# EDGAR Filing Document

**Accession Number:** 0000908695
**File Stem:** 0001004726-25-001619
**Filing Date:** 2025-10
**Character Count:** 194623
**Document Hash:** ebdce0196b02e82f140b65ff7f312e7d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-25-001619.hdr.sgml**: 20251028

**ACCESSION NUMBER**: 0001004726-25-001619

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251028

**DATE AS OF CHANGE**: 20251028

**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:** 251422632

**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:** 2025-08-31

**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:** $1137005847.73

**Total Liabilities:** $4101048.46

**Net Assets:** $1132904799.27

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2223.31135544 | **1-Year:** -34632.20690396 | **5-Year:** -101002.61401854 | **10-Year:** -130498.43963389 | **30-Year:** -31469.14617614

**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 | 1.22%                | -0.24%               | 1.34%                |
| Class ID C000175754 | 1.35%                | -0.34%               | 1.35%                |
| Class ID C000159210 | 1.23%                | -0.23%               | 1.34%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $89533.41                | $10758072.53                               |
| Month 2  | $-207200.53              | $-6486970.64                               |
| Month 3  | $72132.17                | $11493160.35                               |

### 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 FARM CREDIT BANKS FUNDING CORPORATION                                             | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133ERHK0<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   2500000 | PA      | $2500225.00   | 0.22%             | 2044-06-17      | Fixed         | 6.19%                 | 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        |    167993 | PA      | $176478.82    | 0.02%             | 2034-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FANNIE MAE REMICS                                  | CUSIP: 3136A8RZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121981 | PA      | $118851.05    | 0.01%             | 2027-09-25      | Fixed         | 1.38%                 | 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        |     71399 | PA      | $74706.02     | 0.01%             | 2032-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HJZZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2749653 | PA      | $2749982.23   | 0.24%             | 2029-11-25      | Floating      | 4.85%                 | 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        |   2085004 | PA      | $1885355.15   | 0.17%             | 2052-06-20      | 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        |   1379435 | PA      | $1269159.44   | 0.11%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427NPL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1958586 | PA      | $1893929.87   | 0.17%             | 2055-05-01      | Fixed         | 4.50%                 | 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        |    968672 | PA      | $977985.09    | 0.09%             | 2054-10-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3620A0AV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    755731 | PA      | $792706.14    | 0.07%             | 2039-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132H7GE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6484378 | PA      | $6222679.92   | 0.55%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CZV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    807229 | PA      | $713522.90    | 0.06%             | 2048-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36295KW33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     74630 | PA      | $79341.54     | 0.01%             | 2038-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY BOND                                  | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $3427343.75   | 0.30%             | 2041-11-15      | Fixed         | 2.00%                 | 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      | $1090218.50   | 0.10%             | 2041-06-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140AUEX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    872402 | PA      | $895549.00    | 0.08%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DUQT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3852002 | PA      | $3884498.31   | 0.34%             | 2054-11-01      | 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        |   1573475 | PA      | $1561603.64   | 0.14%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128M9ED0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1181484 | PA      | $1081552.90   | 0.10%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $7062304.69   | 0.62%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36225BHZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     20722 | PA      | $21197.10     | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36290SP47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    140789 | PA      | $145610.07    | 0.01%             | 2033-12-15      | 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        |    647041 | PA      | $622724.35    | 0.05%             | 2040-09-15      | 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      | $9850781.30   | 0.87%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H74A8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $4463553.01   | 0.39%             | 2032-03-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HJZS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $3090984.81   | 0.27%             | 2032-01-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36201JFG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     55143 | PA      | $56480.79     | 0.00%             | 2032-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H7QH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3423000 | PA      | $3090255.38   | 0.27%             | 2032-05-25      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                                             | SBA                                                | CUSIP: 8316A0A34<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1420217 | PA      | $1493546.36   | 0.13%             | 2032-02-25      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HDJW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2997705 | PA      | $2999210.56   | 0.26%             | 2029-05-25      | Floating      | 4.90%                 | 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        |   1523800 | PA      | $1508269.86   | 0.13%             | 2055-06-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FREDDIE MAC REMICS                                 | CUSIP: 3137AMFD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    201098 | PA      | $201104.30    | 0.02%             | 2041-10-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36213FAG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     19592 | PA      | $19887.32     | 0.00%             | 2032-08-15      | 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        |   1906375 | PA      | $1925869.13   | 0.17%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140AT6Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2750444 | PA      | $2767147.78   | 0.24%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EGU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2552870 | PA      | $2582358.22   | 0.23%             | 2052-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W0HF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1918784 | PA      | $1794737.87   | 0.16%             | 2054-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XJSB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4037121 | PA      | $3654491.46   | 0.32%             | 2052-07-01      | Fixed         | 3.50%                 | 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        |   7210033 | PA      | $6142192.34   | 0.54%             | 2053-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133B3ES2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3122685 | PA      | $2723569.40   | 0.24%             | 2052-01-01      | 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      | $7843750.00   | 0.69%             | 2034-08-15      | Fixed         | 3.88%                 | 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        |    797042 | PA      | $808685.61    | 0.07%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36290SH87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     83404 | PA      | $86436.75     | 0.01%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EHF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2530022 | PA      | $2446223.17   | 0.22%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16000000 | PA      | $15595000.00  | 1.38%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DFR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    753784 | PA      | $688466.30    | 0.06%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X5CM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1917742 | PA      | $1817588.17   | 0.16%             | 2049-01-01      | Fixed         | 4.00%                 | 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      | $3400216.96   | 0.30%             | 2034-01-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BSEM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2696995 | PA      | $2697286.57   | 0.24%             | 2048-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36225AT34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5952 | PA      | $6020.59      | 0.00%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427MSS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2826983 | PA      | $2894217.77   | 0.26%             | 2055-03-01      | 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      | $6830468.75   | 0.60%             | 2026-08-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CUH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    855211 | PA      | $830481.31    | 0.07%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DEU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    561895 | PA      | $531798.63    | 0.05%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3905781.24   | 0.34%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427PDH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3933384 | PA      | $3886814.89   | 0.34%             | 2055-06-01      | Fixed         | 5.00%                 | 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      | $2514030.00   | 0.22%             | 2034-12-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3620AQYU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2961549 | PA      | $2943225.43   | 0.26%             | 2040-02-15      | 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        |   1676543 | PA      | $1720065.99   | 0.15%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1644313 | PA      | $1538657.34   | 0.14%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVJJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1425327 | PA      | $1439215.56   | 0.13%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DC67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2507641 | PA      | $2290345.87   | 0.20%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                                             | SMALL BUSINESS ADMINISTRATION POOLS                | CUSIP: 8316A0CY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2276542 | PA      | $2263560.06   | 0.20%             | 2031-09-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36213EMV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7958 | PA      | $8171.48      | 0.00%             | 2031-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36208YMB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4638 | PA      | $4644.20      | 0.00%             | 2028-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36213FMS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     97280 | PA      | $101933.14    | 0.01%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4501416 | PA      | $4140929.34   | 0.37%             | 2047-09-01      | 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        |   1850720 | PA      | $1896470.25   | 0.17%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140LBD91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2987008 | PA      | $2609783.43   | 0.23%             | 2031-02-01      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDX43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4994513 | PA      | $4024564.90   | 0.36%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36213TDS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     42463 | PA      | $44884.28     | 0.00%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36294SVJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     91384 | PA      | $96843.15     | 0.01%             | 2037-03-15      | Fixed         | 6.00%                 | 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        |   2234000 | PA      | $2229499.95   | 0.20%             | 2041-09-01      | Fixed         | 8.48%                 | 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        |    813446 | PA      | $824008.84    | 0.07%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HKMB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2764967 | PA      | $2757951.74   | 0.24%             | 2055-03-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EF47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8437263 | PA      | $8358710.25   | 0.74%             | 2052-06-01      | Fixed         | 5.00%                 | 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        |   1818640 | PA      | $1760368.14   | 0.16%             | 2053-09-20      | 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        |   6521271 | PA      | $5241550.57   | 0.46%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36213UBF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6003 | PA      | $6098.54      | 0.00%             | 2031-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138LFPR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1733503 | PA      | $1694676.57   | 0.15%             | 2026-11-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MJ4R8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    390987 | PA      | $371020.70    | 0.03%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36200K2A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    196650 | PA      | $205646.65    | 0.02%             | 2033-01-15      | Fixed         | 6.00%                 | 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        |    126029 | PA      | $128689.25    | 0.01%             | 2037-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418ERQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1699710 | PA      | $1672793.13   | 0.15%             | 2038-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                               | FEDERAL HOME LOAN BANK                             | CUSIP: 3130ANGH7<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $965970.00    | 0.09%             | 2027-08-16      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36209E7M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2313 | PA      | $2320.39      | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ADLA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2803176 | PA      | $2459184.12   | 0.22%             | 2052-03-20      | Fixed         | 3.00%                 | 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        |    521594 | PA      | $547939.28    | 0.05%             | 2034-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384GUU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3232238 | PA      | $3069213.13   | 0.27%             | 2048-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNBY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6047321 | PA      | $5313764.62   | 0.47%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QFP60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7183517 | PA      | $6021344.76   | 0.53%             | 2050-11-01      | Fixed         | 2.50%                 | 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      | $5228634.98   | 0.46%             | 2049-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36210FGM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     30578 | PA      | $30952.62     | 0.00%             | 2028-11-15      | 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        |     59284 | PA      | $62029.95     | 0.01%             | 2032-04-20      | Fixed         | 6.50%                 | 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      | $3913390.98   | 0.35%             | 2035-02-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21000000 | PA      | $18146953.13  | 1.60%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36296YEC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    794855 | PA      | $789936.66    | 0.07%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1400526 | PA      | $1286861.76   | 0.11%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY BOND                                  | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $4634218.75   | 0.41%             | 2041-08-15      | Fixed         | 1.75%                 | 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        |   3074243 | PA      | $3116678.45   | 0.28%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W2YU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4000000 | PA      | $3968986.52   | 0.35%             | 2055-08-01      | Fixed         | 5.00%                 | 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        |   2109037 | PA      | $2175564.14   | 0.19%             | 2053-09-20      | Fixed         | 6.00%                 | 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        |    848508 | PA      | $880663.37    | 0.08%             | 2035-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38381NQK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2850592 | PA      | $2830963.25   | 0.25%             | 2065-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1780584 | PA      | $1636075.40   | 0.14%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QSN72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1481885 | PA      | $1385350.55   | 0.12%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31307VLU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1213684 | PA      | $1179234.05   | 0.10%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPSX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2136624 | PA      | $2112874.56   | 0.19%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H4SH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $4438742.66   | 0.39%             | 2031-11-25      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FANNIE MAE REMICS                                  | CUSIP: 3136A8ZH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78635 | PA      | $76831.92     | 0.01%             | 2027-09-25      | Fixed         | 1.50%                 | 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        |   2056237 | PA      | $1822323.00   | 0.16%             | 2052-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HKQD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1843919 | PA      | $1840107.93   | 0.16%             | 2055-04-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137BSK69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    917573 | PA      | $851597.69    | 0.08%             | 2044-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DQPY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3347557 | PA      | $3030542.42   | 0.27%             | 2052-07-01      | Fixed         | 3.50%                 | 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        |    381152 | PA      | $395596.04    | 0.03%             | 2035-07-20      | Fixed         | 5.50%                 | 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        |    872335 | PA      | $866567.62    | 0.08%             | 2053-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36296CM56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    246017 | PA      | $257913.05    | 0.02%             | 2038-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HAWAII ST                                                                                 | STATE OF HAWAII                                    | CUSIP: 419792Q74<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2006203.61   | 0.18%             | 2037-10-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FFD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2710308 | PA      | $2753792.37   | 0.24%             | 2044-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36225BDE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2241 | PA      | $2303.22      | 0.00%             | 2029-03-15      | Fixed         | 7.50%                 | 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      | $1663835.46   | 0.15%             | 2051-10-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418ECS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1521650 | PA      | $1377666.97   | 0.12%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $11588671.88  | 1.02%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31425UWD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    945532 | PA      | $952735.50    | 0.08%             | 2054-12-01      | Fixed         | 5.50%                 | 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        |    195898 | PA      | $199777.53    | 0.02%             | 2034-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1960745 | PA      | $1803722.85   | 0.16%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14100000 | PA      | $13520578.13  | 1.19%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36210QY55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2974 | PA      | $2979.06      | 0.00%             | 2029-04-15      | Fixed         | 7.50%                 | 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        |    180680 | PA      | $190822.88    | 0.02%             | 2036-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136AR5S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2357286 | PA      | $2331120.32   | 0.21%             | 2026-04-25      | Fixed         | 2.47%                 | 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        |     24880 | PA      | $26136.87     | 0.00%             | 2034-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MMYH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1360919 | PA      | $1356383.57   | 0.12%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36209K2L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1810 | PA      | $1812.08      | 0.00%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36292GHZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    369370 | PA      | $385555.45    | 0.03%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY BOND                                  | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4169531.25   | 0.37%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FANNIE MAE ACES                                    | CUSIP: 3136AX7E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3654949 | PA      | $3595883.37   | 0.32%             | 2027-06-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4696484.38   | 0.41%             | 2028-05-31      | Fixed         | 1.25%                 | 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        |   2076769 | PA      | $1839469.96   | 0.16%             | 2052-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH    | CUSIP: 3137BM7C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2774523 | PA      | $2774523.41   | 0.24%             | 2025-09-25      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DURA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    943029 | PA      | $953042.80    | 0.08%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36295K3J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    106508 | PA      | $113921.66    | 0.01%             | 2038-10-15      | 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      | $9932812.50   | 0.88%             | 2030-01-31      | Fixed         | 3.50%                 | 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      | $3445509.24   | 0.30%             | 2031-11-25      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                                             | SMALL BUSINESS ADMINISTRATION POOLS                | CUSIP: 83164MWA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    852293 | PA      | $862928.89    | 0.08%             | 2034-10-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPW20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1715955 | PA      | $1658712.09   | 0.15%             | 2052-10-01      | Fixed         | 4.50%                 | 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        |     75195 | PA      | $78031.60     | 0.01%             | 2033-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                               | FEDERAL HOME LOAN BANK                             | CUSIP: 3130B2RP2<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   3000000 | PA      | $2981490.00   | 0.26%             | 2034-09-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4652343.75   | 0.41%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36210BVE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     43229 | PA      | $44326.94     | 0.00%             | 2029-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MJ4X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    690738 | PA      | $676672.12    | 0.06%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36292DV33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     31204 | PA      | $32095.30     | 0.00%             | 2037-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XJ3J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3231390 | PA      | $2946022.62   | 0.26%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202DNY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     15076 | PA      | $15649.94     | 0.00%             | 2031-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36297F2P6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    599371 | PA      | $598657.90    | 0.05%             | 2039-11-15      | Fixed         | 4.50%                 | 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        |   3125784 | PA      | $2662840.58   | 0.24%             | 2053-07-20      | Fixed         | 2.50%                 | 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        |   2420037 | PA      | $2101932.46   | 0.19%             | 2053-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36290RXP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    166955 | PA      | $173163.73    | 0.02%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3620C02F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    436330 | PA      | $433630.00    | 0.04%             | 2040-07-15      | Fixed         | 4.50%                 | 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        |     23890 | PA      | $24922.29     | 0.00%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYYE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2133969 | PA      | $2161144.43   | 0.19%             | 2042-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427NE88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2917185 | PA      | $2885533.65   | 0.25%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYS91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1972261 | PA      | $1841811.42   | 0.16%             | 2040-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4706250.00   | 0.42%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384DJU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    946331 | PA      | $957600.75    | 0.08%             | 2047-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11300000 | PA      | $10817101.56  | 0.95%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W22H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1927898.30   | 0.17%             | 2055-02-01      | 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      | $10315019.53  | 0.91%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36211FHF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     28269 | PA      | $28863.07     | 0.00%             | 2030-07-15      | Fixed         | 8.00%                 | 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        |   6424919 | PA      | $5696510.48   | 0.50%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3262929.71   | 0.29%             | 2028-09-30      | Fixed         | 1.25%                 | 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        |   8649047 | PA      | $7667148.89   | 0.68%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DZ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3278380 | PA      | $2935768.57   | 0.26%             | 2041-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36290UTQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    107841 | PA      | $107164.44    | 0.01%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36202D4P3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    266340 | PA      | $276431.74    | 0.02%             | 2034-03-20      | 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        |   3967984 | PA      | $3932560.71   | 0.35%             | 2052-10-01      | Fixed         | 5.00%                 | 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      | $3998440.00   | 0.35%             | 2039-08-05      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BMG66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2414381 | PA      | $2392827.06   | 0.21%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY BOND                                  | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5084375.00   | 0.45%             | 2045-05-15      | 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        |   1461050 | PA      | $1452826.42   | 0.13%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36296DYV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    106684 | PA      | $112355.34    | 0.01%             | 2038-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36225AYM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1826 | PA      | $1837.35      | 0.00%             | 2028-02-15      | 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        |    118089 | PA      | $124410.75    | 0.01%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | UNITED STATES TREASURY BOND                        | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $6065000.00   | 0.54%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10250000 | PA      | $9976132.81   | 0.88%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MJRM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1254229 | PA      | $1181086.14   | 0.10%             | 2042-05-01      | Fixed         | 3.50%                 | 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      | $1947650.20   | 0.17%             | 2036-02-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38383PH87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3683985 | PA      | $3572649.41   | 0.32%             | 2050-05-20      | Variable      | 3.76%                 | 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        |   2145129 | PA      | $2081308.15   | 0.18%             | 2053-05-20      | 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        |      6715 | PA      | $6856.33      | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | 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        |  14639929 | PA      | $12469648.67  | 1.10%             | 2051-12-20      | Fixed         | 2.50%                 | 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        |   2455400 | PA      | $2432934.83   | 0.21%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H93C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2861787.56   | 0.25%             | 2032-08-25      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384KED9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    567731 | PA      | $568422.60    | 0.05%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FANNIE MAE POOL                                    | CUSIP: 3140W1MD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2928223 | PA      | $2545406.91   | 0.22%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2410504 | PA      | $2329563.15   | 0.21%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVJF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3813757 | PA      | $3784208.28   | 0.33%             | 2055-01-01      | 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        |    456415 | PA      | $416865.61    | 0.04%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XNYN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2388169 | PA      | $2411167.91   | 0.21%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36201FBJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     73960 | PA      | $76720.43     | 0.01%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                             | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133ERYP0<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   3000000 | PA      | $2989380.00   | 0.26%             | 2034-10-30      | Fixed         | 5.14%                 | 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        |   3169985 | PA      | $3206939.78   | 0.28%             | 2053-07-20      | Fixed         | 5.50%                 | 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      | $1559240.00   | 0.14%             | 2036-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3620ARYR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    467038 | PA      | $464148.55    | 0.04%             | 2041-01-15      | Fixed         | 4.50%                 | 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      | $3338205.96   | 0.29%             | 2040-12-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H6ZM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1780696.86   | 0.16%             | 2032-02-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FREDDIE MAC REMICS                                 | CUSIP: 31396J4X0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    240028 | PA      | $237792.59    | 0.02%             | 2036-03-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36210HKQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9949 | PA      | $9957.74      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XMMK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1680760 | PA      | $1535116.64   | 0.14%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36207UTD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11556 | PA      | $11584.49     | 0.00%             | 2027-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MJX88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4641092 | PA      | $4296985.73   | 0.38%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128K23Z0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    113333 | PA      | $117762.62    | 0.01%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384YNM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2749374 | PA      | $2720774.38   | 0.24%             | 2062-09-20      | Fixed         | 4.00%                 | 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        |     41793 | PA      | $44682.19     | 0.00%             | 2030-08-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36296TAS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    115979 | PA      | $118350.33    | 0.01%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XKKU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2032887 | PA      | $1963945.87   | 0.17%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31371NMF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107110 | PA      | $110982.98    | 0.01%             | 2037-11-01      | Fixed         | 5.50%                 | 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        |   2426689 | PA      | $2453180.91   | 0.22%             | 2054-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132XFVN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3355000 | PA      | $3373702.39   | 0.30%             | 2029-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DKV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4055314 | PA      | $3838105.20   | 0.34%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BVLC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4884807 | PA      | $4840576.90   | 0.43%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MMYF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1048024 | PA      | $1015091.74   | 0.09%             | 2033-10-01      | 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        |   5505609 | PA      | $5358481.76   | 0.47%             | 2028-12-25      | Variable      | 3.09%                 | 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        |   1232515 | PA      | $1114737.40   | 0.10%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                                             | SMALL BUSINESS ADMINISTRATION POOLS                | CUSIP: 8316A0CK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1264657 | PA      | $1317324.74   | 0.12%             | 2032-06-25      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H73P6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2690113.84   | 0.24%             | 2032-03-25      | Variable      | 2.40%                 | 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      | $1498680.00   | 0.13%             | 2029-04-02      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14540625.00  | 1.28%             | 2033-02-15      | Fixed         | 3.50%                 | 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        |    674072 | PA      | $691394.85    | 0.06%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H9DC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2923217 | PA      | $2965563.23   | 0.26%             | 2049-01-25      | Fixed         | 5.50%                 | 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        |   4422335 | PA      | $4397206.58   | 0.39%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $12876601.56  | 1.14%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9156457 | PA      | $8572357.45   | 0.76%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EF21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19026561 | PA      | $18396503.56  | 1.62%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH    | CUSIP: 3137FHPJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15000000 | PA      | $14996558.63  | 1.32%             | 2028-07-25      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140M7LP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5340852 | PA      | $5381125.55   | 0.47%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133BV5S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2691771 | PA      | $2800302.14   | 0.25%             | 2053-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14000000 | PA      | $14119218.75  | 1.25%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FANNIE MAE REMICS                                  | CUSIP: 31394DFZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    411822 | PA      | $408950.41    | 0.04%             | 2035-04-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                                             | SMALL BUSINESS ADMINISTRATION POOLS                | CUSIP: 8316A8BB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1884792 | PA      | $2005455.55   | 0.18%             | 2032-02-25      | Variable      | 9.10%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CHB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5200000 | PA      | $5188421.88   | 0.46%             | 2026-05-15      | Fixed         | 3.62%                 | 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        |   1983215 | PA      | $1906836.98   | 0.17%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W2FB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2568058 | PA      | $2299706.92   | 0.20%             | 2037-03-01      | Fixed         | 1.50%                 | 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      | $3864973.28   | 0.34%             | 2032-08-25      | Variable      | 3.89%                 | 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        |    229785 | PA      | $244485.62    | 0.02%             | 2034-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DQW85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3427200 | PA      | $3454560.98   | 0.30%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132XKXE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4000000 | PA      | $3972175.53   | 0.35%             | 2029-10-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BBSV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3114292 | PA      | $2724206.68   | 0.24%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EHRC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131539 | PA      | $130107.84    | 0.01%             | 2027-02-01      | 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        |   1158553 | PA      | $1020749.65   | 0.09%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31288QTW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6056347 | PA      | $5954028.28   | 0.53%             | 2052-08-01      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                                | TENNESSEE VALLEY AUTHORITY                         | CUSIP: 880591EP3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   5000000 | PA      | $4061952.69   | 0.36%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FANNIE MAE ACES                                    | CUSIP: 3136B2HA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7795797 | PA      | $7688589.35   | 0.68%             | 2028-07-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36208PQN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     14696 | PA      | $14815.38     | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9941082 | PA      | $9306930.78   | 0.82%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                                             | SMALL BUSINESS ADMINISTRATION POOLS                | CUSIP: 8316A0CP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2026247 | PA      | $2093221.73   | 0.18%             | 2032-02-25      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BE6T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1213542 | PA      | $1172980.92   | 0.10%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPQQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3660917 | PA      | $3430623.50   | 0.30%             | 2052-12-01      | Fixed         | 4.00%                 | 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      | $7816333.97   | 0.69%             | 2032-06-25      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11935201 | PA      | $9537115.08   | 0.84%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11620312.50  | 1.03%             | 2029-02-15      | Fixed         | 2.62%                 | 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        |    182248 | PA      | $189172.12    | 0.02%             | 2037-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XMMF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1598961 | PA      | $1646854.80   | 0.15%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BBGJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5468164 | PA      | $4950327.15   | 0.44%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36295NC88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    144013 | PA      | $150800.71    | 0.01%             | 2038-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XPRK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2492369 | PA      | $2512038.22   | 0.22%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FANNIE MAE REMICS                                  | CUSIP: 31396XJL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    270515 | PA      | $267535.27    | 0.02%             | 2037-08-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132D6FA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    936689 | PA      | $958429.03    | 0.08%             | 2038-10-01      | Fixed         | 5.50%                 | 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        |   1894924 | PA      | $1784746.18   | 0.16%             | 2070-01-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XKR85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2072603 | PA      | $1731533.71   | 0.15%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BNAD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2447528 | PA      | $2428185.76   | 0.21%             | 2052-10-01      | Fixed         | 5.00%                 | 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        |   2341387 | PA      | $1994446.78   | 0.18%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133C4BY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2726379 | PA      | $2698484.50   | 0.24%             | 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        |    446962 | PA      | $430856.26    | 0.04%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HAD52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $5130408.83   | 0.45%             | 2033-06-25      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31412QHM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    549541 | PA      | $534876.62    | 0.05%             | 2039-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYXY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2176050 | PA      | $2156591.82   | 0.19%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYWS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2347071 | PA      | $2083480.16   | 0.18%             | 2042-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36201APG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     25837 | PA      | $26472.58     | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $13146250.00  | 1.16%             | 2032-11-15      | Fixed         | 4.12%                 | 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      | $2599095.87   | 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      | $4647622.72   | 0.41%             | 2032-04-25      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140HWQB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    871303 | PA      | $815988.15    | 0.07%             | 2029-11-01      | Fixed         | 2.48%                 | 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        |     86954 | PA      | $90916.15     | 0.01%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3255689 | PA      | $3145918.01   | 0.28%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Small Business Administration                                                             | SMALL BUSINESS ADMINISTRATION                      | CUSIP: 8316A0GG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1930595 | PA      | $1929999.65   | 0.17%             | 2032-09-25      | Variable      | 5.00%                 | 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        |    110840 | PA      | $115891.20    | 0.01%             | 2033-12-20      | Fixed         | 6.00%                 | 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        |     13827 | PA      | $14522.83     | 0.00%             | 2031-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W0UE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1920601 | PA      | $1943594.54   | 0.17%             | 2055-02-01      | 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        |     45074 | PA      | $46234.06     | 0.00%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133GGY31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2755021 | PA      | $2459297.44   | 0.22%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Q8V51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1387283 | PA      | $1276184.89   | 0.11%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140NDSP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2050935 | PA      | $2025952.60   | 0.18%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HLW65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2974843 | PA      | $2998706.32   | 0.26%             | 2039-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DUY76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1733044 | PA      | $1774847.96   | 0.16%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $8902343.75   | 0.79%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133CUCX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1790299 | PA      | $1836347.58   | 0.16%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BURH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3372849 | PA      | $3344669.34   | 0.30%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5908359.36   | 0.52%             | 2026-01-31      | Fixed         | 0.38%                 | 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      | $157735.03    | 0.01%             | 2031-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31307TEP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    926163 | PA      | $903947.55    | 0.08%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31408BQ27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180671 | PA      | $184013.16    | 0.02%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36211RXF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4384 | PA      | $4543.51      | 0.00%             | 2030-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36208YLG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     16812 | PA      | $17010.33     | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FANNIE MAE REMICS                                  | CUSIP: 3136A86J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119848 | PA      | $117217.40    | 0.01%             | 2027-10-25      | Fixed         | 1.50%                 | 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        |    644863 | PA      | $650954.91    | 0.06%             | 2038-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MMYC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    521604 | PA      | $506033.34    | 0.04%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BWGJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1907512 | PA      | $1909135.17   | 0.17%             | 2050-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EM80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    880394 | PA      | $889950.61    | 0.08%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31381U7H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    510974 | PA      | $467304.60    | 0.04%             | 2042-07-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W0GU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3849507 | PA      | $3812261.85   | 0.34%             | 2054-12-01      | Fixed         | 5.00%                 | 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        |   3086377 | PA      | $3130322.40   | 0.28%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132D6HY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1879432 | PA      | $1846789.68   | 0.16%             | 2040-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH    | CUSIP: 3137FJXR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1184475 | PA      | $1184474.71   | 0.10%             | 2025-09-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36209YWV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     85532 | PA      | $88805.07     | 0.01%             | 2031-10-15      | Fixed         | 6.50%                 | 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      | $1075469.23   | 0.09%             | 2031-09-01      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137F3PB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2119487 | PA      | $2078906.11   | 0.18%             | 2047-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418AFB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1279368 | PA      | $1203273.90   | 0.11%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H7ZB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2763066.90   | 0.24%             | 2032-06-25      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36297FWB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    809582 | PA      | $809312.19    | 0.07%             | 2039-09-15      | Fixed         | 4.50%                 | 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        |     80918 | PA      | $84077.03     | 0.01%             | 2032-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384PYV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1559982 | PA      | $1560080.12   | 0.14%             | 2064-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X8F28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4626613 | PA      | $3856283.01   | 0.34%             | 2050-10-01      | Fixed         | 2.50%                 | 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        |    725333 | PA      | $743973.20    | 0.07%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $13004296.88  | 1.15%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140MHVV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1869233 | PA      | $1661330.56   | 0.15%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137FXYV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2860000 | PA      | $2584979.20   | 0.23%             | 2031-01-25      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3620ARDN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    297236 | PA      | $286038.66    | 0.03%             | 2040-08-15      | Fixed         | 4.00%                 | 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        |   3000000 | PA      | $2978875.20   | 0.26%             | 2033-02-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36225A2B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     25497 | PA      | $25941.10     | 0.00%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN CORPORATION                                                           | NELNET STUDENT LOAN TRUST                          | CUSIP: 64034EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3347080 | PA      | $3061776.53   | 0.27%             | 2067-10-25      | Fixed         | 2.53%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36296DYX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    190503 | PA      | $200889.78    | 0.02%             | 2038-05-15      | 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        |   2132155 | PA      | $2065815.82   | 0.18%             | 2053-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MMYG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2100751 | PA      | $2064444.65   | 0.18%             | 2033-10-01      | Fixed         | 3.50%                 | 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        |   1289594 | PA      | $1300362.21   | 0.11%             | 2054-10-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $12211875.00  | 1.08%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384CNA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1337588 | PA      | $1345733.58   | 0.12%             | 2047-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BVW61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2896159 | PA      | $2901669.90   | 0.26%             | 2054-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140JBEN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2328867 | PA      | $2035978.12   | 0.18%             | 2032-10-01      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XRSX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1907522 | PA      | $1932148.15   | 0.17%             | 2054-10-01      | Fixed         | 5.50%                 | 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        |    968389 | PA      | $1005082.79   | 0.09%             | 2035-02-20      | 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      | $8070000.00   | 0.71%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18000000 | PA      | $17254687.50  | 1.52%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133D0PM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4842177 | PA      | $4882832.48   | 0.43%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138E4X71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222029 | PA      | $219550.69    | 0.02%             | 2027-02-01      | Fixed         | 3.00%                 | 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        |   1238595 | PA      | $1250662.09   | 0.11%             | 2054-10-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FFC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2754019 | PA      | $2763362.46   | 0.24%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36209Y6A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     33814 | PA      | $34503.14     | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FANNIE MAE REMICS                                  | CUSIP: 3136A8PM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69516 | PA      | $67966.28     | 0.01%             | 2027-09-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13750000 | PA      | $13333203.13  | 1.18%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CS39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    897811 | PA      | $797489.10    | 0.07%             | 2048-01-01      | Fixed         | 3.00%                 | 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        |     29056 | PA      | $29989.30     | 0.00%             | 2031-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN CORPORATION                                                           | NELNET STUDENT LOAN TRUST                          | CUSIP: 64033TAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    741375 | PA      | $739570.59    | 0.07%             | 2051-02-27      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH    | CUSIP: 3137BRQJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6444597 | PA      | $6358638.46   | 0.56%             | 2026-07-25      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W2FM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1992969 | PA      | $1973686.15   | 0.17%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEXAS ST                                                                                  | STATE OF TEXAS                                     | CUSIP: 8827243Z8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $511805.73    | 0.05%             | 2035-10-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133CV3P7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    794120 | PA      | $802177.19    | 0.07%             | 2054-10-01      | 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        |   3971095 | PA      | $4009449.53   | 0.35%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H8BK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2775107.10   | 0.24%             | 2032-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XKP95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3179754 | PA      | $2996327.83   | 0.26%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EMM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2547519 | PA      | $2544710.03   | 0.22%             | 2038-01-01      | Fixed         | 4.50%                 | 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        |   5971597 | PA      | $5098150.11   | 0.45%             | 2050-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384JC51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1560306 | PA      | $1549818.66   | 0.14%             | 2054-02-20      | 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        |    396130 | PA      | $348048.71    | 0.03%             | 2050-02-01      | Fixed         | 3.00%                 | 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        |   3202082 | PA      | $2672594.53   | 0.24%             | 2051-01-20      | Fixed         | 2.50%                 | 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        |   2517288 | PA      | $2491983.22   | 0.22%             | 2029-05-01      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384EYV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1658090 | PA      | $1658537.11   | 0.15%             | 2048-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W1MZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1980783 | PA      | $1995834.79   | 0.18%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1421520 | PA      | $1436933.14   | 0.13%             | 2052-10-01      | Fixed         | 5.50%                 | 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        |    303448 | PA      | $308998.10    | 0.03%             | 2033-07-20      | Fixed         | 5.00%                 | 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        |   1435314 | PA      | $1454129.31   | 0.13%             | 2053-04-20      | Fixed         | 5.50%                 | 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        |    431035 | PA      | $439958.39    | 0.04%             | 2035-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140MWG91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5504751 | PA      | $5330337.58   | 0.47%             | 2052-07-01      | Fixed         | 4.50%                 | 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      | $2818845.04   | 0.25%             | 2035-12-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140HHTS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    576279 | PA      | $546182.37    | 0.05%             | 2048-05-01      | 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        |   2909365 | PA      | $2914309.57   | 0.26%             | 2049-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3620AMFV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    132848 | PA      | $127840.30    | 0.01%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $6060468.75   | 0.53%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36210AMQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5184 | PA      | $5348.67      | 0.00%             | 2028-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MJ4Q0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    839662 | PA      | $772536.75    | 0.07%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DLU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    723198 | PA      | $684462.82    | 0.06%             | 2050-02-01      | Fixed         | 4.00%                 | 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        |     67546 | PA      | $69828.59     | 0.01%             | 2030-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FANNIE MAE REMICS                                  | CUSIP: 3136A65K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203263 | PA      | $198782.90    | 0.02%             | 2027-07-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 312942NF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    321111 | PA      | $312868.58    | 0.03%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132CXR79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2570628 | PA      | $2597259.00   | 0.23%             | 2040-02-01      | Fixed         | 5.00%                 | 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        |   1683188 | PA      | $1699263.25   | 0.15%             | 2038-08-20      | Fixed         | 5.00%                 | 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        |    287790 | PA      | $300903.84    | 0.03%             | 2034-02-20      | 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        |   3061081 | PA      | $3094310.21   | 0.27%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38383HHS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2447936 | PA      | $2160483.90   | 0.19%             | 2052-01-20      | Fixed         | 3.00%                 | 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      | $643269.98    | 0.06%             | 2031-06-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36200MYJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    517764 | PA      | $536092.99    | 0.05%             | 2033-10-15      | Fixed         | 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        |    172264 | PA      | $184622.85    | 0.02%             | 2038-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DSZU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2799695 | PA      | $2821788.71   | 0.25%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HHSN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2540918 | PA      | $2563906.04   | 0.23%             | 2051-03-25      | Fixed         | 5.50%                 | 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        |     20785 | PA      | $21577.21     | 0.00%             | 2031-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BYCX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2082789 | PA      | $2063022.34   | 0.18%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132D9L93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3996626 | PA      | $3870728.60   | 0.34%             | 2043-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137FKWD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4221375 | PA      | $4201579.35   | 0.37%             | 2026-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FNS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1974008 | PA      | $1994852.69   | 0.18%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XHH42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2721692 | PA      | $2599167.62   | 0.23%             | 2051-02-01      | 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        |     17791 | PA      | $18972.51     | 0.00%             | 2031-04-20      | Fixed         | 7.50%                 | 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        |   3739929 | PA      | $3715203.16   | 0.33%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY BOND                                  | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5269921.88   | 0.47%             | 2029-02-15      | Fixed         | 5.25%                 | 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        |     32123 | PA      | $33346.56     | 0.00%             | 2031-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133WKK88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2561808 | PA      | $2588534.40   | 0.23%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HFNP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2567690 | PA      | $2549698.72   | 0.23%             | 2051-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Money Market Obligations Trust: Federated Treasury Obligations Fund; Institutional Shares | FEDERATED HERMES TREASURY OBLIGATIONS              | CUSIP: 60934N500<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    620263 | NS      | $620263.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36207KJJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1909 | PA      | $1944.23      | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | 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        |    516648 | PA      | $497552.47    | 0.04%             | 2040-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133C5HN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1928666 | PA      | $1948295.41   | 0.17%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36209Y5K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3681 | PA      | $3767.89      | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MJ4J6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2300621 | PA      | $2183135.08   | 0.19%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BPNA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    954789 | PA      | $963669.29    | 0.09%             | 2047-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FANNIE MAE ACES                                    | CUSIP: 3136AW7J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5851325 | PA      | $5757885.67   | 0.51%             | 2027-05-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W0N68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1424227 | PA      | $1439239.62   | 0.13%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DNXE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2736699 | PA      | $2565902.84   | 0.23%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384BM40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3333809 | PA      | $3361203.32   | 0.30%             | 2046-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIXED INCOME CLEARING CO                                                                  | FIXED INCOME CLEARING CO                           | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        |   6000000 | PA      | $6000000.00   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY NOTE                                  | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8200000 | PA      | $7659953.13   | 0.68%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FANNIE MAE ACES                                    | CUSIP: 3136B1XJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2008480 | PA      | $1968904.98   | 0.17%             | 2028-03-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36225BVH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    205930 | PA      | $216736.56    | 0.02%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KLPT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3640998 | PA      | $3155675.59   | 0.28%             | 2051-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427MTP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2909381 | PA      | $2973217.96   | 0.26%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133C15G1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2045360 | PA      | $2067241.38   | 0.18%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                  | U S TREASURY BOND                                  | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5194687.50   | 0.46%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138E42Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    869597 | PA      | $817883.52    | 0.07%             | 2042-01-01      | Fixed         | 3.50%                 | 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        |     81282 | PA      | $84455.25     | 0.01%             | 2032-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36213TDC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4030 | PA      | $4134.14      | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                               | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132CXBY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1273921 | PA      | $1303488.97   | 0.12%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W2TL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2996783 | PA      | $3024840.30   | 0.27%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMVY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5970059 | PA      | $5174286.52   | 0.46%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                  | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3620A9YX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    979205 | PA      | $978880.91    | 0.09%             | 2039-12-15      | Fixed         | 4.50%                 | 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        |    235466 | PA      | $239772.60    | 0.02%             | 2033-05-20      | Fixed         | 5.00%                 | 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        |    262883 | PA      | $276161.03    | 0.02%             | 2034-03-20      | Fixed         | 6.00%                 | 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        |   1949938 | PA      | $1877356.77   | 0.17%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

**Name of Applicant:** Victory Portfolios III

**Signature:** Carol Trevino

**Name of Signer:** Carol Trevino

**Title:** Treasurer