# EDGAR Filing Document

**Accession Number:** 0000908695
**File Stem:** 0001004726-26-003006
**Filing Date:** 2026-4
**Character Count:** 209722
**Document Hash:** 8e9607726289fab14b4ac45ba85764ae
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-26-003006.hdr.sgml**: 20260424

**ACCESSION NUMBER**: 0001004726-26-003006

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260424

**DATE AS OF CHANGE**: 20260424

**PERIOD START**: 20260228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VICTORY PORTFOLIOS III
- **CENTRAL INDEX KEY:** 0000908695

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07852
- **FILM NUMBER:** 26891898

**BUSINESS ADDRESS:**
- **STREET 1:** 15935 LA CANTERA PARKWAY
- **STREET 2:** BUILDING TWO
- **CITY:** SAN ANTONIO
- **STATE:** TX
- **ZIP:** 78256
- **BUSINESS PHONE:** 210-697-3625

**MAIL ADDRESS:**
- **STREET 1:** 15935 LA CANTERA PARKWAY
- **STREET 2:** BUILDING TWO
- **CITY:** SAN ANTONIO
- **STATE:** TX
- **ZIP:** 78256

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** USAA MUTUAL FUNDS TRUST
- **DATE OF NAME CHANGE:** 20060420

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** USAA STATE TAX FREE TRUST
- **DATE OF NAME CHANGE:** 19940325

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** USAA STATE TAX EXEMPT TRUST
- **DATE OF NAME CHANGE:** 19930707

## Series and Classes Contracts Data

### Victory Government Securities Fund (Formerly USAA Government Securities Fund) (Series ID: S000012929)

| Class ID   | Class Name                                              | Ticker Symbol   |
|:---|:---|:---|
| C000034899 | Victory Government Securities Fund Shares               | USGNX           |
| C000159210 | Victory Government Securities Fund Institutional Shares | UIGSX           |
| C000175754 | Victory Government Securities Fund Class R6             | URGSX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Victory Portfolios III

- **b. Investment Company Act file number:** 811-07852

- **c. CIK number of Registrant:** 0000908695

- **d. LEI of Registrant:** 549300WIDR2J6W1Y9S11

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 15935 La Cantera Pkwy Building Two

  - **City:** San Antonio

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78256

  - **Telephone number:** 800-235-8396

**Item A.2. Information about the Series.**

- **a. Name of Series:** Victory Government Securities Fund

- **b. EDGAR series identifier (if any):** S000012929

- **c. LEI of Series:** 549300M4WZNU0BPCZE64

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-02-28

- **b. Date as of which information is reported:** 2026-02-28

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $1218524527.12

**Total Liabilities:** $10653304.75

**Net Assets:** $1207871222.37

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -3055.29873000 | **1-Year:** -35244.01113897 | **5-Year:** -107987.37232273 | **10-Year:** -134433.72788864 | **30-Year:** -30698.18195990

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000034899 | -0.02%               | 0.43%                | 1.30%                |
| Class ID C000175754 | -0.01%               | 0.34%                | 1.33%                |
| Class ID C000159210 | 0.10%                | 0.32%                | 1.31%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $68492.61                | $-3184285.56                               |
| Month 2  | $129213.55               | $99375.95                                  |
| Month 3  | $56708.64                | $12426977.43                               |

### Schedule of Portfolio Investments

| Name                                                                                      | Title                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36210HKQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3710 | PA      | $3710.83      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202DZZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     78486 | PA      | $82430.14     | 0.01%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ACJJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2697855 | PA      | $2766658.81   | 0.23%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FANNIE MAE REMICS                                  | CUSIP: 3136A86J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73661 | PA      | $72632.26     | 0.01%             | 2027-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132CXBY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1081578 | PA      | $1110319.87   | 0.09%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EHRC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71880 | PA      | $71395.55     | 0.01%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36202D4Q1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    235282 | PA      | $248800.19    | 0.02%             | 2034-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W1MZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1871248 | PA      | $1907021.64   | 0.16%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BNX43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10671233 | PA      | $9903478.98   | 0.82%             | 2032-06-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XHH42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2586960 | PA      | $2553569.99   | 0.21%             | 2051-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MJ4J6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2194595 | PA      | $2156895.42   | 0.18%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9530807 | PA      | $9286929.40   | 0.77%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38385HDA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1960234 | PA      | $1953439.73   | 0.16%             | 2055-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36202D4P3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    240027 | PA      | $251023.48    | 0.02%             | 2034-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XMMK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1597925 | PA      | $1519880.90   | 0.13%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CUH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    766095 | PA      | $749606.31    | 0.06%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11741250.00  | 0.97%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3618A8ZT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4270785 | PA      | $4294984.41   | 0.36%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ACEL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1906202 | PA      | $1804229.68   | 0.15%             | 2052-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427NE88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2884805 | PA      | $2908224.40   | 0.24%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138E4X71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124664 | PA      | $123812.24    | 0.01%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YFK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    826952 | PA      | $833604.23    | 0.07%             | 2053-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOUISIANA LOC GOVT ENVIRONMENTAL FACS & CMNTY DEV AUTH SYS RESTORATION                    | LOUISIANA LOCAL GOVERNMENT ENVIRONMENTAL FACILITIE | CUSIP: 54627RAM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3150000 | PA      | $3173271.89   | 0.26%             | 2033-02-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                                    | SLM STUDENT LOAN TRUST 2013 6                      | CUSIP: 78448CAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1448903 | PA      | $1439306.89   | 0.12%             | 2055-06-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36207UTD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5438 | PA      | $5440.28      | 0.00%             | 2027-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DC67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2385687 | PA      | $2269168.69   | 0.19%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XNB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1945845 | PA      | $1785510.33   | 0.15%             | 2052-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FANNIE MAE ACES                                    | CUSIP: 3136AW7J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5413374 | PA      | $5366046.97   | 0.44%             | 2027-05-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132XEAH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    348007 | PA      | $334291.99    | 0.03%             | 2033-10-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DQPY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3227115 | PA      | $3048677.27   | 0.25%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3142GQ5H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1644523 | PA      | $1701288.07   | 0.14%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XPYX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2314519 | PA      | $2371718.96   | 0.20%             | 2043-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 912828YD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6921796.88   | 0.57%             | 2026-08-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1706838 | PA      | $1625566.62   | 0.13%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11559506 | PA      | $9630265.34   | 0.80%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2224033 | PA      | $1963154.62   | 0.16%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MJ4Q0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    799002 | PA      | $761811.47    | 0.06%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BTM26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2253886 | PA      | $2272538.52   | 0.19%             | 2054-12-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY BOND                                  | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5259765.63   | 0.44%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YRH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2146124 | PA      | $2189444.15   | 0.18%             | 2054-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FANNIE MAE REMICS                                  | CUSIP: 3136A8PM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43471 | PA      | $42835.14     | 0.00%             | 2027-09-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8200000 | PA      | $7782953.13   | 0.64%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RESTORATION BOND COMPANY LLC                                           | CENTERPOINT ENERGY RESTORATION BOND CO III LLC     | CUSIP: 15202GAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4032420.99   | 0.33%             | 2036-06-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36209K2L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1194 | PA      | $1194.54      | 0.00%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH    | CUSIP: 3137BRQJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6383962 | PA      | $6347515.34   | 0.53%             | 2026-07-25      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BVW61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2716519 | PA      | $2741108.22   | 0.23%             | 2054-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FANNIE MAE ACES                                    | CUSIP: 3136B1XJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1723701 | PA      | $1705154.28   | 0.14%             | 2028-03-25      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XKR85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1990145 | PA      | $1737858.43   | 0.14%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BP3K5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4000000 | PA      | $3955434.84   | 0.33%             | 2032-08-25      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH    | CUSIP: 3137FHPJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $5023869.99   | 0.42%             | 2028-07-25      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST STORM FUNDING I, LLC                                                 | EVERGY MISSOURI WEST STORM FUNDING I LLC           | CUSIP: 30037HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3206917 | PA      | $3337638.01   | 0.28%             | 2040-12-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H73P6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2759524.26   | 0.23%             | 2032-03-25      | Variable      | 2.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16000000 | PA      | $15746250.08  | 1.30%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MJX88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4421477 | PA      | $4243603.36   | 0.35%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XPRK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2208808 | PA      | $2249489.10   | 0.19%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWE74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3786260 | PA      | $3827781.13   | 0.32%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36202EL98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    121033 | PA      | $124474.06    | 0.01%             | 2037-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14793750.00  | 1.22%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HAWAII ST                                                                                 | STATE OF HAWAII                                    | CUSIP: 419792Q74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2070061.49   | 0.17%             | 2037-10-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140AUEX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    643419 | PA      | $664914.77    | 0.06%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3622ACS92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1954925 | PA      | $2029052.60   | 0.17%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10015625.00  | 0.83%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HAD52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $5216084.02   | 0.43%             | 2033-06-25      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EM80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    794081 | PA      | $808450.88    | 0.07%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13750000 | PA      | $13471777.34  | 1.12%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY BOND                                  | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5423437.50   | 0.45%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XZL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    545111 | PA      | $553860.25    | 0.05%             | 2038-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3620ARDN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    288014 | PA      | $285664.33    | 0.02%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BG3C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2676119.28   | 0.22%             | 2031-01-25      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H7M91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5182673 | PA      | $4771174.83   | 0.40%             | 2032-04-25      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427PDH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3774208 | PA      | $3804847.41   | 0.32%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418ECS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1449861 | PA      | $1369806.04   | 0.11%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FANNIE MAE REMICS                                  | CUSIP: 3136A8ZH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50774 | PA      | $49922.52     | 0.00%             | 2027-09-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND                                            | GLDMN SCHS FIN SQ GV-FST                           | CUSIP: 38141W273<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    110512 | NS      | $110512.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LOUISIANA LOC GOVT ENVIRONMENTAL FACS & CMNTY DEV AUTH SYS RESTORATION                    | LOUISIANA LOCAL GOVERNMENT ENVIRONMENTAL FACILITIE | CUSIP: 54627RAN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2009721.00   | 0.17%             | 2036-02-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                             | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133EM4H2<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $1619260.00   | 0.13%             | 2036-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36202ELV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    167713 | PA      | $175485.92    | 0.01%             | 2037-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1340882 | PA      | $1277035.57   | 0.11%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FREDDIE MAC REMICS                                 | CUSIP: 31396J4X0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    220536 | PA      | $219454.51    | 0.02%             | 2036-03-15      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36225AYM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1354 | PA      | $1358.94      | 0.00%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179WQB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8252772 | PA      | $7574674.38   | 0.63%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $8011250.00   | 0.66%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H7ZB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2831328.03   | 0.23%             | 2032-06-25      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38381QTA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1450679 | PA      | $1429215.47   | 0.12%             | 2051-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H74A8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $4583199.73   | 0.38%             | 2032-03-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XJ3J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3076014 | PA      | $2915395.36   | 0.24%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11300000 | PA      | $10948640.63  | 0.91%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132XKXE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4000000 | PA      | $4027704.04   | 0.33%             | 2029-10-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W0UE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1831866 | PA      | $1878390.00   | 0.16%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DLU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    687003 | PA      | $673550.03    | 0.06%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38383XZX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2553969 | PA      | $2574631.83   | 0.21%             | 2049-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36295KW33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     71883 | PA      | $76464.06     | 0.01%             | 2038-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MMYC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    461600 | PA      | $451375.87    | 0.04%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BMM62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5488162 | PA      | $5396941.23   | 0.45%             | 2028-12-25      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Y7Q50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1989362 | PA      | $1998690.03   | 0.17%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36201APG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     23029 | PA      | $23554.27     | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36201FBJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     70140 | PA      | $72768.94     | 0.01%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31412QHM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    510188 | PA      | $507647.33    | 0.04%             | 2039-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36202D7L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    213764 | PA      | $229448.33    | 0.02%             | 2034-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36202EH51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    168223 | PA      | $179318.55    | 0.01%             | 2036-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140LDZS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2575056 | PA      | $1799380.41   | 0.15%             | 2051-10-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36296YEC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    765839 | PA      | $776871.74    | 0.06%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5023828.15   | 0.42%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DSZU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2597545 | PA      | $2643047.38   | 0.22%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31371NMF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103346 | PA      | $108041.81    | 0.01%             | 2037-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XRSX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1724696 | PA      | $1766832.87   | 0.15%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427MTP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2184986 | PA      | $2241961.83   | 0.19%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133BV5S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1766272 | PA      | $1843170.77   | 0.15%             | 2053-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XKP95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3054546 | PA      | $2965525.81   | 0.25%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10106250.00  | 0.84%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138LNR60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2366000 | PA      | $2324464.42   | 0.19%             | 2039-10-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H4SH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $4556085.95   | 0.38%             | 2031-11-25      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FREDDIE MAC REMICS                                 | CUSIP: 3137AMFD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    144682 | PA      | $144925.35    | 0.01%             | 2041-10-15      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BPNA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    830589 | PA      | $838201.52    | 0.07%             | 2047-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36211RXF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3979 | PA      | $4093.71      | 0.00%             | 2030-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KLPT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3522852 | PA      | $3187481.06   | 0.26%             | 2051-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36225A2B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     18265 | PA      | $18544.42     | 0.00%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XKKU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1968338 | PA      | $1961917.18   | 0.16%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DLT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    379457 | PA      | $346939.25    | 0.03%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16000000 | PA      | $16932500.00  | 1.40%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36201JFG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     51554 | PA      | $52894.25     | 0.00%             | 2032-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132XFVN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3355000 | PA      | $3413927.36   | 0.28%             | 2029-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION G2        | CUSIP: 36202DJB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     36857 | PA      | $39072.65     | 0.00%             | 2030-08-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36292GHZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    253828 | PA      | $264999.67    | 0.02%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BMG66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2276118 | PA      | $2296707.08   | 0.19%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36202DM57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     18014 | PA      | $18892.28     | 0.00%             | 2031-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W2FM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1933284 | PA      | $1954467.52   | 0.16%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132CX3M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2933717 | PA      | $2946795.64   | 0.24%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36213UBF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5574 | PA      | $5648.04      | 0.00%             | 2031-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140M7LP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5057936 | PA      | $5170644.64   | 0.43%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36207KJJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1568 | PA      | $1591.65      | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YFJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1760869 | PA      | $1748641.83   | 0.14%             | 2053-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EGU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2353593 | PA      | $2407268.87   | 0.20%             | 2052-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384BM40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3011881 | PA      | $3053864.12   | 0.25%             | 2046-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ADW46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2339542 | PA      | $2092585.20   | 0.17%             | 2053-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MMYF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    930228 | PA      | $908688.18    | 0.08%             | 2033-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                             | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133ENJA9<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   3000000 | PA      | $2618760.00   | 0.22%             | 2034-12-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179VFN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5692598 | PA      | $5031358.89   | 0.42%             | 2050-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36202EAL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    153319 | PA      | $162128.05    | 0.01%             | 2034-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HAWAII ST DEPT BUSINESS ECONOMIC DEV & TOURISM GREEN ENERGY MKT SECURITIZATION            | STATE OF HAWAII DEPARTMENT OF BUSINESS ECONOMIC DE | CUSIP: 41980UAB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    138653 | PA      | $137244.97    | 0.01%             | 2031-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4301076 | PA      | $4106097.72   | 0.34%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36225BDE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1660 | PA      | $1697.47      | 0.00%             | 2029-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38382KLT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2443125 | PA      | $1961065.54   | 0.16%             | 2050-10-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427NPL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1876707 | PA      | $1868365.58   | 0.15%             | 2055-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10250000.00  | 0.85%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133C5HN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1790818 | PA      | $1822909.56   | 0.15%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BYCX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1944557 | PA      | $1962958.47   | 0.16%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36211FHF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     24386 | PA      | $24778.92     | 0.00%             | 2030-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10250000 | PA      | $10084238.33  | 0.83%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MJ4R8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    370234 | PA      | $363874.41    | 0.03%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3618J6EW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    402087 | PA      | $410124.79    | 0.03%             | 2054-10-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XMMF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1398196 | PA      | $1453833.81   | 0.12%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132CXR79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2247728 | PA      | $2282427.10   | 0.19%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BLW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4000000 | PA      | $3558986.56   | 0.29%             | 2031-11-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DNAS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3216524 | PA      | $3033182.34   | 0.25%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36208ESD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    103176 | PA      | $108360.53    | 0.01%             | 2033-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38383PH87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3499179 | PA      | $3492428.93   | 0.29%             | 2050-05-20      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179WTY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  14014699 | PA      | $12370625.43  | 1.02%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XBR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1978732 | PA      | $1814971.97   | 0.15%             | 2052-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137BSK69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    873594 | PA      | $823712.30    | 0.07%             | 2044-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVJJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1349131 | PA      | $1376916.19   | 0.11%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3620ARHC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    627575 | PA      | $622522.75    | 0.05%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36202DMT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     14125 | PA      | $14993.88     | 0.00%             | 2031-04-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LOUISIANA LOC GOVT ENVIRONMENTAL FACS & CMNTY DEV AUTH SYS RESTORATION                    | LOUISIANA LOCAL GOVERNMENT ENVIRONMENTAL FACILITIE | CUSIP: 54627RAR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    538120 | PA      | $549770.34    | 0.05%             | 2031-06-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140AT6Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2593684 | PA      | $2636680.87   | 0.22%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179YCF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1444946 | PA      | $1467942.01   | 0.12%             | 2038-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W34J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1472472 | PA      | $1499984.82   | 0.12%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36210BU45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     39359 | PA      | $40249.11     | 0.00%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36295K3J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    103364 | PA      | $110421.43    | 0.01%             | 2038-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36290UTQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    105255 | PA      | $106763.43    | 0.01%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FANNIE MAE POOL                                    | CUSIP: 3140W1MD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2806840 | PA      | $2549087.28   | 0.21%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H93C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2926046.30   | 0.24%             | 2032-08-25      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3618H9GQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2433847 | PA      | $2449290.54   | 0.20%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36290SP47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    130121 | PA      | $135030.61    | 0.01%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36210FGM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     25644 | PA      | $25889.52     | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DEU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    534710 | PA      | $524239.48    | 0.04%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HLW65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2885606 | PA      | $2936172.07   | 0.24%             | 2039-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31307VLU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1080973 | PA      | $1058338.13   | 0.09%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W4HV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1984662 | PA      | $1874769.91   | 0.16%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                                             | SMALL BUSINESS ADMINISTRATION POOLS                | CUSIP: 83164MWA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    828167 | PA      | $839908.05    | 0.07%             | 2034-10-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Money Market Obligations Trust: Federated Treasury Obligations Fund; Institutional Shares | FEDERATED HERMES TREASURY OBLIGATIONS              | CUSIP: 60934N500<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1510583 | NS      | $1510583.16   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36297AZY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    143586 | PA      | $154281.80    | 0.01%             | 2038-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FFC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2478103 | PA      | $2505354.00   | 0.21%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W4DA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3883067 | PA      | $3901273.67   | 0.32%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14000000 | PA      | $14206718.75  | 1.18%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18000000 | PA      | $15958125.00  | 1.32%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384EYV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1528189 | PA      | $1541623.48   | 0.13%             | 2048-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BNAD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2386086 | PA      | $2413759.59   | 0.20%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140LER82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3994142 | PA      | $3519724.39   | 0.29%             | 2034-01-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1874230 | PA      | $1789266.82   | 0.15%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31408BQ27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173816 | PA      | $178774.23    | 0.01%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38381PVE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1773299 | PA      | $1775662.97   | 0.15%             | 2051-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38381NQK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2044774 | PA      | $2054987.74   | 0.17%             | 2065-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YHT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    564796 | PA      | $580109.08    | 0.05%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YAS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2860609 | PA      | $2920496.13   | 0.24%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QFP60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6791328 | PA      | $5968050.00   | 0.49%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133D0PM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4652621 | PA      | $4760237.95   | 0.39%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W3M63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    982732 | PA      | $988415.79    | 0.08%             | 2055-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CS39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    863337 | PA      | $797945.31    | 0.07%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36202FMA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    486584 | PA      | $481944.94    | 0.04%             | 2040-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3618J6EU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    476052 | PA      | $485235.92    | 0.04%             | 2054-10-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384DJU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    599579 | PA      | $601772.92    | 0.05%             | 2047-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BYY48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3500000 | PA      | $3147408.64   | 0.26%             | 2051-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36202EDF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    779714 | PA      | $815757.15    | 0.07%             | 2035-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H9DC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2633113 | PA      | $2670705.40   | 0.22%             | 2049-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $8120000.00   | 0.67%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36208YLG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     14043 | PA      | $14167.18     | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DUJN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1751410 | PA      | $1797644.51   | 0.15%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133CUCX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1618128 | PA      | $1675732.93   | 0.14%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEXAS ST                                                                                  | STATE OF TEXAS                                     | CUSIP: 8827243Z8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $524948.12    | 0.04%             | 2035-10-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                                             | SMALL BUSINESS ADMINISTRATION POOLS                | CUSIP: 8316A0CY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2113200 | PA      | $2105374.45   | 0.17%             | 2031-09-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                                    | SLM STUDENT LOAN TRUST 2006 4                      | CUSIP: 78442GSL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1778837 | PA      | $1735103.21   | 0.14%             | 2070-01-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36213EMV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7404 | PA      | $7585.09      | 0.00%             | 2031-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FANNIE MAE REMICS                                  | CUSIP: 31396XJL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    258408 | PA      | $257573.32    | 0.02%             | 2037-08-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN CORPORATION                                                           | NELNET STUDENT LOAN TRUST 2006 3                   | CUSIP: 64031AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1213755 | PA      | $1144642.02   | 0.09%             | 2041-06-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617F8RF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1711479 | PA      | $1695049.40   | 0.14%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10500000 | PA      | $10389667.97  | 0.86%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W37J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2953157 | PA      | $2924884.94   | 0.24%             | 2055-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128K23Z0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     83060 | PA      | $86654.37     | 0.01%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36296CM56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    237315 | PA      | $250113.93    | 0.02%             | 2038-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIXED INCOME CLEARING CO                                                                  | FIXED INCOME CLEARING CO                           | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        |  12000000 | PA      | $12000000.00  | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN CORPORATION                                                           | NELNET STUDENT LOAN TRUST                          | CUSIP: 64033TAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    594342 | PA      | $593078.82    | 0.05%             | 2051-02-27      | Floating      | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DNXE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2640991 | PA      | $2578130.60   | 0.21%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FANNIE MAE REMICS                                  | CUSIP: 3136A8RZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80104 | PA      | $78720.55     | 0.01%             | 2027-09-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYWS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2240820 | PA      | $2058307.77   | 0.17%             | 2042-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H8BK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2842959.77   | 0.24%             | 2032-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133C15G1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1826651 | PA      | $1859291.47   | 0.15%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418AFB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1213643 | PA      | $1173969.52   | 0.10%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128M9ED0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1119360 | PA      | $1054471.82   | 0.09%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W0RB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1857218 | PA      | $1872352.89   | 0.16%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36225BUT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     28020 | PA      | $29386.68     | 0.00%             | 2031-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DURA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    902430 | PA      | $924756.08    | 0.08%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31307TEP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    833559 | PA      | $819178.75    | 0.07%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36296TAS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    112473 | PA      | $115755.81    | 0.01%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132D95B6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2998280.85   | 0.25%             | 2046-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ADLA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2707221 | PA      | $2460342.16   | 0.20%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YFM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    605529 | PA      | $621945.95    | 0.05%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36202DXC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     67283 | PA      | $70360.79     | 0.01%             | 2033-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN CORPORATION                                                           | NELNET STUDENT LOAN TRUST                          | CUSIP: 64034EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3165302 | PA      | $2932061.50   | 0.24%             | 2067-10-25      | Fixed         | 2.53%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FANNIE MAE REMICS                                  | CUSIP: 31394DFZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    360946 | PA      | $359497.27    | 0.03%             | 2035-04-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140LDGB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1250000 | PA      | $1110984.46   | 0.09%             | 2031-09-01      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION G1        | CUSIP: 36225BPM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11755 | PA      | $12333.42     | 0.00%             | 2031-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38383HHS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2345356 | PA      | $2137560.98   | 0.18%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HFNP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2287516 | PA      | $2288721.80   | 0.19%             | 2051-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179V4L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3099952 | PA      | $2696489.49   | 0.22%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36209Y5K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3107 | PA      | $3166.50      | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYS91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1863602 | PA      | $1776623.47   | 0.15%             | 2040-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36202D6D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    178703 | PA      | $183549.56    | 0.02%             | 2034-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36176DGQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1381339 | PA      | $1401980.20   | 0.12%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3620AQYU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2746516 | PA      | $2786084.32   | 0.23%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136AR5S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1572174 | PA      | $1566488.05   | 0.13%             | 2026-04-25      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36213FMS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     80816 | PA      | $84745.71     | 0.01%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EF21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18168363 | PA      | $18045455.51  | 1.49%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14100000 | PA      | $13679203.13  | 1.13%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W4C70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3932321 | PA      | $4018187.16   | 0.33%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MMYG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1884275 | PA      | $1865541.46   | 0.15%             | 2033-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38381QG96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2390099 | PA      | $2408937.87   | 0.20%             | 2065-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179WLQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6133278 | PA      | $5630280.52   | 0.47%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DFR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    712303 | PA      | $677513.78    | 0.06%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS NC STORM FUNDING LLC                                                | DUKE ENERGY CAROLINAS SC STORM FUNDING LLC         | CUSIP: 26443YAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    541000 | PA      | $551037.38    | 0.05%             | 2046-03-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HDJW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2996061 | PA      | $2999824.08   | 0.25%             | 2029-05-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 312942NF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    304340 | PA      | $303132.25    | 0.03%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FANNIE MAE ACES                                    | CUSIP: 3136B2HA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7504680 | PA      | $7462185.43   | 0.62%             | 2028-07-25      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ACPA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    756598 | PA      | $773568.91    | 0.06%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INVESCO GOVERNMENT & AGENCY PORTFOLIO                                                     | INVESCO GVT & AGNCY-INST                           | CUSIP: 825252885<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    110512 | NS      | $110512.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384PYV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1125809 | PA      | $1134838.64   | 0.09%             | 2064-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137F3PB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2022589 | PA      | $2034670.75   | 0.17%             | 2047-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W2TL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2896475 | PA      | $2967866.18   | 0.25%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132XFWT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3300000 | PA      | $3420397.20   | 0.28%             | 2035-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KUKX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1962706 | PA      | $1961580.89   | 0.16%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $13632421.88  | 1.13%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FTM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1977062 | PA      | $1998885.84   | 0.17%             | 2046-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36200K2A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    176591 | PA      | $184359.30    | 0.02%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X5CM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1819827 | PA      | $1786592.18   | 0.15%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133C4BY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2534914 | PA      | $2550428.75   | 0.21%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DNB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    405080 | PA      | $394778.27    | 0.03%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CZV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    774655 | PA      | $710676.04    | 0.06%             | 2048-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ABU83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1134289 | PA      | $1035279.32   | 0.09%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38381QG21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1922692 | PA      | $1913755.19   | 0.16%             | 2065-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36213TDC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3769 | PA      | $3857.95      | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HSBC US GOVERNMENT MONEY MARKET FUND                                                      | HSBC US GOVT MMKT-I                                | CUSIP: 40428X107<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    140438 | NS      | $140437.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133WKK88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2048760 | PA      | $2080922.23   | 0.17%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EMM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2333414 | PA      | $2356004.24   | 0.20%             | 2038-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDUA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6369191 | PA      | $5341976.28   | 0.44%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622AB4W9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1855855 | PA      | $1836558.81   | 0.15%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36213FAG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     16144 | PA      | $16340.60     | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202D4A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    262495 | PA      | $275686.26    | 0.02%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KY6P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4918509 | PA      | $4969926.86   | 0.41%             | 2045-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BSEM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1699554 | PA      | $1714078.10   | 0.14%             | 2048-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36292DV33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     29310 | PA      | $30096.27     | 0.00%             | 2037-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVJF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3681169 | PA      | $3731984.38   | 0.31%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4732031.25   | 0.39%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140HWQB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    862879 | PA      | $825733.26    | 0.07%             | 2029-11-01      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8500000 | PA      | $8053750.00   | 0.67%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1317200 | PA      | $1344319.41   | 0.11%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W2FB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2386196 | PA      | $2183976.71   | 0.18%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36202DT68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     69874 | PA      | $72761.37     | 0.01%             | 2032-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EF47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7918804 | PA      | $7995264.31   | 0.66%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140NYAG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4972824 | PA      | $5063676.50   | 0.42%             | 2035-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HNMY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7000000 | PA      | $7193964.91   | 0.60%             | 2035-08-25      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY BOND                                  | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5285937.50   | 0.44%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                                             | SBA                                                | CUSIP: 8316A0A34<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    865761 | PA      | $906308.26    | 0.08%             | 2032-02-25      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ACPD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3539854 | PA      | $3576532.31   | 0.30%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179X2J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2054627 | PA      | $2041794.10   | 0.17%             | 2053-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                                                                | MSILF GOVERNMENT-INST                              | CUSIP: 61747C707<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     80588 | NS      | $80587.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDX43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4789267 | PA      | $4026949.09   | 0.33%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36210QY55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1468 | PA      | $1469.38      | 0.00%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36225AT34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2663 | PA      | $2685.83      | 0.00%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY BOND                                  | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $3608593.75   | 0.30%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18000000 | PA      | $17580937.50  | 1.46%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ENWL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1235290 | PA      | $1233284.95   | 0.10%             | 2043-04-01      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                                | TENNESSEE VALLEY AUTHORITY                         | CUSIP: 880591EP3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   5000000 | PA      | $4314350.00   | 0.36%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FFD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2295896 | PA      | $2343482.08   | 0.19%             | 2044-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384CNA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1068859 | PA      | $1078206.81   | 0.09%             | 2047-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BBSV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2979410 | PA      | $2722715.49   | 0.23%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KULU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1961922 | PA      | $1960797.98   | 0.16%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202DNY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13305 | PA      | $13953.82     | 0.00%             | 2031-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HHSN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1877394 | PA      | $1895842.96   | 0.16%             | 2051-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132D6FA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    795590 | PA      | $816731.87    | 0.07%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137FXYV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2860000 | PA      | $2647985.02   | 0.22%             | 2031-01-25      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132D9L93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3843068 | PA      | $3820717.97   | 0.32%             | 2043-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HKMB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2216996 | PA      | $2230314.81   | 0.18%             | 2055-03-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31288QTW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5725228 | PA      | $5736678.67   | 0.47%             | 2052-08-01      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BVLC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4848497 | PA      | $4889455.41   | 0.40%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132H7GE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6145216 | PA      | $6149819.47   | 0.51%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36202EA25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    480695 | PA      | $508313.64    | 0.04%             | 2034-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140N4P35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2564125 | PA      | $2608081.14   | 0.22%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36202DYK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    272911 | PA      | $279712.36    | 0.02%             | 2033-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                                             | SMALL BUSINESS ADMINISTRATION                      | CUSIP: 8316A0GG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1815603 | PA      | $1817766.35   | 0.15%             | 2032-09-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION G1        | CUSIP: 36211EEE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     21216 | PA      | $21940.90     | 0.00%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31414U4E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114080 | PA      | $121411.21    | 0.01%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133CV3P7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    665731 | PA      | $683210.42    | 0.06%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWET6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1494599 | PA      | $1510869.07   | 0.13%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140MHVV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1782340 | PA      | $1639102.27   | 0.14%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                                             | SMALL BUSINESS ADMINISTRATION POOLS                | CUSIP: 8316A0CP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1880558 | PA      | $1939144.40   | 0.16%             | 2032-02-25      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36208YMB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2259 | PA      | $2259.49      | 0.00%             | 2028-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3620A9YX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    903291 | PA      | $916158.90    | 0.08%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36208V5B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4635 | PA      | $4720.90      | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WW4Q2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    996529 | PA      | $1057715.54   | 0.09%             | 2040-07-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36202DUJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     71582 | PA      | $74539.40     | 0.01%             | 2032-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XX43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2030570 | PA      | $2018359.42   | 0.17%             | 2053-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14350195.31  | 1.19%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPQQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3518165 | PA      | $3425909.76   | 0.28%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36296DYV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     55541 | PA      | $58224.53     | 0.00%             | 2038-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $7025156.25   | 0.58%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36202DXS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    206595 | PA      | $211743.87    | 0.02%             | 2033-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FANNIE MAE REMICS                                  | CUSIP: 3136A65K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126880 | PA      | $124957.35    | 0.01%             | 2027-07-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DKV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3852763 | PA      | $3777316.47   | 0.31%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HJZS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $3133915.04   | 0.26%             | 2032-01-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5311875.00   | 0.44%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ACSK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2873654 | PA      | $2945504.96   | 0.24%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3622ACJK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1319710 | PA      | $1353112.17   | 0.11%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYXY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2035805 | PA      | $2055005.43   | 0.17%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W0GU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3667654 | PA      | $3707840.33   | 0.31%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FRF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2881624 | PA      | $2894470.54   | 0.24%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                                             | SMALL BUSINESS ADMINISTRATION POOLS                | CUSIP: 8316A0CK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1177423 | PA      | $1223396.80   | 0.10%             | 2032-06-25      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384JC51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1140102 | PA      | $1147078.30   | 0.09%             | 2054-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36290RXP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    156933 | PA      | $162970.87    | 0.01%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179X5B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6846130 | PA      | $6043005.80   | 0.50%             | 2053-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31425UWD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    910288 | PA      | $927690.10    | 0.08%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36210AMQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3781 | PA      | $3878.56      | 0.00%             | 2028-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CONSUMERS SECURITIZATION FUNDING LLC                                                      | CONSUMERS 2014 SECURITIZATION FUNDING LLC          | CUSIP: 210717AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2440724 | PA      | $2434399.69   | 0.20%             | 2029-05-01      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XJSB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3863017 | PA      | $3649118.65   | 0.30%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MJRM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1186963 | PA      | $1149457.12   | 0.10%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36225BVH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    179720 | PA      | $188902.84    | 0.02%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36200MYJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    459423 | PA      | $476973.21    | 0.04%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYYE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000273 | PA      | $2044986.22   | 0.17%             | 2042-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202DTF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     62586 | PA      | $66117.04     | 0.01%             | 2032-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36225BSQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     52478 | PA      | $55439.05     | 0.00%             | 2032-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179YAL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2950538 | PA      | $2604408.77   | 0.22%             | 2053-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPW20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1580813 | PA      | $1570033.04   | 0.13%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140MWG91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5211112 | PA      | $5195418.24   | 0.43%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384YNM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2124830 | PA      | $2120637.90   | 0.18%             | 2062-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427MSS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2283342 | PA      | $2347886.12   | 0.19%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY BOND                                  | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $4887968.75   | 0.40%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BBGJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5174674 | PA      | $4888549.06   | 0.40%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36290SH87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     75189 | PA      | $78038.05     | 0.01%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140HHTS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    568855 | PA      | $558466.65    | 0.05%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16000000 | PA      | $14162500.00  | 1.17%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36202EEH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    348638 | PA      | $364754.42    | 0.03%             | 2035-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W2DU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3653396 | PA      | $3746236.84   | 0.31%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DQW85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3252301 | PA      | $3320521.41   | 0.27%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EHF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2334149 | PA      | $2318460.28   | 0.19%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140JBEN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2298756 | PA      | $2063863.58   | 0.17%             | 2032-10-01      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BK6X5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $4642202.00   | 0.38%             | 2031-11-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384KED9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    455168 | PA      | $461698.43    | 0.04%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36297F2P6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    569930 | PA      | $578061.36    | 0.05%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MMYH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1198591 | PA      | $1202135.54   | 0.10%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140NDSP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1970319 | PA      | $1983617.43   | 0.16%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FSJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2921169 | PA      | $2953415.18   | 0.24%             | 2045-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133GGY31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2587726 | PA      | $2358094.99   | 0.20%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FANNIE MAE ACES                                    | CUSIP: 3136AX7E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3129328 | PA      | $3101527.28   | 0.26%             | 2027-06-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RESTORATION BOND COMPANY LLC                                           | CENTERPOINT ENERGY RESTORATION BOND CO II LLC      | CUSIP: 15201GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4033982.36   | 0.33%             | 2034-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $12434296.88  | 1.03%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427QXP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2987880 | PA      | $3010454.36   | 0.25%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36202EE88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    396441 | PA      | $407582.51    | 0.03%             | 2035-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BURH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3183350 | PA      | $3212124.87   | 0.27%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36202DJQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     61226 | PA      | $63920.57     | 0.01%             | 2030-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3620ARYR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    455165 | PA      | $461721.99    | 0.04%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                             | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133ETP92<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   3000000 | PA      | $2994630.00   | 0.25%             | 2029-02-05      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QSN72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1434176 | PA      | $1396285.00   | 0.12%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W22H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1966482 | PA      | $1950470.87   | 0.16%             | 2055-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Q8V51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1321351 | PA      | $1261450.60   | 0.10%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W0HF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1869400 | PA      | $1820719.27   | 0.15%             | 2054-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133B3ES2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3045502 | PA      | $2769320.39   | 0.23%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3620A0AV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    734524 | PA      | $775488.81    | 0.06%             | 2039-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1584955 | PA      | $1544214.67   | 0.13%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36202ECP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    885346 | PA      | $925907.27    | 0.08%             | 2035-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2303345 | PA      | $2287120.58   | 0.19%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140LBD91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2959410 | PA      | $2652153.82   | 0.22%             | 2031-02-01      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138LFPR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1711115 | PA      | $1691059.20   | 0.14%             | 2026-11-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XNYN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1964133 | PA      | $2003137.25   | 0.17%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X8F28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4483482 | PA      | $3891049.96   | 0.32%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138E42Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    830455 | PA      | $807694.95    | 0.07%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427PTH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4784852 | PA      | $4823844.30   | 0.40%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4770703.13   | 0.39%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $12940585.94  | 1.07%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                             | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133ERMZ1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   4000000 | PA      | $4004360.00   | 0.33%             | 2039-08-05      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H7QH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3423000 | PA      | $3170230.78   | 0.26%             | 2032-05-25      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3117446 | PA      | $3095196.33   | 0.26%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133C9JX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1517552 | PA      | $1562015.88   | 0.13%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622AB3J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1219102 | PA      | $1136555.45   | 0.09%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31381U7H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    501211 | PA      | $474213.18    | 0.04%             | 2042-07-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HJZZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2748515 | PA      | $2750043.79   | 0.23%             | 2029-11-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY BOND                                  | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4357031.25   | 0.36%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FNS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1709299 | PA      | $1735632.36   | 0.14%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38383RE52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5396194 | PA      | $5383811.85   | 0.45%             | 2049-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9916015.60   | 0.82%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DZ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3126915 | PA      | $2882477.22   | 0.24%             | 2041-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H6ZM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1827936.29   | 0.15%             | 2032-02-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36225BHZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     16316 | PA      | $16661.41     | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36202DL90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     24072 | PA      | $24827.59     | 0.00%             | 2031-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WEPCO ENVIRONMENTAL TRUST FINANCE I, LLC                                                  | WEPCO ENVIRONMENTAL TRUST FINANCE I LLC            | CUSIP: 950739AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2985814 | PA      | $2722876.51   | 0.23%             | 2035-12-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BE6T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1140048 | PA      | $1132123.57   | 0.09%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HKQD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1492527 | PA      | $1503344.22   | 0.12%             | 2055-04-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                                             | SMALL BUSINESS ADMINISTRATION POOLS                | CUSIP: 8316A8BB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1615945 | PA      | $1711642.11   | 0.14%             | 2032-02-25      | Variable      | 8.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179WUX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    972390 | PA      | $932797.68    | 0.08%             | 2037-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3970937.52   | 0.33%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36209YWV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     79561 | PA      | $82712.18     | 0.01%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36297FWB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    783900 | PA      | $795102.38    | 0.07%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36210BVE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     36105 | PA      | $36804.99     | 0.00%             | 2029-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SWEPCO STORM RECOVERY FUNDING LLC                                                         | SWEPCO STORM RECOVERY FUNDING LLC                  | CUSIP: 870696AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2160055 | PA      | $2204848.54   | 0.18%             | 2041-09-01      | Fixed         | 8.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132D6HY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1743228 | PA      | $1730990.32   | 0.14%             | 2040-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3618J6EV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    681680 | PA      | $694253.38    | 0.06%             | 2054-10-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3620AMFV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    129405 | PA      | $128345.68    | 0.01%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W4HN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1916169 | PA      | $1897824.17   | 0.16%             | 2056-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ACN63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    735534 | PA      | $754200.73    | 0.06%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36294SVJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     87659 | PA      | $92852.83     | 0.01%             | 2037-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36213TDS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     39449 | PA      | $41513.48     | 0.00%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8741689 | PA      | $8505290.66   | 0.70%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36209Y6A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     30908 | PA      | $31479.12     | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                             | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133ETBK2<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1500000 | PA      | $1501155.00   | 0.12%             | 2029-04-02      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNBY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5810840 | PA      | $5322455.09   | 0.44%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3620C02F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    425886 | PA      | $432022.03    | 0.04%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36295NC88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    137214 | PA      | $144383.85    | 0.01%             | 2038-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MJ4X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    657945 | PA      | $660413.92    | 0.05%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DUQT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3657951 | PA      | $3742818.18   | 0.31%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418ERQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1533544 | PA      | $1526187.26   | 0.13%             | 2038-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BWGJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1287548 | PA      | $1293452.57   | 0.11%             | 2050-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384GUU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3028499 | PA      | $2932047.56   | 0.24%             | 2048-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CHB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5200000 | PA      | $5199187.50   | 0.43%             | 2026-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PSNH FUNDING LLC                                                                          | PSNH FUNDING LLC 3                                 | CUSIP: 69363PAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4450000 | PA      | $4432132.31   | 0.37%             | 2035-02-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36208PQN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11849 | PA      | $11913.38     | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36200N5B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     23594 | PA      | $24949.98     | 0.00%             | 2034-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPSX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2026858 | PA      | $2041118.46   | 0.17%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DLV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    436392 | PA      | $415078.18    | 0.03%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MJ3S7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1324905 | PA      | $1263235.44   | 0.10%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W2YU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3911995 | PA      | $3964668.56   | 0.33%             | 2055-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36296DYX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    183721 | PA      | $193878.74    | 0.02%             | 2038-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-30

**Name of Applicant:** Victory Portfolios III

**Signature:** Carol Trevino

**Name of Signer:** Carol Trevino

**Title:** Treasurer