Coupon Units Cost Market Value FIXED INCOME FUND-I Domestic Fixed Income Securities 58.91% U.S. Government & Federal Agency Obligations ALASKA ST 5.6420 85,000 105,736 109,943 AMERICAN MUNI PWR-OHIO INC OH 5.9390 10,000 12,438 14,072 AMERICAN MUNI PWR-OHIO INC OH 7.8340 20,000 28,726 31,094 BAY AREA CA TOLL AUTH TOLL BRI 6.2630 20,000 26,939 30,901 BAY AREA CA TOLL AUTH TOLL BRI 6.9070 20,000 28,141 33,017 CALIFORNIA ST 7.3000 20,000 26,939 30,492 CALIFORNIA ST 7.3500 20,000 27,086 30,705 CALIFORNIA ST 7.5500 80,000 112,074 129,236 CALIFORNIA ST 7.6250 50,000 69,765 80,183 CALIFORNIA ST UNIV REVENUE 2.8970 15,000 15,000 14,158 CHICAGO IL TRANSIT AUTH SALES 6.2000 30,000 36,029 40,015 CURATORS OF THE UNIV OF MISSOU 5.7920 90,000 127,044 128,819 DALLAS TX AREA RAPID TRANSIT S 5.0220 20,000 23,173 26,934 DALLAS-FORT WORTH TX INTERNATI 3.1440 10,000 10,000 9,977 DIST OF COLUMBIA WTR & SWR AUT 3.2070 25,000 25,000 25,173 EAST BAY CA MUNI UTILITY DIST 5.8740 30,000 37,985 41,241 FEDERAL HOME LN BK CONS BD 3.0000 70,000 70,176 71,093 FEDERAL HOME LN MTG CORP 2.7500 145,000 145,433 153,139 FEDERAL HOME LN MTG CORP 6.2500 15,000 19,335 21,631 FEDERAL NATL MTG ASSN 2.1250 15,000 14,491 15,861 FEDERAL NATL MTG ASSN 2.8750 40,000 40,253 42,563 FEDERAL NATL MTG ASSN 6.6250 45,000 57,837 64,206 FEDERAL NATL MTG ASSN 7.1250 30,000 39,288 43,201 FEDERAL NATL MTG ASSN 7.2500 25,000 33,076 36,583 FHLMC POOL #G6-1606 4.5000 308,092 318,612 336,605 FHLMC MULTICLASS MTG 1510 A3 3.7940 380,000 429,113 434,621 FHLMC MULTICLASS MTG 1512 X1 0.9109 1,472,429 137,363 129,046 FHLMC MULTICLASS MTG 1513 A3 2.7970 267,000 280,311 280,248 FHLMC MULTICLASS MTG 1517 A1 1.1770 274,893 274,880 255,329 FHLMC MULTICLASS MTG 1517 X1 1.3339 799,607 116,474 116,135 FHLMC MULTICLASS MTG 1518 A1 1.1920 792,016 792,005 748,942 FHLMC MULTICLASS MTG 1518 A2 1.8600 300,000 308,764 282,820 FHLMC MULTICLASS MTG 1519 A1 1.3200 657,808 657,760 626,448 FHLMC MULTICLASS MTG 1519 A2 2.0130 510,000 525,066 489,053 FHLMC MULTICLASS MTG K020 X1 1.3401 82,271 3,248 966 FHLMC MULTICLASS MTG K025 X1 0.7946 325,049 8,923 3,053 FHLMC MULTICLASS MTG K026 A2 2.5100 20,000 20,136 20,637 FHLMC MULTICLASS MTG K028 X1 0.2475 3,058,252 31,197 11,813 FHLMC MULTICLASS MTG K029 A1 2.8390 8,699 8,741 8,798 FHLMC MULTICLASS MTG K029 A2 3.3200 110,000 113,891 115,591 FHLMC MULTICLASS MTG K030 A2 3.2500 253,000 266,000 266,015 FHLMC MULTICLASS MTG K031 A1 2.7780 32,820 32,872 33,390 FHLMC MULTICLASS MTG K032 A1 3.0160 8,477 8,498 8,691 FHLMC MULTICLASS MTG K034 A2 3.5310 111,375 112,740 118,712 FHLMC MULTICLASS MTG K046 A2 3.2050 150,000 155,098 163,156 FHLMC MULTICLASS MTG K048 A1 2.6890 59,874 60,812 62,297 FHLMC MULTICLASS MTG K050 A2 3.3340 173,000 174,966 189,576 FHLMC MULTICLASS MTG K051 A2 3.3080 106,970 108,017 117,203 FHLMC MULTICLASS MTG K051 X1 0.5393 478,247 10,910 10,306 FHLMC MULTICLASS MTG K054 X1 1.1684 1,059,540 57,938 52,413 FHLMC MULTICLASS MTG K055 A2 2.6730 126,000 137,240 134,797 FHLMC MULTICLASS MTG K058 A1 2.3400 147,503 144,165 154,651 FHLMC MULTICLASS MTG K059 A2 3.1200 234,000 247,590 255,950 FHLMC MULTICLASS MTG K060 A2 3.3000 142,459 147,473 157,375 FHLMC MULTICLASS MTG K062 X1 0.3040 6,517,442 144,209 109,175 FHLMC MULTICLASS MTG K063 A1 3.0450 256,415 256,170 274,321 FHLMC MULTICLASS MTG K064 A2 3.2240 109,000 116,127 119,995 FHLMC MULTICLASS MTG K064 X1 0.6046 6,072,378 255,331 198,538 FHLMC MULTICLASS MTG K066 A2 3.1170 258,000 267,000 282,606 FHLMC MULTICLASS MTG K066 X1 0.7501 150,691 7,558 6,219 FHLMC MULTICLASS MTG K067 A2 3.1940 268,000 275,211 295,318 FHLMC MULTICLASS MTG K068 A1 2.9520 33,226 33,246 35,493 FHLMC MULTICLASS MTG K068 A2 3.2440 93,000 101,266 102,730 FHLMC MULTICLASS MTG K069 A1 2.8920 24,656 24,396 26,252 FHLMC MULTICLASS MTG K070 A1 3.0260 127,985 127,370 137,190 FHLMC MULTICLASS MTG K073 AM 3.4500 188,100 188,870 208,978 FHLMC MULTICLASS MTG K074 A1 3.6000 131,143 133,385 144,287 FHLMC MULTICLASS MTG K076 A1 3.7250 466,890 479,917 515,153 FHLMC MULTICLASS MTG K076 A2 3.9000 302,000 337,574 346,013 FHLMC MULTICLASS MTG K078 AM 3.9200 501,000 582,522 572,680 FHLMC MULTICLASS MTG K084 A1 3.7800 371,703 417,006 413,120 FHLMC MULTICLASS MTG K085 A2 4.0600 712,000 809,224 824,274 FHLMC MULTICLASS MTG K088 A2 3.6900 665,000 782,408 756,142 FHLMC MULTICLASS MTG K089 AM 3.6330 345,000 404,133 388,898 FHLMC MULTICLASS MTG K090 A2 3.4220 111,000 124,532 123,873 FHLMC MULTICLASS MTG K091 A2 3.5050 184,000 205,312 207,186 End of Month: 3/31/2021 Unaudited Holdings Report Page 1 of 34 Coupon Units Cost Market Value FHLMC MULTICLASS MTG K092 A2 3.2980 130,000 139,002 144,060 FHLMC MULTICLASS MTG K094 X1 0.8802 1,380,767 89,103 88,614 FHLMC MULTICLASS MTG K099 X1 0.8859 2,816,408 192,528 184,637 FHLMC MULTICLASS MTG K102 X1 0.8245 3,130,718 200,684 195,826 FHLMC MULTICLASS MTG K105 X1 1.5230 2,297,468 275,461 265,127 FHLMC MULTICLASS MTG K106 X1 1.3547 1,682,671 183,582 174,384 FHLMC MULTICLASS MTG K110 X1 1.6980 2,161,744 286,299 278,631 FHLMC MULTICLASS MTG K111 A1 0.8270 196,985 196,979 190,764 FHLMC MULTICLASS MTG K111 X1 1.5723 1,346,087 173,272 165,249 FHLMC MULTICLASS MTG K111 XAM 1.7965 1,475,477 231,656 214,393 FHLMC MULTICLASS MTG K114 X1 1.1184 1,899,386 176,435 169,800 FHLMC MULTICLASS MTG K115 X1 1.3278 1,743,269 187,129 183,466 FHLMC MULTICLASS MTG K116 A2 1.3780 89,000 91,533 85,294 FHLMC MULTICLASS MTG K116 X1 1.4273 918,341 107,097 102,049 FHLMC MULTICLASS MTG K120 X1 1.0394 1,105,291 94,036 92,003 FHLMC MULTICLASS MTG K121 A1 0.9950 458,841 458,821 441,687 FHLMC MULTICLASS MTG K121 A2 1.5470 410,000 421,907 397,484 FHLMC MULTICLASS MTG K121 X1 1.0287 1,499,290 126,111 123,663 FHLMC MULTICLASS MTG K122 X1 0.8834 2,828,947 208,303 204,464 FHLMC MULTICLASS MTG K124 A2 1.6580 237,000 244,012 231,706 FHLMC MULTICLASS MTG K124 AM 1.3840 670,000 669,986 636,287 FHLMC MULTICLASS MTG K127 AM 1.8510 461,000 460,962 455,294 FHLMC MULTICLASS MTG K154 A1 3.1760 483,957 485,865 527,143 FHLMC MULTICLASS MTG K154 A3 3.4590 76,000 90,982 85,285 FHLMC MULTICLASS MTG K155 A1 3.7500 379,120 391,348 426,886 FHLMC MULTICLASS MTG K156 A2 3.7000 247,500 249,183 284,387 FHLMC MULTICLASS MTG K157 A2 3.9900 584,000 694,964 683,535 FHLMC MULTICLASS MTG K159 A1 3.9500 491,937 506,139 557,884 FHLMC MULTICLASS MTG K724 A1 2.7760 76,164 75,980 77,329 FHLMC MULTICLASS MTG K725 A2 3.0020 107,000 109,290 113,626 FHLMC MULTICLASS MTG K727 A2 2.9460 191,285 203,553 203,433 FHLMC MULTICLASS MTG K727 AM 3.0370 198,000 198,782 211,461 FHLMC MULTICLASS MTG K728 X1 0.4114 6,322,401 128,036 72,720 FHLMC MULTICLASS MTG K730 A2 3.5900 198,000 201,200 216,411 FHLMC MULTICLASS MTG K731 A1 3.4810 46,767 47,343 48,508 FHLMC MULTICLASS MTG K732 A2 3.7000 101,000 107,467 110,812 FHLMC MULTICLASS MTG K734 A2 3.2080 107,000 111,230 117,045 FHLMC MULTICLASS MTG K741 AM 1.1990 670,000 669,994 654,784 FHLMC MULTICLASS MTG K741 X1 0.6577 10,688,557 379,273 370,380 FHLMC MULTICLASS MTG KBX1 A1 2.9200 614,420 612,901 656,265 FHLMC MULTICLASS MTG KG01 A10 2.9390 1,978,000 2,198,958 2,135,235 FHLMC MULTICLASS MTG KG01 A7 2.8750 870,000 947,336 934,082 FHLMC MULTICLASS MTG KG02 A1 2.0440 266,000 280,263 275,239 FHLMC MULTICLASS MTG KG03 A2 1.2970 200,000 205,632 190,507 FHLMC MULTICLASS MTG KG04 A2 1.4870 918,000 944,762 884,980 FHLMC MULTICLASS MTG KG05 A2 2.0000 1,200,000 1,235,753 1,208,038 FHLMC MULTICLASS MTG KGX1 X 0.0925 11,162,000 106,725 88,160 FHLMC MULTICLASS MTG KHG1 A2 3.3410 717,750 725,130 771,779 FHLMC MULTICLASS MTG KHG1 A4 3.3410 426,294 426,751 464,418 FHLMC MULTICLASS MTG KIR2 A1 2.7480 35,727 35,453 37,829 FHLMC MULTICLASS MTG KIR3 X 0.0736 7,100,000 58,504 43,925 FHLMC MULTICLASS MTG KJ18 A2 3.0650 26,563 26,661 27,195 FHLMC MULTICLASS MTG KJ28 A2 2.3080 280,000 284,841 293,986 FHLMC MULTICLASS MTG KL06 XFX 1.3640 4,360,000 417,032 406,148 FHLMC MULTICLASS MTG KL4F A2AS 3.6830 415,000 420,822 441,152 FHLMC MULTICLASS MTG KMP1 A2 2.9820 951,000 1,025,665 1,018,985 FHLMC MULTICLASS MTG KPLB A 2.7700 199,000 204,116 213,575 FHLMC MULTICLASS MTG KSMC X1 0.6800 25,177,983 442,790 305,620 FHLMC MULTICLASS MTG KW06 A1 3.8000 527,589 544,482 580,549 FHLMC MULTICLASS MTG KW06 A2 3.8000 180,000 198,599 204,748 FHLMC MULTICLASS MTG KW07 A1 3.6000 788,976 803,658 869,621 FHLMC MULTICLASS MTG KW10 A2 2.6910 100,000 102,715 106,208 FHLMC MULTICLASS MTG W5FX AFX 2.9697 500,000 527,142 534,020 FLORIDA ST BRD OF ADMIN FIN CO 2.1540 9,000 9,000 8,993 FNMA POOL #0259512 6.0000 111,806 119,009 125,824 FNMA POOL #0259576 6.0000 91,075 96,947 102,362 FNMA POOL #0382294 7.0500 1,035,088 1,034,294 1,034,716 FNMA POOL #0874303 5.9000 908,463 946,718 943,366 FNMA POOL #0874598 5.8200 973,132 1,020,628 1,028,569 FNMA POOL #0957026 5.7000 746,187 785,907 796,825 FNMA POOL #0957414 6.3700 1,051,078 1,137,582 1,156,873 FNMA POOL #0AM8098 2.6800 368,000 394,999 391,766 FNMA POOL #0AM8910 2.6000 252,753 270,272 266,943 FNMA POOL #0AN8982 3.4400 314,000 347,820 342,618 FNMA POOL #0AN9603 3.6300 123,000 127,229 138,822 FNMA POOL #0BD7165 4.0000 136,905 139,488 148,124 FNMA POOL #0BS0118 1.6300 1,551,000 1,484,425 1,434,884 FNMA POOL #0CA2204 4.5000 240,870 249,251 262,337 FNMA POOL #0MA3027 4.0000 138,110 140,714 149,461 FNMA POOL #0MA3522 4.5000 269,927 279,168 294,559 FNMA GTD REMIC P/T 11-M1 A3 3.7630 45,839 45,916 45,822 FNMA GTD REMIC P/T 11-M4 A2 3.7260 22,934 22,977 22,966 FNMA GTD REMIC P/T 12-M12 2A 2.8360 79,469 79,544 81,145 FNMA GTD REMIC P/T 12-M9 A2 2.4820 13,586 13,627 13,763 FNMA GTD REMIC P/T 13-M6 1AC 3.5340 399,046 459,603 437,550 End of Month: 3/31/2021 Unaudited Holdings Report Page 2