026-01-01 3.500000 159524.67 7517.39 Agency Mortgage-Backed Securities Fannie Mae 2041-06-01 4.500000 2936.04 547.83 Agency Mortgage-Backed Securities Fannie Mae 2029-10-01 3.500000 274030.10 55908.33 Agency Mortgage-Backed Securities Fannie Mae 2031-05-01 3.000000 6850.75 1623.89 Agency Mortgage-Backed Securities Fannie Mae 2031-08-01 3.000000 6850.75 1567.94 Agency Mortgage-Backed Securities Fannie Mae 2044-12-01 3.000000 22509.62 1892.30 Agency Mortgage-Backed Securities Fannie Mae 2033-01-01 3.000000 9982.53 4872.28 Agency Mortgage-Backed Securities Fannie Mae 2049-05-01 3.500000 1565.89 323.80 Agency Mortgage-Backed Securities Fannie Mae 2051-12-01 2.500000 42453.14 42439.95 Agency Mortgage-Backed Securities Fannie Mae 2047-12-01 3.500000 2024.89 772.78 Agency Mortgage-Backed Securities Fannie Mae 2034-11-01 3.500000 9900.32 4635.93 Agency Mortgage-Backed Securities Fannie Mae 2035-03-01 3.500000 1370.15 720.52 Agency Mortgage-Backed Securities Fannie Mae 2049-07-01 4.000000 1167192.48 377536.43 Agency Mortgage-Backed Securities Fannie Mae 2047-12-01 3.500000 13505.77 6767.11 Agency Mortgage-Backed Securities Fannie Mae 2034-09-01 3.500000 2740.30 1205.19 Agency Mortgage-Backed Securities Fannie Mae 2049-09-01 3.500000 4501.92 2871.89 Agency Mortgage-Backed Securities Fannie Mae 2044-05-01 5.500000 8612.37 7461.89 Agency Mortgage-Backed Securities Fannie Mae 2027-11-01 3.500000 19573.58 5967.89 Agency Mortgage-Backed Securities Fannie Mae 2023-07-01 5.000000 39147.16 183.92 Agency Mortgage-Backed Securities Fannie Mae 2027-01-01 3.000000 1565.89 126.32 Agency Mortgage-Backed Securities Fannie Mae 2027-07-01 3.000000 11352.68 976.95 Agency Mortgage-Backed Securities Fannie Mae 2032-12-01 3.000000 3327.51 997.55 Agency Mortgage-Backed Securities Fannie Mae 2035-05-01 2.500000 7829.43 3646.61 Agency Mortgage-Backed Securities Fannie Mae 2051-04-01 2.000000 10995.26 10028.39 Agency Mortgage-Backed Securities Fannie Mae 2027-12-01 5.500000 74379.60 1797.75 Agency Mortgage-Backed Securities Fannie Mae 2025-04-01 5.000000 20747.99 128.22 Agency Mortgage-Backed Securities Ginnie Mae 2050-07-20 2.500000 564687.18 271836.39 Agency Mortgage-Backed Securities Ginnie Mae 2050-07-20 3.000000 3108240.68 943556.71 Agency Mortgage-Backed Securities Ginnie Mae 2056-11-15 1.860000 163316.46 157717.74 Agency Mortgage-Backed Securities Ginnie Mae 2047-06-15 1.970000 17479.21 17166.97 Agency Mortgage-Backed Securities Freddie Mac 2033-04-01 3.500000 782943.16 218848.88 Agency Mortgage-Backed Securities Freddie Mac 2031-12-01 1.500000 51817.72 49945.72 Agency Mortgage-Backed Securities Fannie Mae 2048-10-01 5.604000 5461.42 1937.69 Agency Mortgage-Backed Securities Fannie Mae 2055-09-01 3.500000 33547.55 18384.89 Agency Mortgage-Backed Securities Fannie Mae 2032-04-01 3.500000 8612.37 4264.56 Agency Mortgage-Backed Securities Fannie Mae 2033-03-01 2.500000 695758.52 194027.87 Agency Mortgage-Backed Securities Fannie Mae 2047-11-01 3.500000 371700.70 283626.38 Agency Mortgage-Backed Securities Fannie Mae 2045-05-01 3.500000 24321.35 24748.78 Agency Mortgage-Backed Securities Fannie Mae 2038-06-01 4.000000 10051.42 10449.51 Agency Mortgage-Backed Securities Fannie Mae 2050-08-01 3.000000 8824.94 8913.34 Agency Mortgage-Backed Securities Fannie Mae 2036-12-01 2.000000 23362.44 23416.44 Agency Mortgage-Backed Securities Fannie Mae 2037-08-01 7.500000 2446031.86 29638.20 Agency Mortgage-Backed Securities Fannie Mae 2036-10-01 3.500000 15776.89 3665.04 Agency Mortgage-Backed Securities Ginnie Mae 2059-01-15 2.860000 55241.34 57606.93 Agency Mortgage-Backed Securities Ginnie Mae 2056-12-15 2.710000 59188.74 61373.08 Agency Mortgage-Backed Securities Ginnie Mae 2051-12-15 2.240000 167172.65 168245.92 Agency Mortgage-Backed Securities Ginnie Mae 2056-12-15 2.210000 39147.16 39526.19 Agency Mortgage-Backed Securities Ginnie Mae 2055-08-15 2.450000 769833.95 789804.10 Agency Mortgage-Backed Securities Ginnie Mae 2055-09-15 3.130000 771412.17 819840.83 Agency Mortgage-Backed Securities Ginnie Mae 2024-03-20 4.000000 100803.93 1454.81 Agency Mortgage-Backed Securities Ginnie Mae 2051-11-20 2.500000 185801.81 187883.74 Agency Mortgage-Backed Securities U.S. Treasury Notes 2023-12-31 0.750000 125955.98 125041.83 U.S. Treasuries (including strips) Freddie Mac 2038-08-01 6.000000 3312569.67 123648.03 Agency Mortgage-Backed Securities Freddie Mac 2039-02-01 5.000000 915.26 13.97 Agency Mortgage-Backed Securities Federal Home Loan Bank 2027-09-20 0.500000 29360.37 28390.08 Agency Mortgage-Backed Securities Freddie Mac 2044-07-01 4.000000 1685285.15 251258.95 Agency Mortgage-Backed Securities Freddie Mac 2044-12-01 4.000000 1587308.81 185150.47 Agency Mortgage-Backed Securities Freddie Mac 2044-12-01 4.000000 1800769.26 241971.00 Agency Mortgage-Backed Securities Freddie Mac 2041-12-01 2.500000 712803.19 712739.00 Agency Mortgage-Backed Securities Freddie Mac 2049-08-01 4.500000 218492.82 49997.43 Agency Mortgage-Backed Securities Freddie Mac 2050-01-01 3.000000 3718.98 1154.35 Agency Mortgage-Backed Securities Freddie Mac 2049-07-01 3.500000 4135.11 1543.56 Agency Mortgage-Backed Securities Freddie Mac 2052-01-01 2.500000 41300.25 41326.74 Agency Mortgage-Backed Securities Freddie Mac 2041-08-01 4.500000 195.74 11.87 Agency Mortgage-Backed Securities Freddie Mac 2030-06-01 3.000000 189299.80 55699.59 Agency Mortgage-Backed Securities Freddie Mac 2048-07-01 4.500000 782.94 114.20 Agency Mortgage-Backed Securities Freddie Mac 2052-01-01 2.500000 319952.66 319893.33 Agency Mortgage-Backed Securities Freddie Mac 2052-01-01 2.500000 193715.60 194071.52 Agency Mortgage-Backed Securities Freddie Mac 2052-01-01 2.500000 346112.75 346748.67 Agency Mortgage-Backed Securities Freddie Mac 2052-01-01 3.500000 631801.07 662849.46 Agency Mortgage-Backed Securities Freddie Mac 2052-02-01 2.500000 313886.61 314317.68 Agency Mortgage-Backed Securities Freddie Mac 2036-09-01 2.500000 11622.01 11547.22 Agency Mortgage-Backed Securities Freddie Mac 2050-09-01 2.000000 1174.41 1019.99 Agency Mortgage-Backed Securities Freddie Mac 2042-01-01 2.500000 244669.74 247674.36 Agency Mortgage-Backed Securities Freddie Mac 2052-01-01 2.500000 11097576.45 11048318.01 Agency Mortgage-Backed Securities Fannie Mae 2042-05-01 3.500000 368248.31 121136.98 Agency Mortgage-Backed Securities Fannie Mae 2032-02-01 5.000000 24466.97 4564.27 Agency Mortgage-Backed Securities Fannie Mae 2047-07-01 4.500000 54806.02 17174.80 Agency Mortgage-Backed Securities Fannie Mae 2048-06-01 4.500000 212316.37 122480.90 Agency Mortgage-Backed Securities Fannie Mae 2048-07-01 4.500000 211858.15 122365.03 Agency Mortgage-Backed Securities Fannie Mae 2038-10-01 4.000000 295546.56 117951.19 Agency Mortgage-Backed Securities Fannie Mae 2049-05-01 4.500000 5676.34 2080.91 Agency Mortgage-Backed Securities Fannie Mae 2033-12-01 2.090000 113080.28 110838.77 Agency Mortgage-Backed Securities Fannie Mae 2031-01-01 2.245000 147517.06 149005.04 Agency Mortgage-Backed Securities Fannie Mae 2037-01-01 1.500000 376.40 370.97 Agency Mortgage-Backed Securities Fannie Mae 2052-02-01 3.000000 690449.38 708849.86 Agency Mortgage-Backed Securities Fannie Mae 2052-02-01 3.000000 140373.29 144038.02 Agency Mortgage-Backed Securities Fannie Mae 2048-04-01 3.500000 556693.14 303236.39 Agency Mortgage-Backed Securities Fannie Mae 2051-04-01 3.000000 587.21 561.91 Agency Mortgage-Backed Securities Fannie Mae 2051-08-01 2.500000 102761.29 101343.04 Agency Mortgage-Backed Securities Fannie Mae 2034-09-01 3.000000 381.49 198.83 Agency Mortgage-Backed Securities Fannie Mae 2035-11-01 4.000000 22118.14 12312.36 Agency Mortgage-Backed Securities Fannie Mae 2049-09-01 5.000000 587.21 285.18 Agency Mortgage-Backed Securities Fannie Mae 2049-09-01 4.000000 2348.83 1302.94 Agency Mortgage-Backed Securities Fannie Mae 2048-11-01 3.500000 587.21 518.23 Agency Mortgage-Backed Securities Fannie Mae 2050-11-01 4.000000 587.21 489.41 Agency Mortgage-Backed Securities Fannie Mae 2047-07-01 5.000000 332750.84 325924.56 Agency Mortgage-Backed Securities Fannie Mae 2039-08-01 4.000000 18628.18 19189.54 Agency Mortgage-Backed Securities Fannie Mae 2051-11-01 2.500000 1043416.80 1041431.10 Agency Mortgage-Backed Securities Fannie Mae 2049-01-01 4.000000 296848.98 309206.85 Agency Mortgage-Backed Securities Fannie Mae 2031-05-01 4.500000 36211.12 2988.67 Agency Mortgage-Backed Securities Fannie Mae 2034-06-01 4.000000 80251.67 17579.99 Agency Mortgage-Backed Securities Fannie Mae 2051-08-01 4.000000 13310.03 11362.63 Agency Mortgage-Backed Securities Fannie Mae 2032-02-01 2.000000 846260.55 858714.69 Agency Mortgage-Backed Securities Ginnie Mae 2049-11-20 2.500000 964004.24 143520.49 Agency Mortgage-Backed Securities Ginnie Mae 2049-09-20 3.500000 200629.18 46312.08 Agency Mortgage-Backed Securities Ginnie Mae 2051-01-20 4.000000 59336.52 38676.94 Agency Mortgage-Backed Securities Ginnie Mae 2050-09-20 2.500000 195735.79 107282.02 Agency Mortgage-Backed Securities Ginnie Mae 2050-09-20 3.000000 983440.22 346672.50 Agency Mortgage-Backed Securities Ginnie Mae 2051-12-20 2.500000 5615.86 5644.29 Agency Mortgage-Backed Securities Ginnie Mae 2052-01-20 3.500000 12722.83 13293.53 Agency Mortgage-Backed Securities Ginnie Mae 2048-08-20 4.500000 115000.84 122166.20 Agency Mortgage-Backed Securities Ginnie Mae 2047-08-15 4.000000 45930.58 10550.58 Agency Mortgage-Backed Securities Ginnie Mae 2051-07-20 3.500000 547080.75 595118.97 Agency Mortgage-Backed Securities Ginnie Mae 2039-07-20 6.500000 481592.45 298438.62 Agency Mortgage-Backed Securities Ginnie Mae 2061-05-15 2.870000 3161571.05 3300733.69 Agency Mortgage-Backed Securities Ginnie Mae 2051-11-20 2.500000 301132.47 301887.46 Agency Mortgage-Backed Securities Ginnie Mae 2044-10-15 2.900000 293603.68 306047.65 Agency Mortgage-Backed Securities Ginnie Mae 2057-01-15 2.180000 56845.98 57355.70 Agency Mortgage-Backed Securities Ginnie Mae 2057-01-15 2.050000 1740330.16 1739133.39 Agency Mortgage-Backed Securities Ginnie Mae 2052-01-20 3.000000 55109.41 57117.27 Agency Mortgage-Backed Securities Ginnie Mae 2060-01-15 2.940000 2177477.27 2274720.83 Agency Mortgage-Backed Securities Ginnie Mae 2052-01-20 4.000000 406684.16 445488.88 Agency Mortgage-Backed Securities Ginnie Mae 2051-12-20 4.000000 434984.82 490930.83 Agency Mortgage-Backed Securities Ginnie Mae 2051-12-20 3.000000 313213.87 327455.39 Agency Mortgage-Backed Securities Ginnie Mae 2052-01-20 2.500000 99457.86 100302.59 Agency Mortgage-Backed Securities Ginnie Mae 2034-03-20 5.500000 287110.93 4265.93 Agency Mortgage-Backed Securities Ginnie Mae 2045-01-15 4.000000 1123771.23 295053.21 Agency Mortgage-Backed Securities Ginnie Mae 2038-09-15 5.000000 492014.99 180210.94 Agency Mortgage-Backed Securities U.S. Treasury Notes 2022-12-29 0.00 74320.88 73837.50 U.S. Treasuries (including strips) Y 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 39999000.00 39999000.00 0.2977 N Y Y N Truist Securities, Inc. Joint Repurchase Agreement Truist Securities, Inc. Joint Repurchase Agreement 0.050000% TRUIST999 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Freddie Mac 2052-01-01 3.000000 955825.00 980109.65 Agency Mortgage-Backed Securities Fannie Mae 2048-11-01 3.000000 4573610.00 1786368.43 Agency Mortgage-Backed Securities Fannie Mae 2052-01-01 2.000000 32805527.00 32171582.06 Agency Mortgage-Backed Securities Y 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 34253000.00 34253000.00 0.2550 N Y Y N Davis Series, Inc. 2022-01-31 Doug Haines Doug Haines Treasurer