# EDGAR Filing Document

**Accession Number:** 0000908695
**File Stem:** 0001004726-26-000417
**Filing Date:** 2026-1
**Character Count:** 195850
**Document Hash:** 6c2e7b24e18d2ec5ad8aec13a2733e97
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-26-000417.hdr.sgml**: 20260127

**ACCESSION NUMBER**: 0001004726-26-000417

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260127

**DATE AS OF CHANGE**: 20260127

**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:** 26563034

**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:** 2025-11-30

**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:** $1154354599.92

**Total Liabilities:** $3855712.02

**Net Assets:** $1150498887.90

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2631.54952947 | **1-Year:** -33964.24826209 | **5-Year:** -102282.95750963 | **10-Year:** -131993.12412843 | **30-Year:** -31955.68591678

**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 | 0.65%                | 0.65%                | 0.66%                |
| Class ID C000175754 | 0.78%                | 0.69%                | 0.67%                |
| Class ID C000159210 | 0.77%                | 0.55%                | 0.66%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $87613.73                | $4782550.68                                |
| Month 2  | $-957779.38              | $4872427.30                                |
| Month 3  | $76874.16                | $3766769.50                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Federal National Mortgage Association                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W0N68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1338880 | PA      | $1363082.10   | 0.12%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                       | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36210HKQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5083 | PA      | $5085.07      | 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        |     82375 | PA      | $86188.38     | 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        |   2885705 | PA      | $2943265.29   | 0.26%             | 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        |     93406 | PA      | $91736.15     | 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        |   1189208 | PA      | $1217292.26   | 0.11%             | 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        |    100029 | PA      | $99198.90     | 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        |    248941 | PA      | $261769.91    | 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        |   1933896 | PA      | $1962356.28   | 0.17%             | 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        |   8671233 | PA      | $7926097.30   | 0.69%             | 2032-06-25      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XHH42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2645273 | PA      | $2576400.58   | 0.22%             | 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        |   2243680 | PA      | $2170495.63   | 0.19%             | 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        |   9726530 | PA      | $9313458.51   | 0.81%             | 2052-06-01      | Fixed         | 4.00%                 | 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        |    251000 | PA      | $261970.28    | 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        |   1640754 | PA      | $1534055.36   | 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        |    807076 | PA      | $786322.90    | 0.07%             | 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      | $11678437.50  | 1.02%             | 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        |   4403932 | PA      | $4394323.70   | 0.38%             | 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        |   1960110 | PA      | $1786392.60   | 0.16%             | 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        |   2895442 | PA      | $2902493.04   | 0.25%             | 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        |    174189 | PA      | $172707.59    | 0.02%             | 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        |    848673 | PA      | $850972.35    | 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      | $3160815.84   | 0.27%             | 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        |   1482748 | PA      | $1472055.84   | 0.13%             | 2055-06-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                       | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36207UTD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8349 | PA      | $8359.61      | 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        |   2444586 | PA      | $2285613.58   | 0.20%             | 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        |   2004218 | PA      | $1809803.63   | 0.16%             | 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        |   5444665 | PA      | $5381625.07   | 0.47%             | 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        |    350057 | PA      | $329489.70    | 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        |   3280741 | PA      | $3042332.13   | 0.26%             | 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        |   1784196 | PA      | $1833865.11   | 0.16%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                       | U S TREASURY NOTE                                  | CUSIP: 912828YD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6880781.25   | 0.60%             | 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        |   1741341 | PA      | $1635978.19   | 0.14%             | 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        |  11738477 | PA      | $9618461.38   | 0.84%             | 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        |   2277219 | PA      | $1978299.11   | 0.17%             | 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        |    818395 | PA      | $769773.08    | 0.07%             | 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        |   2446853 | PA      | $2450258.07   | 0.21%             | 2054-12-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| United States of America                                                       | U S TREASURY BOND                                  | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5262890.63   | 0.46%             | 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        |   2294730 | PA      | $2327894.75   | 0.20%             | 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        |     55733 | PA      | $54718.23     | 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      | $7721453.13   | 0.67%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                       | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36209K2L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1505 | PA      | $1506.05      | 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        |   6408495 | PA      | $6351724.65   | 0.55%             | 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        |   2809784 | PA      | $2825102.17   | 0.25%             | 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        |   1727870 | PA      | $1701403.30   | 0.15%             | 2028-03-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XKR85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2026737 | PA      | $1737628.39   | 0.15%             | 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      | $3906297.44   | 0.34%             | 2032-08-25      | Variable      | 3.89%                 | 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      | $5011646.33   | 0.44%             | 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        |   3293634 | PA      | $3410560.85   | 0.30%             | 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      | $2725752.35   | 0.24%             | 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      | $15667500.00  | 1.36%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMVY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5859840 | PA      | $5206753.40   | 0.45%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MJX88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4524792 | PA      | $4271508.40   | 0.37%             | 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        |   2379259 | PA      | $2414184.60   | 0.21%             | 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        |   3872940 | PA      | $3887530.83   | 0.34%             | 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        |    123643 | PA      | $126701.74    | 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      | $14711718.75  | 1.28%             | 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      | $2046472.78   | 0.18%             | 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        |    645314 | PA      | $664428.22    | 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        |   2017864 | PA      | $2085831.68   | 0.18%             | 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      | $9975000.00   | 0.87%             | 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      | $5183650.66   | 0.45%             | 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        |    839644 | PA      | $849708.57    | 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      | $13401953.13  | 1.16%             | 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      | $5369062.50   | 0.47%             | 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        |    578002 | PA      | $584226.57    | 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        |    292557 | PA      | $286318.75    | 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      | $2632000.02   | 0.23%             | 2031-01-25      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H7M91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5182673 | PA      | $4712878.07   | 0.41%             | 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        |   3791033 | PA      | $3800265.54   | 0.33%             | 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        |   1482904 | PA      | $1375256.98   | 0.12%             | 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        |     63645 | PA      | $62309.37     | 0.01%             | 2027-09-25      | Fixed         | 1.50%                 | No            |                  2 | 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      | $1994908.80   | 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      | $1588340.00   | 0.14%             | 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        |    176965 | PA      | $184770.72    | 0.02%             | 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        |   1369920 | PA      | $1287030.10   | 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        |    226473 | PA      | $224505.15    | 0.02%             | 2036-03-15      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                       | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36225AYM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1562 | PA      | $1570.33      | 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        |   8437475 | PA      | $7620975.02   | 0.66%             | 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      | $7970000.00   | 0.69%             | 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      | $2798916.74   | 0.24%             | 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        |   1478260 | PA      | $1447830.74   | 0.13%             | 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      | $4526365.58   | 0.39%             | 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        |   3138819 | PA      | $2928344.18   | 0.25%             | 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      | $10880664.06  | 0.95%             | 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      | $3992228.77   | 0.35%             | 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        |   1886472 | PA      | $1925396.37   | 0.17%             | 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        |    708482 | PA      | $683450.04    | 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        |   2719164 | PA      | $2741104.16   | 0.24%             | 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        |     73273 | PA      | $78095.96     | 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        |    496266 | PA      | $483004.06    | 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        |   5495619 | PA      | $5377697.15   | 0.47%             | 2028-12-25      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Y7Q50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1999063 | PA      | $1995529.39   | 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        |     24445 | PA      | $25063.00     | 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        |     72065 | PA      | $74876.16     | 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        |    528612 | PA      | $520409.11    | 0.05%             | 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        |    222423 | PA      | $237401.44    | 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        |    174388 | PA      | $184447.83    | 0.02%             | 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      | $1726677.63   | 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        |    780575 | PA      | $785968.18    | 0.07%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DSZU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2751210 | PA      | $2787292.53   | 0.24%             | 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        |    105262 | PA      | $109922.32    | 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        |   1811114 | PA      | $1847828.40   | 0.16%             | 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        |   2422525 | PA      | $2479224.92   | 0.22%             | 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        |   2388109 | PA      | $2480423.95   | 0.22%             | 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        |   3105683 | PA      | $2970902.68   | 0.26%             | 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        |   6000000 | PA      | $6063515.63   | 0.53%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H4SH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $4499637.57   | 0.39%             | 2031-11-25      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                       | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36209E7M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2033 | PA      | $2038.90      | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                    | FREDDIE MAC REMICS                                 | CUSIP: 3137AMFD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    174688 | PA      | $174798.63    | 0.02%             | 2041-10-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BPNA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    889799 | PA      | $899643.83    | 0.08%             | 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        |      4184 | PA      | $4328.56      | 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        |   3581984 | PA      | $3182767.57   | 0.28%             | 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        |     21883 | PA      | $22255.01     | 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        |   1999924 | PA      | $1971757.19   | 0.17%             | 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        |    387134 | PA      | $348840.16    | 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      | $16906250.00  | 1.47%             | 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        |     53363 | PA      | $54701.59     | 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      | $3387893.12   | 0.29%             | 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        |     39304 | PA      | $41981.51     | 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        |    258715 | PA      | $270279.91    | 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        |   2330005 | PA      | $2338782.90   | 0.20%             | 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        |     19105 | PA      | $19846.80     | 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        |   1959782 | PA      | $1968166.22   | 0.17%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                       | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36213UBF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5791 | PA      | $5880.37      | 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        |   5321956 | PA      | $5400674.09   | 0.47%             | 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        |      1740 | PA      | $1770.60      | 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        |   1790488 | PA      | $1759392.64   | 0.15%             | 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        |   2431865 | PA      | $2478265.50   | 0.22%             | 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        |   3206266 | PA      | $3235388.93   | 0.28%             | 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        |   2382020 | PA      | $2106649.33   | 0.18%             | 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        |    990654 | PA      | $963148.40    | 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      | $2579940.00   | 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        |   5816088 | PA      | $5065240.08   | 0.44%             | 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        |    160217 | PA      | $168473.47    | 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        |    160489 | PA      | $158367.49    | 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        |   4394373 | PA      | $4131698.60   | 0.36%             | 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        |      1949 | PA      | $2001.66      | 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        |   2537343 | PA      | $1989541.23   | 0.17%             | 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        |   1916740 | PA      | $1886838.10   | 0.16%             | 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      | $10207812.50  | 0.89%             | 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        |   1800222 | PA      | $1834140.15   | 0.16%             | 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        |   1965303 | PA      | $1970273.01   | 0.17%             | 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        |     26348 | PA      | $26862.26     | 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      | $10037392.58  | 0.87%             | 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        |    381414 | PA      | $368973.07    | 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        |    779460 | PA      | $789832.55    | 0.07%             | 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        |   1504669 | PA      | $1555313.48   | 0.14%             | 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        |   2438898 | PA      | $2467188.25   | 0.21%             | 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      | $3495724.16   | 0.30%             | 2031-11-25      | Variable      | 1.76%                 | 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        |    108123 | PA      | $113128.36    | 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        |   3581127 | PA      | $3535899.09   | 0.31%             | 2050-05-20      | Variable      | 3.80%                 | 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        |  14295954 | PA      | $12421354.54  | 1.08%             | 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        |   2023220 | PA      | $1828905.74   | 0.16%             | 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        |    887396 | PA      | $829152.06    | 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        |   1385197 | PA      | $1410236.02   | 0.12%             | 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        |    637336 | PA      | $623804.26    | 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        |     14840 | PA      | $15795.93     | 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        |    632794 | PA      | $644796.73    | 0.06%             | 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        |   2686555 | PA      | $2721358.32   | 0.24%             | 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        |   1524434 | PA      | $1540945.98   | 0.13%             | 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        |   1500000 | PA      | $1544120.82   | 0.13%             | 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        |     42243 | PA      | $43279.80     | 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        |    104852 | PA      | $112546.30    | 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        |    106556 | PA      | $107284.53    | 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        |   2868472 | PA      | $2557121.37   | 0.22%             | 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      | $2894981.56   | 0.25%             | 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        |   2442380 | PA      | $2445698.77   | 0.21%             | 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        |    135646 | PA      | $140682.30    | 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        |     28132 | PA      | $28448.12     | 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        |    549747 | PA      | $530323.53    | 0.05%             | 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        |   2949423 | PA      | $2982215.75   | 0.26%             | 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        |   1129831 | PA      | $1101163.43   | 0.10%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                                  | SMALL BUSINESS ADMINISTRATION POOLS                | CUSIP: 83164MWA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    840400 | PA      | $850551.06    | 0.07%             | 2034-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                       | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36297AZY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    169421 | PA      | $182228.58    | 0.02%             | 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        |   2603109 | PA      | $2619220.56   | 0.23%             | 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        |   4000000 | PA      | $3999757.44   | 0.35%             | 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      | $14164062.50  | 1.23%             | 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      | $15787968.75  | 1.37%             | 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        |   1567332 | PA      | $1573020.35   | 0.14%             | 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        |   2433045 | PA      | $2444222.10   | 0.21%             | 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        |   4000000 | PA      | $3464058.28   | 0.30%             | 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        |   1913778 | PA      | $1799381.41   | 0.16%             | 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        |    177267 | PA      | $181912.19    | 0.02%             | 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        |   1887537 | PA      | $1889178.94   | 0.16%             | 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        |   2284896 | PA      | $2282492.39   | 0.20%             | 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        |    621352 | PA      | $636818.63    | 0.06%             | 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        |   3012976 | PA      | $3058722.87   | 0.27%             | 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        |   6984027 | PA      | $6030870.01   | 0.52%             | 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        |   4824970 | PA      | $4914804.78   | 0.43%             | 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        |    998808 | PA      | $997958.12    | 0.09%             | 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        |    881702 | PA      | $800884.71    | 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        |    501103 | PA      | $490579.79    | 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        |    887485 | PA      | $899770.64    | 0.08%             | 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        |    775761 | PA      | $781802.79    | 0.07%             | 2047-09-20      | Fixed         | 5.50%                 | 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        |    812409 | PA      | $848059.62    | 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        |   2772835 | PA      | $2820220.75   | 0.25%             | 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      | $8095000.00   | 0.70%             | 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        |     15440 | PA      | $15605.89     | 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        |   1811534 | PA      | $1850587.47   | 0.16%             | 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        |   1672101 | PA      | $1724338.73   | 0.15%             | 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      | $519637.41    | 0.05%             | 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        |   2200271 | PA      | $2186218.64   | 0.19%             | 2031-09-25      | Variable      | 4.40%                 | 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        |   1839273 | PA      | $1767382.81   | 0.15%             | 2070-01-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                       | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36213EMV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7684 | PA      | $7882.64      | 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        |    263647 | PA      | $261670.40    | 0.02%             | 2037-08-25      | Floating      | 4.49%                 | 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      | $1140821.20   | 0.10%             | 2041-06-25      | Floating      | 4.88%                 | 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        |   1764726 | PA      | $1725754.91   | 0.15%             | 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      | $10358906.25  | 0.90%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5963906.25   | 0.52%             | 2026-01-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W37J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2954521.77   | 0.26%             | 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        |    110013 | PA      | $114790.35    | 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        |    241427 | PA      | $254108.96    | 0.02%             | 2038-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN CORPORATION                                                | NELNET STUDENT LOAN TRUST                          | CUSIP: 64033TAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    670078 | PA      | $666752.74    | 0.06%             | 2051-02-27      | Floating      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DNXE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2654734 | PA      | $2543365.07   | 0.22%             | 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        |     99115 | PA      | $96950.95     | 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        |   2289307 | PA      | $2065760.38   | 0.18%             | 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      | $2810869.99   | 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        |   1919832 | PA      | $1957131.46   | 0.17%             | 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        |   1244502 | PA      | $1188285.40   | 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        |   1156732 | PA      | $1076625.47   | 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        |   1896740 | PA      | $1898114.00   | 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        |     29980 | PA      | $31144.03     | 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        |    924544 | PA      | $942214.48    | 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        |    878511 | PA      | $860036.16    | 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        |    114227 | PA      | $116988.70    | 0.01%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIXED INCOME CLEARING CO                                                       | FIXED INCOME CLEARING CO                           | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        |  16000000 | PA      | $16000000.00  | 1.39%             |  |  |  | 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        |   2755745 | PA      | $2465428.99   | 0.21%             | 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        |    665337 | PA      | $681897.73    | 0.06%             | 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        |     71560 | PA      | $74687.30     | 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        |   3271683 | PA      | $2991321.62   | 0.26%             | 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        |    388073 | PA      | $385778.35    | 0.03%             | 2035-04-25      | Floating      | 4.49%                 | 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      | $1092509.35   | 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        |     12781 | PA      | $13437.30     | 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        |   2385922 | PA      | $2149457.74   | 0.19%             | 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        |   2424682 | PA      | $2415459.00   | 0.21%             | 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        |   3137564 | PA      | $2667455.46   | 0.23%             | 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        |      3393 | PA      | $3467.42      | 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        |   1928770 | PA      | $1819670.73   | 0.16%             | 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        |    186241 | PA      | $190540.11    | 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        |   1421036 | PA      | $1430692.80   | 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        |   2895765 | PA      | $2915773.94   | 0.25%             | 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        |   2312247 | PA      | $2297256.95   | 0.20%             | 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        |     83957 | PA      | $88193.74     | 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        |  18523486 | PA      | $18227667.98  | 1.58%             | 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      | $13595484.38  | 1.18%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MMYG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1975766 | PA      | $1947788.88   | 0.17%             | 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        |   2930098 | PA      | $2938535.21   | 0.26%             | 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        |   6258223 | PA      | $5653577.61   | 0.49%             | 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        |    728389 | PA      | $681021.21    | 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      | $548760.25    | 0.05%             | 2046-03-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HDJW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2996735 | PA      | $2999555.52   | 0.26%             | 2029-05-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 312942NF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    311612 | PA      | $307154.23    | 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        |   7772273 | PA      | $7695620.00   | 0.67%             | 2028-07-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DUY76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1617224 | PA      | $1660142.56   | 0.14%             | 2054-12-01      | Fixed         | 6.00%                 | 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        |    787126 | PA      | $800623.07    | 0.07%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384PYV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1250967 | PA      | $1256177.92   | 0.11%             | 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        |   2054203 | PA      | $2047452.78   | 0.18%             | 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        |   2955348 | PA      | $3006043.45   | 0.26%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $13508203.13  | 1.17%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                       | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36200K2A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    183569 | PA      | $191972.29    | 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        |   1877223 | PA      | $1813897.01   | 0.16%             | 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        |   2608937 | PA      | $2615177.89   | 0.23%             | 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        |    422203 | PA      | $409162.09    | 0.04%             | 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        |    791349 | PA      | $716762.75    | 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        |   1143189 | PA      | $1027019.62   | 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        |   1967243 | PA      | $1934953.62   | 0.17%             | 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        |      3901 | PA      | $4000.94      | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133WKK88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2097829 | PA      | $2122556.93   | 0.18%             | 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        |   2441066 | PA      | $2452664.93   | 0.21%             | 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        |   6473476 | PA      | $5336312.26   | 0.46%             | 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        |   1901421 | PA      | $1858749.12   | 0.16%             | 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        |     17883 | PA      | $18141.12     | 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        |    274948 | PA      | $287677.74    | 0.03%             | 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        |   2000000 | PA      | $2014688.94   | 0.18%             | 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        |   2189446 | PA      | $2200208.45   | 0.19%             | 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        |     30327 | PA      | $31219.19     | 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        |   3761938 | PA      | $3782524.94   | 0.33%             | 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      | $4692187.50   | 0.41%             | 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        |    867111 | PA      | $819599.80    | 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        |   3500000 | PA      | $3290000.00   | 0.29%             | 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        |   1374644 | PA      | $1399886.22   | 0.12%             | 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        |   2475636 | PA      | $2238461.24   | 0.19%             | 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        |     73027 | PA      | $75859.41     | 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        |   8178088 | PA      | $8202337.28   | 0.71%             | 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        |   4980960 | PA      | $5004938.14   | 0.44%             | 2035-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| United States of America                                                       | U S TREASURY BOND                                  | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5246093.75   | 0.46%             | 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        |   1258793 | PA      | $1322308.45   | 0.11%             | 2032-02-25      | Variable      | 8.12%                 | 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        |   3623988 | PA      | $3635146.40   | 0.32%             | 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        |   2096772 | PA      | $2063361.90   | 0.18%             | 2053-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDX43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4825834 | PA      | $3990689.61   | 0.35%             | 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        |      2229 | PA      | $2231.11      | 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        |      3744 | PA      | $3784.02      | 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      | $3559375.00   | 0.31%             | 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      | $17476875.00  | 1.52%             | 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        |   1245219 | PA      | $1222245.26   | 0.11%             | 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      | $4245350.00   | 0.37%             | 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        |   2508498 | PA      | $2551103.29   | 0.22%             | 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        |   1224474 | PA      | $1231881.85   | 0.11%             | 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        |   3034661 | PA      | $2728013.46   | 0.24%             | 2052-05-01      | Fixed         | 3.00%                 | 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        |     14309 | PA      | $14864.73     | 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        |   2223169 | PA      | $2240984.34   | 0.19%             | 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        |    860001 | PA      | $880310.53    | 0.08%             | 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      | $2614742.51   | 0.23%             | 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        |   3904132 | PA      | $3856141.85   | 0.34%             | 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        |   2484706 | PA      | $2485694.18   | 0.22%             | 2055-03-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31288QTW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5980250 | PA      | $5932470.44   | 0.52%             | 2052-08-01      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BVLC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4866789 | PA      | $4875172.58   | 0.42%             | 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        |   6348181 | PA      | $6195109.66   | 0.54%             | 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        |    499801 | PA      | $525557.23    | 0.05%             | 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        |   2704342 | PA      | $2736757.19   | 0.24%             | 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        |    286612 | PA      | $292696.05    | 0.03%             | 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        |   1875679 | PA      | $1873595.02   | 0.16%             | 2032-09-25      | Variable      | 4.75%                 | 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        |     22566 | PA      | $23493.70     | 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        |    116078 | PA      | $123030.87    | 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        |    668286 | PA      | $682604.26    | 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        |   1531841 | PA      | $1539069.60   | 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        |   1820774 | PA      | $1644951.68   | 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        |   1921845 | PA      | $1982943.39   | 0.17%             | 2032-02-25      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                       | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36208YMB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3460 | PA      | $3462.30      | 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        |    935399 | PA      | $943441.69    | 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        |      5937 | PA      | $6060.13      | 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        |    998060 | PA      | $1027811.46   | 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        |     76717 | PA      | $79692.63     | 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        |   2080298 | PA      | $2046101.43   | 0.18%             | 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        |   7000000 | PA      | $6645078.13   | 0.58%             | 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        |   3584399 | PA      | $3429811.75   | 0.30%             | 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        |     56286 | PA      | $58875.79     | 0.01%             | 2038-05-15      | Fixed         | 6.00%                 | 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        |    220629 | PA      | $225312.81    | 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        |    165531 | PA      | $162244.36    | 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        |   3939161 | PA      | $3799984.67   | 0.33%             | 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      | $3110800.82   | 0.27%             | 2032-01-25      | Variable      | 4.80%                 | 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        |   3008353 | PA      | $3067897.28   | 0.27%             | 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        |   1368762 | PA      | $1395212.82   | 0.12%             | 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        |   2087512 | PA      | $2099153.22   | 0.18%             | 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        |   3729961 | PA      | $3743185.06   | 0.33%             | 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        |   2969906 | PA      | $2970835.15   | 0.26%             | 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        |   1224355 | PA      | $1273708.18   | 0.11%             | 2032-06-25      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384JC51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1316915 | PA      | $1319290.06   | 0.11%             | 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        |    162046 | PA      | $168512.87    | 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        |   6983136 | PA      | $6068747.14   | 0.53%             | 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        |    913835 | PA      | $927421.61    | 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        |      4768 | PA      | $4911.28      | 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      | $2419715.25   | 0.21%             | 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        |   3945552 | PA      | $3658525.93   | 0.32%             | 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        |   1217369 | PA      | $1163720.73   | 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        |    191278 | PA      | $201618.52    | 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        |    494519 | PA      | $513441.06    | 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        |   2089455 | PA      | $2127066.19   | 0.18%             | 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        |     67320 | PA      | $70519.09     | 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        |     55730 | PA      | $58378.19     | 0.01%             | 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        |   3026125 | PA      | $2629736.48   | 0.23%             | 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        |   1673326 | PA      | $1647658.67   | 0.14%             | 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        |   5478454 | PA      | $5410537.54   | 0.47%             | 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        |   2444518 | PA      | $2445383.05   | 0.21%             | 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        |   2562048 | PA      | $2629913.74   | 0.23%             | 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      | $4814687.50   | 0.42%             | 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        |   5331452 | PA      | $4944019.43   | 0.43%             | 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        |     79201 | PA      | $82225.80     | 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        |    572588 | PA      | $553272.40    | 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      | $14011250.00  | 1.22%             | 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        |    360060 | PA      | $375860.24    | 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        |   3819098 | PA      | $3888672.07   | 0.34%             | 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        |   3375441 | PA      | $3427813.40   | 0.30%             | 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        |   2430508 | PA      | $2396911.75   | 0.21%             | 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        |   2313867 | PA      | $2048545.96   | 0.18%             | 2032-10-01      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384KED9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    505714 | PA      | $509397.34    | 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        |    578801 | PA      | $583533.77    | 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        |   1290291 | PA      | $1289310.36   | 0.11%             | 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        |   1995718 | PA      | $1995915.83   | 0.17%             | 2053-04-01      | 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        |   2665188 | PA      | $2400626.40   | 0.21%             | 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        |   3176547 | PA      | $3139131.47   | 0.27%             | 2027-06-25      | Variable      | 3.17%                 | 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      | $4013177.42   | 0.35%             | 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      | $12354062.50  | 1.07%             | 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        |   3000000 | PA      | $3015587.70   | 0.26%             | 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        |    411917 | PA      | $421902.74    | 0.04%             | 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        |   3236400 | PA      | $3251502.73   | 0.28%             | 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        |     64427 | PA      | $68045.45     | 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        |    461151 | PA      | $464337.27    | 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      | $2999769.00   | 0.26%             | 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        |   1472190 | PA      | $1404541.28   | 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        |   1984962 | PA      | $1952108.31   | 0.17%             | 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        |   1349086 | PA      | $1268444.36   | 0.11%             | 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        |   1893777 | PA      | $1807990.63   | 0.16%             | 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        |   3102656 | PA      | $2773955.13   | 0.24%             | 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        |    745072 | PA      | $784305.23    | 0.07%             | 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        |   1612132 | PA      | $1542917.65   | 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        |    918976 | PA      | $959140.38    | 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        |   2351427 | PA      | $2312783.44   | 0.20%             | 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        |   2973273 | PA      | $2626825.81   | 0.23%             | 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        |   1722364 | PA      | $1694518.91   | 0.15%             | 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        |   2064601 | PA      | $2097764.74   | 0.18%             | 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        |   4592199 | PA      | $3915030.89   | 0.34%             | 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        |    845989 | PA      | $806943.82    | 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        |   4896305 | PA      | $4901880.35   | 0.43%             | 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      | $4733984.38   | 0.41%             | 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      | $12910117.19  | 1.12%             | 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      | $3983880.00   | 0.35%             | 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      | $3132281.75   | 0.27%             | 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        |   3183268 | PA      | $3130461.26   | 0.27%             | 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        |   1636352 | PA      | $1678069.29   | 0.15%             | 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        |   1225835 | PA      | $1118157.41   | 0.10%             | 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        |    506120 | PA      | $470876.20    | 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        |   2749488 | PA      | $2749308.46   | 0.24%             | 2029-11-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| United States of America                                                       | U S TREASURY BOND                                  | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4309375.00   | 0.37%             | 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        |   1857562 | PA      | $1879165.10   | 0.16%             | 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      | $5301520.66   | 0.46%             | 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      | $9887890.63   | 0.86%             | 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        |   3195887 | PA      | $2899252.64   | 0.25%             | 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      | $1805055.48   | 0.16%             | 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        |     18167 | PA      | $18579.28     | 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        |     27457 | PA      | $28333.01     | 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        |   3160254 | PA      | $2851123.97   | 0.25%             | 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        |   1181117 | PA      | $1161888.77   | 0.10%             | 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        |   1665839 | PA      | $1669143.31   | 0.15%             | 2055-04-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                                  | SMALL BUSINESS ADMINISTRATION POOLS                | CUSIP: 8316A8BB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1768184 | PA      | $1878610.27   | 0.16%             | 2032-02-25      | Variable      | 8.85%                 | 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        |   1009298 | PA      | $960484.37    | 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      | $3940468.76   | 0.34%             | 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        |     82573 | PA      | $85764.98     | 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        |    797185 | PA      | $804067.47    | 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        |     39715 | PA      | $40645.74     | 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      | $2201093.13   | 0.19%             | 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        |   1822060 | PA      | $1798179.54   | 0.16%             | 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        |    998080 | PA      | $1011619.51   | 0.09%             | 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        |    131131 | PA      | $128330.80    | 0.01%             | 2040-07-15      | Fixed         | 4.00%                 | 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        |    760865 | PA      | $776203.11    | 0.07%             | 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        |     89546 | PA      | $95113.81     | 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        |     40929 | PA      | $43292.77     | 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        |   8928508 | PA      | $8549327.17   | 0.74%             | 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        |     32374 | PA      | $33026.39     | 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      | $1500375.00   | 0.13%             | 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        |   5914296 | PA      | $5323995.74   | 0.46%             | 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        |    431129 | PA      | $434108.06    | 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        |    140645 | PA      | $147740.60    | 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        |    669834 | PA      | $667200.68    | 0.06%             | 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        |   3769467 | PA      | $3839897.14   | 0.33%             | 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        |   1607885 | PA      | $1588386.27   | 0.14%             | 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        |   1575976 | PA      | $1578915.12   | 0.14%             | 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        |   3199640 | PA      | $3069316.50   | 0.27%             | 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      | $5196140.63   | 0.45%             | 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        |   4000000 | PA      | $3935147.31   | 0.34%             | 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        |     13285 | PA      | $13378.73     | 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        |     24243 | PA      | $25491.78     | 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        |   2061908 | PA      | $2064217.16   | 0.18%             | 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        |    445135 | PA      | $416187.33    | 0.04%             | 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        |   1352154 | PA      | $1271821.50   | 0.11%             | 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        |   3956335 | PA      | $3978053.13   | 0.35%             | 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        |    186811 | PA      | $197397.15    | 0.02%             | 2038-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-30

**Name of Applicant:** Victory Portfolios III

**Signature:** Carol Trevino

**Name of Signer:** Carol Trevino

**Title:** Treasurer