# EDGAR Filing Document

**Accession Number:** 0001437249
**File Stem:** 0000910472-26-009955
**Filing Date:** 2026-6
**Character Count:** 187910
**Document Hash:** 1293ba3f9094036bdc053d0678196e54
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000910472-26-009955.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0000910472-26-009955

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20270131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VALUED ADVISERS TRUST
- **CENTRAL INDEX KEY:** 0001437249

**ORGANIZATION NAME:**
- **EIN:** 262762915

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22208
- **FILM NUMBER:** 261125391

**BUSINESS ADDRESS:**
- **STREET 1:** 225 PICTORIA DR.
- **STREET 2:** SUITE 450
- **CITY:** CINCINNATI
- **STATE:** OH
- **ZIP:** 45246
- **BUSINESS PHONE:** 513-587-3400

**MAIL ADDRESS:**
- **STREET 1:** 225 PICTORIA DR.
- **STREET 2:** SUITE 450
- **CITY:** CINCINNATI
- **STATE:** OH
- **ZIP:** 45246

## Series and Classes Contracts Data

### Regan Floating Rate MBS ETF (Series ID: S000084093)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000248358 | Regan Floating Rate MBS ETF | MBSF            |

## Nport-Ex

Regan

Floating

Rate

MBS

ETF

Schedule

of

Investments

April

30,

2026

(Unaudited)

(a) COLLATERALIZED

MORTGAGE

OBLIGATIONS

—

92.50%

Principal

Amount

Fair

Value

Fannie

Mae

Grantor

Trust

2004,

Series

T1,

Class

2A,

4.29%,

8/25/2043

$

212,357

$

203,818

Fannie

Mae

REMIC,

Series

70,

Class

OF,

4.71%,

10/25/2031

52,261

52,698

Fannie

Mae

REMIC,

Series

13,

Class

FA,

4.66%,

3/25/2032

29,742

29,868

Fannie

Mae

REMIC,

Series

13,

Class

FC,

4.66%,

3/25/2032

29,742

29,868

Fannie

Mae

REMIC,

Series

13,

Class

FB,

4.66%,

3/25/2032

29,742

29,868

Fannie

Mae

REMIC,

Series

53,

Class

FY,

4.26%,

8/25/2032

34,428

34,395

Fannie

Mae

REMIC,

Series

68,

Class

FB,

4.26%,

10/25/2032

27,780

27,766

Fannie

Mae

REMIC,

Series

44,

Class

FI,

4.51%,

6/25/2033

88,970

89,398

Fannie

Mae

REMIC,

Series

64,

Class

FS,

5.17%,

7/25/2033

33,510

34,023

Fannie

Mae

REMIC,

Series

69,

Class

NF,

5.27%,

7/25/2033

161,317

164,236

Fannie

Mae

REMIC,

Series

81,

Class

FE,

4.26%,

9/25/2033

45,768

45,665

Fannie

Mae

REMIC,

Series

130,

Class

FD,

4.26%,

1/25/2034

103,490

103,359

Fannie

Mae

REMIC,

Series

38,

Class

FK,

4.11%,

5/25/2034

225,499

224,156

Fannie

Mae

REMIC,

Series

25,

Class

PF,

4.11%,

4/25/2035

74,755

74,152

Fannie

Mae

REMIC,

Series

45,

Class

XA,

4.10%,

6/25/2035

190,345

189,021

Fannie

Mae

REMIC,

Series

56,

Class

F,

4.05%,

7/25/2035

58,299

57,776

Fannie

Mae

REMIC,

Series

106,

Class

UF,

4.06%,

11/25/2035

73,569

73,396

Fannie

Mae

REMIC,

Series

106,

Class

PF,

4.11%,

12/25/2035

328,892

326,426

Fannie

Mae

REMIC,

Series

3,

Class

CF,

4.06%,

3/25/2036

76,927

76,316

Fannie

Mae

REMIC,

Series

39,

Class

FG,

4.68%,

3/25/2036

98,344

99,310

Fannie

Mae

REMIC,

Series

24,

Class

F,

4.06%,

4/25/2036

269,852

267,382

Fannie

Mae

REMIC,

Series

20,

Class

GF,

4.11%,

4/25/2036

69,870

69,266

Fannie

Mae

REMIC,

Series

45,

Class

FM,

4.16%,

6/25/2036

90,592

89,945

Fannie

Mae

REMIC,

Series

15,

Class

FJ,

4.69%,

6/25/2036

128,890

130,020

Fannie

Mae

REMIC,

Series

62,

Class

FP,

4.01%,

7/25/2036

286,402

283,980

Fannie

Mae

REMIC,

Series

101,

Class

FC,

4.06%,

7/25/2036

21,373

21,328

Fannie

Mae

REMIC,

Series

101,

Class

FD,

4.06%,

7/25/2036

14,484

14,453

Fannie

Mae

REMIC,

Series

79,

Class

DF,

4.11%,

8/25/2036

79,724

79,222

Fannie

Mae

REMIC,

Series

83,

Class

FH,

4.20%,

9/25/2036

168,001

166,904

Fannie

Mae

REMIC,

Series

88,

Class

AF,

4.22%,

9/25/2036

92,391

91,805

Fannie

Mae

REMIC,

Series

86,

Class

CF,

4.96%,

9/25/2036

58,823

59,928

Fannie

Mae

REMIC,

Series

101,

Class

FA,

4.18%,

10/25/2036

666,894

661,930

Fannie

Mae

REMIC,

Series

104,

Class

FC,

4.01%,

11/25/2036

118,183

117,257

Fannie

Mae

REMIC,

Series

33,

Class

FB,

4.58%,

3/25/2037

75,693

76,168

Fannie

Mae

REMIC,

Series

25,

Class

FB,

4.09%,

4/25/2037

39,366

38,855

Fannie

Mae

REMIC,

Series

54,

Class

AF,

4.32%,

4/25/2037

126,368

126,010

Fannie

Mae

REMIC,

Series

103,

Class

BF,

4.01%,

7/25/2037

573,074

567,218

Fannie

Mae

REMIC,

Series

89,

Class

EF,

4.32%,

9/25/2037

38,673

38,613

Fannie

Mae

REMIC,

Series

92,

Class

OF,

4.33%,

9/25/2037

129,024

128,783

Fannie

Mae

REMIC,

Series

102,

Class

FA,

4.33%,

11/25/2037

48,082

47,929

Fannie

Mae

REMIC,

Series

117,

Class

FM,

4.46%,

1/25/2038

229,522

229,854

Fannie

Mae

REMIC,

Series

117,

Class

MF,

4.46%,

1/25/2038

98,685

98,829

Fannie

Mae

REMIC,

Series

7,

Class

FA,

4.21%,

2/25/2038

187,771

186,819

Fannie

Mae

REMIC,

Series

12,

Class

FA,

4.43%,

3/25/2038

51,572

51,607

Fannie

Mae

REMIC,

Series

16,

Class

KF,

4.56%,

3/25/2038

99,016

99,529

Fannie

Mae

REMIC,

Series

68,

Class

FC,

4.73%,

8/25/2038

765,286

774,130

Regan

Floating

Rate

MBS

ETF

Schedule

of

Investments

(continued)

April

30,

2026

(Unaudited)

COLLATERALIZED

MORTGAGE

OBLIGATIONS

—

92.50%

-

continued

Principal

Amount

Fair

Value

Fannie

Mae

REMIC,

Series

93,

Class

GF,

4.21%,

4/25/2039

$

59,908

$

59,444

Fannie

Mae

REMIC,

Series

46,

Class

FC,

4.46%,

6/25/2039

245,669

246,590

Fannie

Mae

REMIC,

Series

46,

Class

FA,

4.46%,

6/25/2039

262,096

263,081

Fannie

Mae

REMIC,

Series

72,

Class

JF,

4.51%,

9/25/2039

211,904

213,066

Fannie

Mae

REMIC,

Series

27,

Class

FG,

4.76%,

4/25/2040

610,441

615,732

Fannie

Mae

REMIC,

Series

58,

Class

FY,

4.49%,

6/25/2040

61,434

61,478

Fannie

Mae

REMIC,

Series

134,

Class

BF,

4.19%,

10/25/2040

487,637

485,921

Fannie

Mae

REMIC,

Series

135,

Class

AF,

4.31%,

12/25/2040

63,303

62,851

Fannie

Mae

REMIC,

Series

41,

Class

FK,

4.18%,

5/25/2041

176,620

175,150

Fannie

Mae

REMIC,

Series

55,

Class

FJ,

4.20%,

6/25/2041

496,657

492,809

Fannie

Mae

REMIC,

Series

62,

Class

KF,

4.26%,

7/25/2041

169,036

167,971

Fannie

Mae

REMIC,

Series

149,

Class

MF,

4.26%,

11/25/2041

39,368

39,271

Fannie

Mae

REMIC,

Series

121,

Class

PF,

4.11%,

12/25/2041

143,539

141,261

Fannie

Mae

REMIC,

Series

3,

Class

DF,

4.31%,

2/25/2042

368,702

366,364

Fannie

Mae

REMIC,

Series

10,

Class

AF,

4.11%,

3/25/2042

638,788

632,575

Fannie

Mae

REMIC,

Series

19,

Class

JF,

4.31%,

3/25/2042

56,980

56,605

Fannie

Mae

REMIC,

Series

33,

Class

F,

4.28%,

4/25/2042

73,973

73,526

Fannie

Mae

REMIC,

Series

111,

Class

QF,

4.06%,

6/25/2042

50,934

50,635

Fannie

Mae

REMIC,

Series

70,

Class

FA,

4.21%,

7/25/2042

736,703

728,989

Fannie

Mae

REMIC,

Series

116,

Class

FP,

4.01%,

10/25/2042

583,385

573,224

Fannie

Mae

REMIC,

Series

122,

Class

FM,

4.16%,

11/25/2042

1,083,535

1,066,144

Fannie

Mae

REMIC,

Series

134,

Class

FK,

4.11%,

12/25/2042

118,576

116,288

Fannie

Mae

REMIC,

Series

10,

Class

FA,

4.11%,

2/25/2043

127,504

125,067

Fannie

Mae

REMIC,

Series

10,

Class

FB,

4.11%,

2/25/2043

169,534

166,313

Fannie

Mae

REMIC,

Series

13,

Class

FA,

4.11%,

3/25/2043

380,427

373,231

Fannie

Mae

REMIC,

Series

92,

Class

FA,

4.31%,

9/25/2043

265,369

262,823

Fannie

Mae

REMIC,

Series

118,

Class

FB,

4.28%,

12/25/2043

137,921

136,298

Fannie

Mae

REMIC,

Series

10,

Class

KF,

4.21%,

3/25/2044

148,778

147,089

Fannie

Mae

REMIC,

Series

89,

Class

FM,

4.16%,

1/25/2045

552,631

543,734

Fannie

Mae

REMIC,

Series

79,

Class

FE,

4.01%,

11/25/2045

77,904

76,643

Fannie

Mae

REMIC,

Series

2,

Class

FB,

4.16%,

2/25/2046

124,563

123,001

Fannie

Mae

REMIC,

Series

25,

Class

FL,

4.26%,

5/25/2046

1,074,306

1,060,455

Fannie

Mae

REMIC,

Series

60,

Class

UF,

4.16%,

9/25/2046

354,904

352,293

Fannie

Mae

REMIC,

Series

79,

Class

NF,

4.21%,

11/25/2046

602,723

592,378

Fannie

Mae

REMIC,

Series

91,

Class

AF,

4.16%,

12/25/2046

45,835

45,491

Fannie

Mae

REMIC,

Series

106,

Class

EF,

4.26%,

1/25/2047

1,736,112

1,711,849

Fannie

Mae

REMIC,

Series

79,

Class

FB,

4.01%,

10/25/2047

507,994

503,252

Fannie

Mae

REMIC,

Series

112,

Class

FC,

4.11%,

1/25/2048

2,054,448

2,005,429

Fannie

Mae

REMIC,

Series

42,

Class

FD,

4.01%,

6/25/2048

416,629

408,461

Fannie

Mae

REMIC,

Series

36,

Class

FD,

4.01%,

6/25/2048

106,220

105,041

Fannie

Mae

REMIC,

Series

56,

Class

FD,

4.70%,

7/25/2048

63,732

64,474

Fannie

Mae

REMIC,

Series

60,

Class

FK,

4.06%,

8/25/2048

480,638

466,977

Fannie

Mae

REMIC,

Series

55,

Class

FB,

4.06%,

8/25/2048

677,519

658,494

Fannie

Mae

REMIC,

Series

1,

Class

HF,

4.21%,

2/25/2049

143,523

141,399

Fannie

Mae

REMIC,

Series

38,

Class

FA,

4.21%,

7/25/2049

4,590,982

4,519,412

Fannie

Mae

REMIC,

Series

33,

Class

FB,

4.21%,

7/25/2049

575,979

565,678

Fannie

Mae

REMIC,

Series

38,

Class

CF,

4.21%,

7/25/2049

1,136,465

1,115,765

Regan

Floating

Rate

MBS

ETF

Schedule

of

Investments

(continued)

April

30,

2026

(Unaudited)

COLLATERALIZED

MORTGAGE

OBLIGATIONS

—

92.50%

-

continued

Principal

Amount

Fair

Value

Fannie

Mae

REMIC,

Series

31,

Class

FB,

4.21%,

7/25/2049

$

462,339

$

453,394

Fannie

Mae

REMIC,

Series

43,

Class

FD,

4.16%,

8/25/2049

582,429

572,394

Fannie

Mae

REMIC,

4.21%,

10/25/2049

923,338

908,102

Fannie

Mae

REMIC,

Series

67,

Class

FB,

4.21%,

11/25/2049

170,752

168,012

Fannie

Mae

REMIC,

Series

61,

Class

AF,

4.26%,

11/25/2049

4,262,234

4,207,487

Fannie

Mae

REMIC,

Series

76,

Class

FA,

4.26%,

12/25/2049

111,118

109,629

Fannie

Mae

REMIC,

Series

81,

Class

QF,

4.26%,

12/25/2049

2,026,498

1,995,875

Fannie

Mae

REMIC,

Series

37,

Class

FH,

4.16%,

1/25/2050

713,285

701,752

Fannie

Mae

REMIC,

Series

81,

Class

FJ,

4.26%,

1/25/2050

1,256,341

1,235,729

Fannie

Mae

REMIC,

Series

79,

Class

FA,

4.26%,

1/25/2050

1,144,390

1,126,396

Fannie

Mae

REMIC,

Series

12,

Class

FL,

4.21%,

3/25/2050

688,813

675,440

Fannie

Mae

REMIC,

Series

10,

Class

FE,

4.26%,

3/25/2050

5,384,953

5,297,900

Fannie

Mae

REMIC,

Series

27,

Class

FD,

4.21%,

5/25/2050

907,827

889,293

Fannie

Mae

REMIC,

Series

36,

Class

FH,

4.21%,

6/25/2050

2,029,689

1,988,284

Fannie

Mae

REMIC,

Series

37,

Class

FG,

4.06%,

8/25/2050

277,759

271,506

Fannie

Mae

REMIC,

Series

54,

Class

WF,

4.23%,

8/25/2050

439,749

436,260

Fannie

Mae

REMIC,

Series

25,

Class

WF,

3.85%,

5/25/2051

400,830

392,100

Fannie

Mae

REMIC,

Series

41,

Class

GF,

4.26%,

3/25/2053

3,609,075

3,591,270

Fannie

Mae

REMIC,

Series

4,

Class

FB,

4.30%,

3/25/2053

1,248,932

1,244,509

Fannie

Mae

REMIC,

Series

21,

Class

FB,

4.95%,

7/25/2053

324,299

328,211

Fannie

Mae

REMIC,

Series

58,

Class

FN,

4.15%,

12/25/2053

735,128

729,611

Fannie

Mae

REMIC,

Series

25,

Class

FB,

4.80%,

5/25/2054

307,653

310,127

Fannie

Mae

REMIC,

Series

48,

Class

FC,

4.75%,

7/25/2054

325,532

328,504

Fannie

Mae

REMIC,

Series

60,

Class

FG,

4.75%,

9/25/2054

416,658

420,439

Fannie

Mae

REMIC,

Series

73,

Class

FB,

4.85%,

10/25/2054

242,215

244,674

Fannie

Mae

REMIC,

Series

84,

Class

FD,

4.80%,

11/25/2054

138,652

139,898

Fannie

Mae

REMIC,

Series

88,

Class

FE,

4.75%,

12/25/2054

493,740

497,785

Fannie

Mae

REMIC,

Series

96,

Class

FA,

5.05%,

12/25/2054

447,066

451,834

Fannie

Mae

REMIC,

Series

95,

Class

FC,

5.05%,

12/25/2054

341,739

346,589

Fannie

Mae

REMIC,

Series

105,

Class

AF,

4.70%,

1/25/2055

21,836

22,016

Fannie

Mae

REMIC,

Series

104,

Class

FA,

4.70%,

1/25/2055

284,925

286,857

Fannie

Mae

REMIC,

Series

103,

Class

FC,

4.80%,

1/25/2055

1,267,910

1,281,245

Fannie

Mae

REMIC,

Series

103,

Class

FH,

4.90%,

1/25/2055

552,308

557,804

Fannie

Mae

REMIC,

Series

10,

Class

FB,

4.50%,

2/25/2055

137,644

137,126

Fannie

Mae

REMIC,

Series

18,

Class

KF,

4.60%,

3/25/2055

409,325

411,242

Fannie

Mae

REMIC,

Series

12,

Class

GF,

5.00%,

3/25/2055

355,500

359,710

Fannie

Mae

REMIC,

Series

32,

Class

FA,

4.90%,

5/25/2055

279,639

282,770

Fannie

Mae

REMIC,

Series

35,

Class

HF,

5.35%,

5/25/2055

73,957

74,834

Fannie

Mae

REMIC,

Series

38,

Class

DF,

4.09%,

6/25/2055

851,306

841,973

Fannie

Mae

REMIC,

Series

28,

Class

FJ,

4.21%,

6/25/2059

122,006

119,887

Fannie

Mae

REMIC,

Series

41,

Class

FG,

4.26%,

8/25/2059

672,648

659,621

Fannie

Mae

REMIC,

Series

62,

Class

FQ,

4.26%,

11/25/2059

499,612

492,659

Fannie

Mae

REMIC

Trust

2004,

Series

W5,

Class

F1,

4.21%,

2/25/2047

472,165

452,098

Fannie

Mae

Trust

2003,

Series

W6,

Class

6A,

4.83%,

8/25/2042

115,363

116,142

Freddie

Mac

REMIC,

Series

2334,

Class

FO,

4.72%,

7/15/2031

26,959

27,170

Freddie

Mac

REMIC,

Series

2582,

Class

FH,

5.00%,

7/15/2031

79,226

80,141

Freddie

Mac

REMIC,

Series

2408,

Class

FO,

4.65%,

1/15/2032

12,522

12,557

Regan

Floating

Rate

MBS

ETF

Schedule

of

Investments

(continued)

April

30,

2026

(Unaudited)

COLLATERALIZED

MORTGAGE

OBLIGATIONS

—

92.50%

-

continued

Principal

Amount

Fair

Value

Freddie

Mac

REMIC,

Series

2406,

Class

FP,

4.73%,

1/15/2032

$

50,848

$

51,321

Freddie

Mac

REMIC,

Series

2481,

Class

FE,

4.75%,

3/15/2032

38,009

38,384

Freddie

Mac

REMIC,

Series

2463,

Class

FJ,

4.75%,

3/15/2032

39,009

39,386

Freddie

Mac

REMIC,

Series

2444,

Class

FR,

4.75%,

5/15/2032

39,215

39,608

Freddie

Mac

REMIC,

Series

2526,

Class

FH,

4.20%,

11/15/2032

59,445

58,671

Freddie

Mac

REMIC,

Series

2711,

Class

FC,

4.65%,

2/15/2033

40,157

40,483

Freddie

Mac

REMIC,

Series

2647,

Class

VF,

5.27%,

7/15/2033

323,036

330,201

Freddie

Mac

REMIC,

Series

3969,

Class

AF,

4.20%,

10/15/2033

604,180

601,406

Freddie

Mac

REMIC,

Series

2733,

Class

FB,

4.35%,

10/15/2033

32,902

32,931

Freddie

Mac

REMIC,

Series

3305,

Class

BF,

4.07%,

7/15/2034

226,733

224,759

Freddie

Mac

REMIC,

Series

4265,

Class

FD,

4.15%,

1/15/2035

853,517

847,405

Freddie

Mac

REMIC,

Series

3003,

Class

KF,

4.00%,

7/15/2035

128,098

127,184

Freddie

Mac

REMIC,

Series

3085,

Class

FW,

4.45%,

8/15/2035

96,496

96,850

Freddie

Mac

REMIC,

Series

3153,

Class

FX,

4.10%,

5/15/2036

95,113

94,385

Freddie

Mac

REMIC,

Series

3155,

Class

PF,

4.10%,

5/15/2036

658,112

652,868

Freddie

Mac

REMIC,

Series

3153,

Class

EF,

4.16%,

5/15/2036

85,843

85,348

Freddie

Mac

REMIC,

Series

3208,

Class

FC,

4.15%,

8/15/2036

249,622

247,994

Freddie

Mac

REMIC,

Series

3210,

Class

FA,

4.15%,

9/15/2036

258,382

256,290

Freddie

Mac

REMIC,

Series

3222,

Class

KF,

4.15%,

9/15/2036

179,527

178,118

Freddie

Mac

REMIC,

Series

3361,

Class

AF,

4.10%,

11/15/2036

47,085

46,631

Freddie

Mac

REMIC,

Series

3281,

Class

AF,

4.07%,

2/15/2037

193,110

190,826

Freddie

Mac

REMIC,

Series

3293,

Class

FA,

4.07%,

3/15/2037

552,412

545,760

Freddie

Mac

REMIC,

Series

3284,

Class

CF,

4.12%,

3/15/2037

198,991

196,762

Freddie

Mac

REMIC,

Series

3309,

Class

FG,

4.18%,

4/15/2037

79,396

78,652

Freddie

Mac

REMIC,

Series

3318,

Class

F,

4.00%,

5/15/2037

12,830

12,651

Freddie

Mac

REMIC,

Series

3311,

Class

NF,

4.05%,

5/15/2037

86,564

85,475

Freddie

Mac

REMIC,

Series

3360,

Class

FC,

4.47%,

5/15/2037

48,478

48,550

Freddie

Mac

REMIC,

Series

3361,

Class

LF,

4.30%,

8/15/2037

149,204

148,637

Freddie

Mac

REMIC,

Series

3355,

Class

BF,

4.45%,

8/15/2037

42,836

42,859

Freddie

Mac

REMIC,

Series

4276,

Class

FA,

4.25%,

9/15/2037

254,243

251,988

Freddie

Mac

REMIC,

Series

3371,

Class

FA,

4.35%,

9/15/2037

66,124

65,991

Freddie

Mac

REMIC,

Series

3368,

Class

AF,

4.47%,

9/15/2037

50,062

50,128

Freddie

Mac

REMIC,

Series

4579,

Class

FD,

4.13%,

1/15/2038

89,398

88,271

Freddie

Mac

REMIC,

Series

3416,

Class

BF,

4.50%,

2/15/2038

276,011

276,903

Freddie

Mac

REMIC,

Series

4832,

Class

FW,

4.13%,

4/15/2038

448,823

443,363

Freddie

Mac

REMIC,

Series

3455,

Class

FG,

4.65%,

6/15/2038

706,592

710,068

Freddie

Mac

REMIC,

Series

4730,

Class

WF,

4.13%,

8/15/2038

131,740

130,116

Freddie

Mac

REMIC,

Series

4615,

Class

AF,

4.13%,

10/15/2038

65,748

64,917

Freddie

Mac

REMIC,

Series

5335,

Class

FB,

4.45%,

10/15/2039

143,708

144,137

Freddie

Mac

REMIC,

Series

4365,

Class

FH,

4.29%,

1/15/2040

83,050

82,455

Freddie

Mac

REMIC,

Series

3639,

Class

FC,

4.50%,

2/15/2040

124,195

124,547

Freddie

Mac

REMIC,

Series

3666,

Class

FC,

4.48%,

5/15/2040

132,640

132,719

Freddie

Mac

REMIC,

Series

4638,

Class

FA,

4.22%,

7/15/2040

46,558

46,031

Freddie

Mac

REMIC,

Series

4989,

Class

FA,

4.13%,

8/15/2040

84,231

82,688

Freddie

Mac

REMIC,

Series

3757,

Class

PF,

4.25%,

8/15/2040

109,106

108,881

Freddie

Mac

REMIC,

Series

3740,

Class

DF,

4.23%,

10/15/2040

81,986

81,222

Freddie

Mac

REMIC,

Series

3753,

Class

FA,

4.25%,

11/15/2040

681,576

675,587

Regan

Floating

Rate

MBS

ETF

Schedule

of

Investments

(continued)

April

30,

2026

(Unaudited)

COLLATERALIZED

MORTGAGE

OBLIGATIONS

—

92.50%

-

continued

Principal

Amount

Fair

Value

Freddie

Mac

REMIC,

Series

3759,

Class

FB,

4.25%,

11/15/2040

$

235,083

$

232,982

Freddie

Mac

REMIC,

Series

3997,

Class

FJ,

4.20%,

1/15/2041

202,914

201,134

Freddie

Mac

REMIC,

Series

3807,

Class

FM,

4.25%,

2/15/2041

97,743

97,181

Freddie

Mac

REMIC,

Series

3843,

Class

FE,

4.30%,

4/15/2041

196,934

195,768

Freddie

Mac

REMIC,

Series

4105,

Class

LF,

4.10%,

8/15/2041

305,728

304,981

Freddie

Mac

REMIC,

Series

4105,

Class

NF,

4.15%,

9/15/2042

904,650

889,722

Freddie

Mac

REMIC,

Series

4116,

Class

LF,

4.05%,

10/15/2042

1,347,311

1,320,171

Freddie

Mac

REMIC,

Series

4159,

Class

FQ,

4.25%,

1/15/2043

417,317

414,674

Freddie

Mac

REMIC,

Series

4240,

Class

FA,

4.25%,

8/15/2043

541,981

535,409

Freddie

Mac

REMIC,

Series

4255,

Class

GF,

4.10%,

9/15/2043

58,813

57,994

Freddie

Mac

REMIC,

Series

4283,

Class

JF,

4.15%,

12/15/2043

460,972

455,759

Freddie

Mac

REMIC,

Series

4286,

Class

VF,

4.20%,

12/15/2043

108,144

106,748

Freddie

Mac

REMIC,

Series

4281,

Class

LF,

4.25%,

12/15/2043

1,417,613

1,402,788

Freddie

Mac

REMIC,

Series

4310,

Class

FA,

4.30%,

2/15/2044

83,255

82,416

Freddie

Mac

REMIC,

Series

4383,

Class

KF,

4.15%,

9/15/2044

5,691,392

5,589,021

Freddie

Mac

REMIC,

Series

4431,

Class

FT,

4.15%,

1/15/2045

4,296,613

4,221,424

Freddie

Mac

REMIC,

Series

4476,

Class

BF,

4.00%,

5/15/2045

267,426

260,458

Freddie

Mac

REMIC,

Series

4587,

Class

AF,

4.10%,

6/15/2046

58,371

57,919

Freddie

Mac

REMIC,

Series

4614,

Class

FK,

4.25%,

9/15/2046

2,471,621

2,436,367

Freddie

Mac

REMIC,

Series

4945,

Class

F,

4.28%,

12/15/2046

503,147

496,003

Freddie

Mac

REMIC,

Series

4648,

Class

FA,

4.25%,

1/15/2047

253,068

249,352

Freddie

Mac

REMIC,

Series

4735,

Class

FB,

4.10%,

12/15/2047

458,352

447,756

Freddie

Mac

REMIC,

Series

4754,

Class

FM,

4.05%,

2/15/2048

817,746

795,798

Freddie

Mac

REMIC,

Series

4792,

Class

FA,

4.05%,

5/15/2048

875,818

851,881

Freddie

Mac

REMIC,

Series

4821,

Class

FL,

4.05%,

6/15/2048

653,610

636,520

Freddie

Mac

REMIC,

Series

5383,

Class

AF,

4.67%,

8/15/2048

237,863

239,848

Freddie

Mac

REMIC,

Series

4826,

Class

KF,

4.05%,

9/15/2048

46,137

45,098

Freddie

Mac

REMIC,

Series

4845,

Class

WF,

4.05%,

12/15/2048

80,826

79,748

Freddie

Mac

REMIC,

Series

4852,

Class

BF,

4.15%,

12/15/2048

579,197

567,029

Freddie

Mac

REMIC,

Series

4913,

Class

UF,

4.20%,

3/15/2049

1,297,049

1,272,457

Freddie

Mac

REMIC,

Series

4863,

Class

F,

4.20%,

3/15/2049

151,772

148,990

Freddie

Mac

REMIC,

Series

5426,

Class

BF,

4.57%,

4/15/2049

330,682

331,654

Freddie

Mac

REMIC,

Series

4882,

Class

FA,

4.20%,

5/15/2049

3,677,794

3,622,575

Freddie

Mac

REMIC,

Series

4903,

Class

NF,

4.16%,

8/25/2049

350,596

344,746

Freddie

Mac

REMIC,

Series

4916,

Class

FA,

4.16%,

9/25/2049

326,040

323,071

Freddie

Mac

REMIC,

Series

4918,

Class

F,

4.21%,

10/25/2049

1,591,837

1,568,456

Freddie

Mac

REMIC,

Series

4927,

Class

FG,

4.26%,

11/25/2049

368,822

362,780

Freddie

Mac

REMIC,

Series

4940,

Class

FE,

4.31%,

1/25/2050

645,413

636,474

Freddie

Mac

REMIC,

Series

4959,

Class

JF,

4.21%,

3/25/2050

595,443

583,757

Freddie

Mac

REMIC,

Series

4981,

Class

JF,

4.16%,

6/25/2050

1,042,893

1,023,883

Freddie

Mac

REMIC,

Series

5003,

Class

AF,

4.16%,

8/25/2050

681,210

664,074

Freddie

Mac

REMIC,

Series

5270,

Class

FH,

4.60%,

6/25/2052

699,309

701,899

Freddie

Mac

REMIC,

Series

5273,

Class

FA,

4.90%,

11/25/2052

116,088

116,517

Freddie

Mac

REMIC,

Series

5391,

Class

FC,

4.75%,

3/25/2054

474,128

478,386

Freddie

Mac

REMIC,

Series

5389,

Class

FC,

5.00%,

3/25/2054

1,697,021

1,716,728

Freddie

Mac

REMIC,

Series

5469,

Class

F,

4.75%,

9/25/2054

386,947

389,680

Freddie

Mac

REMIC,

Series

5475,

Class

FA,

4.75%,

11/25/2054

309,673

311,830

Regan

Floating

Rate

MBS

ETF

Schedule

of

Investments

(continued)

April

30,

2026

(Unaudited)

COLLATERALIZED

MORTGAGE

OBLIGATIONS

—

92.50%

-

continued

Principal

Amount

Fair

Value

Freddie

Mac

REMIC,

Series

5473,

Class

BF,

4.95%,

11/25/2054

$

2,248,929

$

2,276,062

Freddie

Mac

REMIC,

Series

5480,

Class

FG,

4.80%,

12/25/2054

172,111

173,759

Freddie

Mac

REMIC,

Series

5484,

Class

FA,

4.85%,

12/25/2054

448,275

453,055

Freddie

Mac

REMIC,

Series

5483,

Class

FB,

5.08%,

12/25/2054

218,064

220,922

Freddie

Mac

REMIC,

Series

5495,

Class

AF,

4.80%,

1/25/2055

71,746

72,500

Freddie

Mac

REMIC,

Series

5508,

Class

FA,

4.55%,

2/25/2055

57,360

57,318

Freddie

Mac

REMIC,

Series

5499,

Class

FX,

5.05%,

2/25/2055

52,933

53,620

Freddie

Mac

REMIC,

Series

5511,

Class

FG,

4.80%,

3/25/2055

333,709

336,858

Freddie

Mac

REMIC,

Series

5517,

Class

F,

4.85%,

3/25/2055

130,610

130,459

Freddie

Mac

REMIC,

Series

5524,

Class

FA,

4.85%,

4/25/2055

139,977

139,663

Freddie

Mac

REMIC,

Series

5589,

Class

FB,

4.75%,

10/25/2055

461,589

465,649

Freddie

Mac

REMIC,

Series

5583,

Class

FA,

4.90%,

10/25/2055

169,268

171,400

Freddie

Mac

REMIC,

Series

4839,

Class

QF,

4.15%,

8/15/2056

908,545

887,063

Freddie

Mac

REMIC

Trust

2005,

Series

S001,

Class

1A2,

3.92%,

9/25/2035

809,169

792,293

Freddie

Mac

Strips,

Series

240,

Class

F22,

4.10%,

7/15/2036

112,988

112,091

Freddie

Mac

Strips,

Series

330,

Class

F4,

4.13%,

10/15/2037

51,684

51,050

Freddie

Mac

Strips,

Series

263,

Class

F5,

4.25%,

6/15/2042

434,995

431,009

Freddie

Mac

Strips,

Series

264,

Class

F1,

4.30%,

7/15/2042

88,511

87,678

Freddie

Mac

Strips,

Series

339,

Class

F5,

4.20%,

11/15/2044

2,004,200

1,974,134

Freddie

Mac

Strips,

Series

359,

Class

F3,

4.20%,

10/15/2047

1,596,155

1,572,974

Freddie

Mac

Strips,

Series

406,

Class

F4,

4.55%,

10/25/2053

534,005

535,744

Government

National

Mortgage

Association,

Series

35,

Class

FB,

4.08%,

8/16/2031

73,513

72,977

Government

National

Mortgage

Association,

Series

67,

Class

FP,

4.68%,

8/20/2033

1,017,633

1,017,854

Government

National

Mortgage

Association,

Series

32,

Class

FT,

4.08%,

1/20/2034

321,866

321,825

Government

National

Mortgage

Association,

Series

11,

Class

FX,

4.83%,

2/20/2034

112,218

112,252

Government

National

Mortgage

Association,

Series

46,

Class

MF,

4.18%,

5/16/2034

44,436

44,255

Government

National

Mortgage

Association,

Series

84,

Class

F,

4.03%,

11/16/2035

73,835

73,278

Government

National

Mortgage

Association,

Series

23,

Class

FT,

4.08%,

4/20/2037

209,065

209,022

Government

National

Mortgage

Association,

Series

51,

Class

FN,

4.20%,

8/20/2037

106,413

105,571

Government

National

Mortgage

Association,

Series

72,

Class

HF,

4.22%,

11/20/2037

133,599

132,607

Government

National

Mortgage

Association,

Series

79,

Class

FA,

4.23%,

12/20/2037

1,204,681

1,196,170

Government

National

Mortgage

Association,

Series

3,

Class

FA,

4.23%,

1/20/2038

1,053,682

1,052,215

Government

National

Mortgage

Association,

Series

51,

Class

FH,

4.53%,

6/16/2038

196,110

196,512

Regan

Floating

Rate

MBS

ETF

Schedule

of

Investments

(continued)

April

30,

2026

(Unaudited)

COLLATERALIZED

MORTGAGE

OBLIGATIONS

—

92.50%

-

continued

Principal

Amount

Fair

Value

Government

National

Mortgage

Association,

Series

51,

Class

FG,

4.55%,

6/16/2038

$

55,093

$

55,222

Government

National

Mortgage

Association,

Series

58,

Class

FA,

4.60%,

7/20/2038

119,708

120,060

Government

National

Mortgage

Association,

Series

68,

Class

FA,

4.73%,

8/20/2038

532,659

534,485

Government

National

Mortgage

Association,

Series

66,

Class

FN,

4.73%,

8/20/2038

137,732

137,943

Government

National

Mortgage

Association,

Series

6,

Class

FJ,

4.76%,

2/20/2039

457,865

457,957

Government

National

Mortgage

Association,

Series

15,

Class

FL,

4.73%,

3/20/2039

649,103

649,223

Government

National

Mortgage

Association,

Series

12,

Class

FA,

4.73%,

3/20/2039

649,102

649,223

Government

National

Mortgage

Association,

Series

66,

Class

UF,

4.78%,

8/16/2039

84,553

85,129

Government

National

Mortgage

Association,

Series

92,

Class

FJ,

4.46%,

10/16/2039

85,511

85,615

Government

National

Mortgage

Association,

Series

110,

Class

CF,

4.39%,

11/16/2039

1,478,553

1,477,747

Government

National

Mortgage

Association,

Series

116,

Class

KF,

4.31%,

12/16/2039

40,663

40,562

Government

National

Mortgage

Association,

Series

149,

Class

MF,

4.18%,

12/20/2039

1,482,227

1,469,272

Government

National

Mortgage

Association,

Series

20,

Class

FD,

4.60%,

2/20/2040

247,395

248,442

Government

National

Mortgage

Association,

Series

31,

Class

FV,

4.53%,

3/20/2040

243,133

243,530

Government

National

Mortgage

Association,

Series

85,

Class

FE,

4.23%,

7/20/2040

839,041

832,467

Government

National

Mortgage

Association,

Series

2014-131,

Class

BW,

5.76%,

5/20/2041

124,260

122,154

Government

National

Mortgage

Association,

Series

153,

Class

LF,

4.03%,

7/16/2041

203,178

200,787

Government

National

Mortgage

Association,

Series

135,

Class

FN,

4.18%,

10/16/2041

1,767,720

1,750,101

Government

National

Mortgage

Association,

Series

113,

Class

QF,

4.08%,

2/20/2042

177,144

175,534

Government

National

Mortgage

Association,

Series

34,

Class

FA,

4.23%,

3/20/2042

196,467

193,989

Government

National

Mortgage

Association,

Series

74,

Class

LF,

4.18%,

6/20/2042

1,015,634

1,000,007

Government

National

Mortgage

Association,

Series

124,

Class

GF,

4.03%,

10/20/2042

871,339

854,919

Government

National

Mortgage

Association,

Series

5,

Class

FA,

4.23%,

1/20/2044

2,197,506

2,170,184

Regan

Floating

Rate

MBS

ETF

Schedule

of

Investments

(continued)

April

30,

2026

(Unaudited)

COLLATERALIZED

MORTGAGE

OBLIGATIONS

—

92.50%

-

continued

Principal

Amount

Fair

Value

Government

National

Mortgage

Association,

Series

110,

Class

DF,

4.00%,

8/20/2045

$

303,890

$

295,963

Government

National

Mortgage

Association,

Series

161,

Class

AF,

4.08%,

11/20/2045

495,528

484,421

Government

National

Mortgage

Association,

Series

33,

Class

UF,

4.23%,

3/20/2046

2,858,088

2,814,177

Government

National

Mortgage

Association,

Series

49,

Class

MF,

4.28%,

4/20/2046

884,494

877,516

Government

National

Mortgage

Association,

Series

83,

Class

NF,

4.18%,

6/20/2046

1,115,974

1,091,834

Government

National

Mortgage

Association,

Series

89,

Class

HF,

4.23%,

7/20/2046

1,337,170

1,315,901

Government

National

Mortgage

Association,

Series

18,

Class

GF,

4.08%,

2/20/2047

127,366

124,077

Government

National

Mortgage

Association,

Series

1,

Class

EF,

4.08%,

1/20/2048

974,140

947,378

Government

National

Mortgage

Association,

Series

138,

Class

FB,

4.08%,

10/20/2048

1,720,850

1,677,839

Government

National

Mortgage

Association,

Series

33,

Class

F,

4.23%,

3/20/2049

121,664

119,961

Government

National

Mortgage

Association,

Series

35,

Class

GF,

4.23%,

3/20/2049

1,169,553

1,152,147

Government

National

Mortgage

Association,

Series

31,

Class

GF,

4.23%,

3/20/2049

321,719

317,061

Government

National

Mortgage

Association,

Series

44,

Class

FM,

4.23%,

4/20/2049

954,502

938,555

Government

National

Mortgage

Association,

Series

71,

Class

FK,

4.13%,

6/20/2049

1,464,851

1,431,910

Government

National

Mortgage

Association,

Series

90,

Class

BF,

4.13%,

7/20/2049

2,815,508

2,751,738

Government

National

Mortgage

Association,

Series

98,

Class

KF,

4.23%,

8/20/2049

3,104,800

3,049,691

Government

National

Mortgage

Association,

Series

115,

Class

FE,

4.18%,

9/20/2049

2,742,420

2,686,845

Government

National

Mortgage

Association,

Series

143,

Class

AF,

4.23%,

11/20/2049

3,272,378

3,224,728

Government

National

Mortgage

Association,

Series

143,

Class

JF,

4.23%,

11/20/2049

3,927,296

3,870,978

Government

National

Mortgage

Association,

Series

30,

Class

FE,

4.23%,

3/20/2050

1,473,371

1,446,772

Government

National

Mortgage

Association,

Series

98,

Class

FM,

2.50%,

6/20/2051

157,363

131,504

Government

National

Mortgage

Association,

Series

64,

Class

FA,

4.34%,

4/20/2052

1,790,385

1,704,931

Government

National

Mortgage

Association,

Series

78,

Class

FM,

4.49%,

4/20/2052

1,755,126

1,677,505

Regan

Floating

Rate

MBS

ETF

Schedule

of

Investments

(continued)

April

30,

2026

(Unaudited)

COLLATERALIZED

MORTGAGE

OBLIGATIONS

—

92.50%

-

continued

Principal

Amount

Fair

Value

Government

National

Mortgage

Association,

Series

160,

Class

NF,

4.14%,

9/20/2052

$

2,041,346

$

2,012,375

Government

National

Mortgage

Association,

Series

154,

Class

FC,

4.19%,

9/20/2052

1,330,813

1,314,919

Government

National

Mortgage

Association,

Series

80,

Class

GF,

4.54%,

6/20/2053

83,073

83,371

Government

National

Mortgage

Association,

Series

96,

Class

FA,

4.69%,

7/20/2053

77,065

77,658

Government

National

Mortgage

Association,

Series

116,

Class

F,

4.84%,

8/20/2053

192,337

194,304

Government

National

Mortgage

Association,

Series

128,

Class

CF,

4.84%,

8/20/2053

105,942

107,204

Government

National

Mortgage

Association,

Series

111,

Class

FN,

4.84%,

8/20/2053

90,074

91,150

Government

National

Mortgage

Association,

Series

51,

Class

FL,

4.54%,

3/20/2054

197,844

198,437

Government

National

Mortgage

Association,

Series

64,

Class

YK,

4.64%,

4/20/2054

79,772

80,179

Government

National

Mortgage

Association,

Series

64,

Class

YF,

4.77%,

4/20/2054

1,381,249

1,390,429

Government

National

Mortgage

Association,

Series

64,

Class

YX,

4.77%,

4/20/2054

481,955

485,159

Government

National

Mortgage

Association,

Series

84,

Class

FJ,

4.84%,

5/20/2054

1,516,576

1,530,351

Government

National

Mortgage

Association,

Series

97,

Class

FW,

4.79%,

6/20/2054

158,366

159,468

Government

National

Mortgage

Association,

Series

97,

Class

CF,

4.79%,

6/20/2054

147,732

148,752

Government

National

Mortgage

Association,

Series

197,

Class

FV,

4.59%,

12/20/2054

139,550

140,300

Government

National

Mortgage

Association,

Series

41,

Class

F,

4.84%,

3/20/2055

35,310

35,650

Government

National

Mortgage

Association,

Series

1,

Class

AF,

4.74%,

1/20/2056

12,802

12,826

Government

National

Mortgage

Association,

Series

H27,

Class

FA,

4.16%,

12/20/2060

14,821

14,720

Government

National

Mortgage

Association,

Series

2012-H11,

Class

FA,

4.48%,

2/20/2062

64,089

64,261

Government

National

Mortgage

Association,

Series

H12,

Class

FA,

4.33%,

4/20/2062

136,466

136,169

Government

National

Mortgage

Association,

Series

H23,

Class

WA,

4.30%,

10/20/2062

120,314

120,338

Government

National

Mortgage

Association,

Series

44,

Class

FB,

4.82%,

3/20/2064

145,805

147,057

Government

National

Mortgage

Association,

Series

2014-H15,

Class

FA,

4.28%,

7/20/2064

40,862

40,859

Regan

Floating

Rate

MBS

ETF

Schedule

of

Investments

(continued)

April

30,

2026

(Unaudited)

(a) Floating

rate

security.

The

rate

shown

is

the

effective

interest

rate

as

of

April

30,

2026. COLLATERALIZED

MORTGAGE

OBLIGATIONS

—

92.50%

-

continued

Principal

Amount

Fair

Value

Government

National

Mortgage

Association,

Series

H20,

Class

MF,

4.43%,

10/20/2064

$

48,058

$

48,110

Government

National

Mortgage

Association,

Series

H28,

Class

FD,

4.48%,

8/20/2065

87,644

87,882

Government

National

Mortgage

Association,

Series

H26,

Class

FG,

4.30%,

10/20/2065

78,810

78,823

Government

National

Mortgage

Association,

Series

H06,

Class

FG,

4.60%,

3/20/2066

82,470

82,796

Government

National

Mortgage

Association,

Series

H23,

Class

F,

4.53%,

10/20/2066

113,493

113,792

Government

National

Mortgage

Association,

Series

H03,

Class

FA,

4.55%,

12/20/2066

69,022

69,456

Government

National

Mortgage

Association,

Series

H12,

Class

FL,

4.26%,

5/20/2067

564,298

564,074

Government

National

Mortgage

Association,

Series

2020-H04,

Class

FP,

4.28%,

6/20/2069

172,508

172,673

Government

National

Mortgage

Association,

Series

H05,

Class

FL,

4.51%,

1/20/2073

94,884

95,036

Government

National

Mortgage

Association,

Series

H06,

Class

FA,

4.34%,

4/20/2074

62,258

62,544

Government

National

Mortgage

Association,

Series

H09,

Class

BF,

4.39%,

6/20/2074

139,300

134,599

Total

Collateralized

Mortgage

Obligations

(Cost $184,796,729)

185,906,014

U.S.

GOVERNMENT

&

AGENCIES

—

7.97%

(a) United

States

Treasury

Bill,

3.62 %

,

3/18/2027

2,000,000

1,936,580

United

States

Treasury

Floating

Rate

Note,

3.74 %

,

1/31/2028

5,000,000

5,000,521

United

States

Treasury

Floating

Rate

Note,

3.75 %

,

4/30/2028

3,000,000

2,999,947

United

States

Treasury

Inflation

Indexed

Bond,

0.13 %

,

4/15/2027

5,275,000

6,085,661

Total

U.S.

Government

&

Agencies

(Cost $16,007,412)

16,022,709

Total

Investments

—

100.47%

(Cost

$200,804,141)

201,928,723

Liabilities

in

Excess

of

Other

Assets — (0.47)%

(940,682)

NET

ASSETS

—

100.00%

$

200,988,041

REMIC

-

Real

Estate

Mortgage

Investment

Conduit

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Valued Advisers Trust

- **b. Investment Company Act file number:** 811-22208

- **c. CIK number of Registrant:** 0001437249

- **d. LEI of Registrant:** 549300W12YUPFS7QVT86

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

  - **Street Address 1:** 225 Pictoria Drive

  - **City:** Cincinnati

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 45246

  - **Telephone number:** 513-587-3400

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

- **a. Name of Series:** REGAN FLOATING RATE MBS ETF

- **b. EDGAR series identifier (if any):** S000084093

- **c. LEI of Series:** 529900Y3DX75IOWM0D49

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

- **a. Date of fiscal year-end:** 2027-01-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $205560235.05

**Total Liabilities:** $4572194.21

**Net Assets:** $200988040.84

**Cash Not Reported:** $176.83

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 18.48582050 | **1-Year:** 6072.14159103 | **5-Year:** 52078.66173203 | **10-Year:** 30120.35446981 | **30-Year:** 0.00000000

**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 C000248358 | 0.58%                | -0.05%               | 0.40%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $33500.66                | $478041.08                                 |
| Month 2  | $45866.40                | $-820452.18                                |
| Month 3  | $69998.37                | $87854.13                                  |

### Schedule of Portfolio Investments

| Name                                                 | Title                                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 12/16/2039     | CUSIP: 38376PA42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     40663 | PA      | $40562.27     | 0.02%             | 2039-12-16      | Floating      | 4.31%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 07/15/2034                           | CUSIP: 31397GSV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    226733 | PA      | $224758.67    | 0.11%             | 2034-07-15      | Floating      | 4.07%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 06/25/2041                            | CUSIP: 31397UGE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    496657 | PA      | $492809.03    | 0.25%             | 2041-06-25      | Floating      | 4.20%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac Securities REMIC Trust 2005-S001 Floating Rate, Due 09/25/2035 | CUSIP: 35562QAB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    809169 | PA      | $792292.78    | 0.39%             | 2035-09-25      | Floating      | 3.92%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 07/25/2036                            | CUSIP: 31395N5Z6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    286402 | PA      | $283980.19    | 0.14%             | 2036-07-25      | Floating      | 4.01%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 08/20/2038     | CUSIP: 38375XPF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    532659 | PA      | $534485.45    | 0.27%             | 2038-08-20      | Floating      | 4.73%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 01/15/2040                           | CUSIP: 3137BCP36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     83050 | PA      | $82454.76     | 0.04%             | 2040-01-15      | Variable      | 4.29%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 06/16/2038     | CUSIP: 38375QV97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     55093 | PA      | $55222.32     | 0.03%             | 2038-06-16      | Floating      | 4.55%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 08/25/2050                           | CUSIP: 3137FVHY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    681210 | PA      | $664074.46    | 0.33%             | 2050-08-25      | Floating      | 4.16%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 10/25/2031                            | CUSIP: 31392BBU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     52261 | PA      | $52698.48     | 0.03%             | 2031-10-25      | Floating      | 4.71%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 03/25/2050                            | CUSIP: 3136B8D30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    688813 | PA      | $675440.29    | 0.34%             | 2050-03-25      | Floating      | 4.21%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 06/20/2074     | CUSIP: 38384PPK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    139300 | PA      | $134598.52    | 0.07%             | 2074-06-20      | Variable      | 4.39%                 | No            | 2                  | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 09/25/2039                            | CUSIP: 31396QN21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    211904 | PA      | $213066.23    | 0.11%             | 2039-09-25      | Floating      | 4.51%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 09/25/2054                            | CUSIP: 3136BSR64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    416658 | PA      | $420439.06    | 0.21%             | 2054-09-25      | Floating      | 4.75%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 02/25/2042                            | CUSIP: 3136A32C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    368702 | PA      | $366363.83    | 0.18%             | 2042-02-25      | Floating      | 4.31%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 11/16/2035     | CUSIP: 38374MEN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     73835 | PA      | $73277.84     | 0.04%             | 2035-11-16      | Floating      | 4.03%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 04/20/2046     | CUSIP: 38379WFQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    884494 | PA      | $877515.78    | 0.44%             | 2046-04-20      | Floating      | 4.28%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 07/15/2035                           | CUSIP: 31395W4B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    128098 | PA      | $127184.26    | 0.06%             | 2035-07-15      | Floating      | 4.00%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 11/25/2037                            | CUSIP: 31396XK94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     48082 | PA      | $47929.09     | 0.02%             | 2037-11-25      | Floating      | 4.33%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 07/25/2042                            | CUSIP: 3136A7EC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    736703 | PA      | $728989.22    | 0.36%             | 2042-07-25      | Floating      | 4.21%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 12/25/2041                            | CUSIP: 3136A2XF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    143539 | PA      | $141260.85    | 0.07%             | 2041-12-25      | Floating      | 4.11%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 11/25/2054                           | CUSIP: 3137HHFL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2248929 | PA      | $2276061.63   | 1.13%             | 2054-11-25      | Floating      | 4.95%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 10/20/2066     | CUSIP: 38376RB70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    113493 | PA      | $113792.05    | 0.06%             | 2066-10-20      | Variable      | 4.53%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 06/15/2046                           | CUSIP: 3137BPXH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     58371 | PA      | $57918.61     | 0.03%             | 2046-06-15      | Floating      | 4.10%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 06/25/2055                            | CUSIP: 3136APAH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    851306 | PA      | $841972.92    | 0.42%             | 2055-06-25      | Variable      | 4.09%                 | No            | 2                  | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 12/20/2039     | CUSIP: 38378UKX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1482227 | PA      | $1469271.98   | 0.73%             | 2039-12-20      | Floating      | 4.18%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 03/20/2066     | CUSIP: 38376RSB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     82470 | PA      | $82796.14     | 0.04%             | 2066-03-20      | Variable      | 4.60%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 12/25/2054                           | CUSIP: 3137HHUD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    172111 | PA      | $173758.70    | 0.09%             | 2054-12-25      | Floating      | 4.80%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 03/15/2049                           | CUSIP: 3137FL2W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    151772 | PA      | $148989.86    | 0.07%             | 2049-03-15      | Floating      | 4.20%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 03/25/2044                            | CUSIP: 3136AJEU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    148778 | PA      | $147088.52    | 0.07%             | 2044-03-25      | Floating      | 4.21%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 11/25/2041                            | CUSIP: 3136A3FE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     39368 | PA      | $39270.58     | 0.02%             | 2041-11-25      | Floating      | 4.26%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 07/20/2040     | CUSIP: 38374YPW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    839041 | PA      | $832466.86    | 0.41%             | 2040-07-20      | Floating      | 4.23%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 09/25/2054                           | CUSIP: 3137HHH53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    386946 | PA      | $389679.97    | 0.19%             | 2054-09-25      | Floating      | 4.75%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 10/15/2033                           | CUSIP: 3137AJZT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    604180 | PA      | $601406.30    | 0.30%             | 2033-10-15      | Floating      | 4.20%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 04/25/2036                            | CUSIP: 31395BU43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     69870 | PA      | $69265.61     | 0.03%             | 2036-04-25      | Floating      | 4.11%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 11/25/2054                           | CUSIP: 3137HHDE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    309673 | PA      | $311829.85    | 0.16%             | 2054-11-25      | Floating      | 4.75%                 | No            | 2                  | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 06/16/2038     | CUSIP: 38375QW21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    196110 | PA      | $196511.98    | 0.10%             | 2038-06-16      | Floating      | 4.53%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 09/25/2036                            | CUSIP: 31396KD90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    168001 | PA      | $166903.67    | 0.08%             | 2036-09-25      | Floating      | 4.20%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 10/25/2047                            | CUSIP: 3136AYHK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    507994 | PA      | $503251.57    | 0.25%             | 2047-10-25      | Floating      | 4.01%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 07/25/2035                            | CUSIP: 31394D6M7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     58299 | PA      | $57775.71     | 0.03%             | 2035-07-25      | Floating      | 4.05%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 04/20/2049     | CUSIP: 38381TRK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    954502 | PA      | $938554.71    | 0.47%             | 2049-04-20      | Floating      | 4.23%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 05/25/2034                            | CUSIP: 31393YBS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    225499 | PA      | $224156.28    | 0.11%             | 2034-05-25      | Floating      | 4.11%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 10/16/2039     | CUSIP: 38376CR84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     85511 | PA      | $85614.71     | 0.04%             | 2039-10-16      | Floating      | 4.46%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 05/15/2037                           | CUSIP: 31397HDF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     12830 | PA      | $12650.96     | 0.01%             | 2037-05-15      | Floating      | 4.00%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 05/25/2054                            | CUSIP: 3136BRTL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    307653 | PA      | $310127.36    | 0.15%             | 2054-05-25      | Floating      | 4.80%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 08/15/2040                           | CUSIP: 3137A2C74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    109106 | PA      | $108881.09    | 0.05%             | 2040-08-15      | Floating      | 4.25%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 11/15/2040                           | CUSIP: 3137A3L49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    681576 | PA      | $675586.83    | 0.34%             | 2040-11-15      | Floating      | 4.25%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 09/15/2048                           | CUSIP: 3137FH4G5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     46137 | PA      | $45098.00     | 0.02%             | 2048-09-15      | Floating      | 4.05%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 12/25/2042                            | CUSIP: 3136AARK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    118576 | PA      | $116287.60    | 0.06%             | 2042-12-25      | Floating      | 4.11%                 | No            | N/A                | On Loan: No      |
| Ginnie Mae (Ze)                                      | Government National Mortgage Association Floating Rate, Due 06/20/2049     | CUSIP: 38381WEB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1464851 | PA      | $1431910.42   | 0.71%             | 2049-06-20      | Floating      | 4.13%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 01/15/2038                           | CUSIP: 3137BPPH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     89398 | PA      | $88271.45     | 0.04%             | 2038-01-15      | Variable      | 4.13%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 01/25/2050                            | CUSIP: 3136B8GL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1256341 | PA      | $1235729.09   | 0.61%             | 2050-01-25      | Floating      | 4.26%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 02/25/2043                            | CUSIP: 3136ACCA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    169534 | PA      | $166313.38    | 0.08%             | 2043-02-25      | Floating      | 4.11%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 10/25/2054                            | CUSIP: 3136BTBD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    242215 | PA      | $244674.28    | 0.12%             | 2054-10-25      | Floating      | 4.85%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 09/15/2037                           | CUSIP: 31397KNW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     66124 | PA      | $65991.39     | 0.03%             | 2037-09-15      | Floating      | 4.35%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 06/25/2039                            | CUSIP: 31397NM93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    262096 | PA      | $263080.93    | 0.13%             | 2039-06-25      | Floating      | 4.46%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 03/25/2053                            | CUSIP: 3136BPB34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1248932 | PA      | $1244508.66   | 0.62%             | 2053-03-25      | Floating      | 4.30%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 12/25/2040                            | CUSIP: 31398SH89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     63303 | PA      | $62851.22     | 0.03%             | 2040-12-25      | Floating      | 4.31%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 02/25/2055                           | CUSIP: 3137HJZJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     52933 | PA      | $53620.32     | 0.03%             | 2055-02-25      | Floating      | 5.05%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 11/25/2052                           | CUSIP: 3137H9FR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    116088 | PA      | $116517.20    | 0.06%             | 2052-11-25      | Floating      | 4.90%                 | No            | 2                  | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 03/20/2039     | CUSIP: 38374TKE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    649103 | PA      | $649223.45    | 0.32%             | 2039-03-20      | Floating      | 4.73%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 03/25/2055                            | CUSIP: 3136BVGS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    355500 | PA      | $359710.12    | 0.18%             | 2055-03-25      | Floating      | 5.00%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 11/15/2040                           | CUSIP: 3137A2SY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    235083 | PA      | $232981.72    | 0.12%             | 2040-11-15      | Floating      | 4.25%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae Trust 2003-W6 Floating Rate, Due 08/25/2042                     | CUSIP: 31393BW76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    115363 | PA      | $116141.93    | 0.06%             | 2042-08-25      | Variable      | 4.83%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 07/15/2031                           | CUSIP: 31393MLN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     79226 | PA      | $80141.09     | 0.04%             | 2031-07-15      | Floating      | 5.00%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 03/15/2032                           | CUSIP: 31392TSB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     38009 | PA      | $38384.27     | 0.02%             | 2032-03-15      | Floating      | 4.75%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 01/15/2045                           | CUSIP: 3137BFXK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   4296613 | PA      | $4221424.32   | 2.10%             | 2045-01-15      | Floating      | 4.15%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 12/20/2037     | CUSIP: 383742AA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1204681 | PA      | $1196169.93   | 0.60%             | 2037-12-20      | Floating      | 4.23%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 12/20/2054     | CUSIP: 38385BEF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    139550 | PA      | $140299.51    | 0.07%             | 2054-12-20      | Floating      | 4.59%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 07/25/2036                            | CUSIP: 31396LHX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     14484 | PA      | $14452.87     | 0.01%             | 2036-07-25      | Floating      | 4.06%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 08/25/2038                            | CUSIP: 31397MKX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    765286 | PA      | $774129.52    | 0.39%             | 2038-08-25      | Floating      | 4.73%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 11/25/2036                            | CUSIP: 31396LLP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    118183 | PA      | $117256.58    | 0.06%             | 2036-11-25      | Floating      | 4.01%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 12/20/2060     | CUSIP: 38375BJK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     14821 | PA      | $14720.20     | 0.01%             | 2060-12-20      | Variable      | 4.16%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 11/25/2042                            | CUSIP: 3136A95L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1083535 | PA      | $1066144.18   | 0.53%             | 2042-11-25      | Floating      | 4.16%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 11/25/2035                            | CUSIP: 31394UJ45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     73569 | PA      | $73395.58     | 0.04%             | 2035-11-25      | Floating      | 4.06%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 05/15/2045                           | CUSIP: 3137BJ3U5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    267426 | PA      | $260457.96    | 0.13%             | 2045-05-15      | Floating      | 4.00%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 07/20/2049     | CUSIP: 38381XGR1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2815508 | PA      | $2751737.73   | 1.37%             | 2049-07-20      | Floating      | 4.13%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMIC Trust 2004-W5 Floating Rate, Due 02/25/2047               | CUSIP: 31393YKN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    472165 | PA      | $452098.38    | 0.22%             | 2047-02-25      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 10/15/2033                           | CUSIP: 31394NT81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     32902 | PA      | $32930.57     | 0.02%             | 2033-10-15      | Floating      | 4.35%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 08/25/2050                            | CUSIP: 3136BQDY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    277759 | PA      | $271506.08    | 0.14%             | 2050-08-25      | Floating      | 4.06%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 10/20/2064     | CUSIP: 38375UQT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     48058 | PA      | $48109.67     | 0.02%             | 2064-10-20      | Variable      | 4.43%                 | No            | 2                  | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 09/20/2052     | CUSIP: 38383YRG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2041346 | PA      | $2012375.15   | 1.00%             | 2052-09-20      | Floating      | 4.14%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 11/25/2049                            | CUSIP: 3136B7AM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   4262234 | PA      | $4207487.12   | 2.09%             | 2049-11-25      | Floating      | 4.26%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 08/25/2049                            | CUSIP: 3136B5ZG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    582429 | PA      | $572393.59    | 0.28%             | 2049-08-25      | Floating      | 4.16%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 04/20/2052     | CUSIP: 38383P6L0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1755126 | PA      | $1677504.73   | 0.83%             | 2052-04-20      | Floating      | 4.49%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 07/20/2046     | CUSIP: 38379XRW2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1337170 | PA      | $1315901.22   | 0.65%             | 2046-07-20      | Floating      | 4.23%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 06/25/2050                           | CUSIP: 3137FTVA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1042893 | PA      | $1023882.98   | 0.51%             | 2050-06-25      | Floating      | 4.16%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 05/15/2032                           | CUSIP: 31392KWQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     39215 | PA      | $39608.22     | 0.02%             | 2032-05-15      | Floating      | 4.75%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 04/15/2049                           | CUSIP: 3137HCXW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    330682 | PA      | $331653.63    | 0.17%             | 2049-04-15      | Variable      | 4.57%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                | Fannie Mae REMICS Floating Rate, Due 10/25/2049                            | CUSIP: 3136B6QH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    923338 | PA      | $908102.46    | 0.45%             | 2049-10-25      | Floating      | 4.21%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 06/20/2051     | CUSIP: 38382TD35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    157363 | PA      | $131504.41    | 0.07%             | 2051-06-20      | Floating      | 2.50%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 08/25/2049                           | CUSIP: 3137FN5F3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    350596 | PA      | $344745.96    | 0.17%             | 2049-08-25      | Floating      | 4.16%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 08/20/2053     | CUSIP: 38384CLD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     90074 | PA      | $91149.95     | 0.05%             | 2053-08-20      | Floating      | 4.84%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 07/25/2033                            | CUSIP: 31393DHB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    161317 | PA      | $164236.23    | 0.08%             | 2033-07-25      | Floating      | 5.27%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 12/25/2054                           | CUSIP: 3137HHKS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    448275 | PA      | $453055.27    | 0.23%             | 2054-12-25      | Floating      | 4.85%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 01/25/2048                            | CUSIP: 3136B0PZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2054448 | PA      | $2005428.98   | 1.00%             | 2048-01-25      | Floating      | 4.11%                 | No            | 2                  | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 03/25/2042                            | CUSIP: 3136A4NT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     56980 | PA      | $56605.47     | 0.03%             | 2042-03-25      | Floating      | 4.31%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 05/15/2036                           | CUSIP: 31396RPG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     95113 | PA      | $94385.39     | 0.05%             | 2036-05-15      | Floating      | 4.10%                 | No            | N/A                | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | United States Treasury Floating Rate Note Floating Rate, Due 04/30/2028    | CUSIP: 91282CQM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2999946.66   | 1.49%             | 2028-04-30      | Floating      | 3.75%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 11/25/2049                           | CUSIP: 3137FPPK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    368822 | PA      | $362780.09    | 0.18%             | 2049-11-25      | Floating      | 4.26%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 04/15/2037                           | CUSIP: 31397GEG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     79396 | PA      | $78651.77     | 0.04%             | 2037-04-15      | Floating      | 4.18%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 07/25/2041                            | CUSIP: 31397U6E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    169036 | PA      | $167971.39    | 0.08%             | 2041-07-25      | Floating      | 4.26%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 08/20/2038     | CUSIP: 38375XM50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    137732 | PA      | $137942.55    | 0.07%             | 2038-08-20      | Floating      | 4.73%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 06/15/2048                           | CUSIP: 3137FHED1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    653610 | PA      | $636519.73    | 0.32%             | 2048-06-15      | Floating      | 4.05%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 02/15/2033                           | CUSIP: 31394LYV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     40157 | PA      | $40482.55     | 0.02%             | 2033-02-15      | Floating      | 4.65%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 12/15/2043                           | CUSIP: 3137B6PA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1417613 | PA      | $1402787.59   | 0.70%             | 2043-12-15      | Floating      | 4.25%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 02/20/2039     | CUSIP: 38375Y6H0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    457865 | PA      | $457957.30    | 0.23%             | 2039-02-20      | Floating      | 4.76%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 08/25/2050                            | CUSIP: 3136BBGN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    439749 | PA      | $436260.06    | 0.22%             | 2050-08-25      | Variable      | 4.23%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 06/25/2052                           | CUSIP: 3137H9E54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    699309 | PA      | $701899.25    | 0.35%             | 2052-06-25      | Floating      | 4.60%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 07/25/2054                            | CUSIP: 3136BSLD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    325532 | PA      | $328504.10    | 0.16%             | 2054-07-25      | Floating      | 4.75%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 02/15/2041                           | CUSIP: 3137A6NJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     97743 | PA      | $97181.47     | 0.05%             | 2041-02-15      | Floating      | 4.25%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 09/25/2037                            | CUSIP: 31396XQH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     38673 | PA      | $38612.92     | 0.02%             | 2037-09-25      | Floating      | 4.32%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 03/25/2055                           | CUSIP: 3137HKN91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    130610 | PA      | $130459.48    | 0.06%             | 2055-03-25      | Floating      | 4.85%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 03/20/2049     | CUSIP: 38381RXE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    321719 | PA      | $317061.37    | 0.16%             | 2049-03-20      | Floating      | 4.23%                 | No            | 2                  | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 09/20/2049     | CUSIP: 38381YUF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2742420 | PA      | $2686844.87   | 1.34%             | 2049-09-20      | Floating      | 4.18%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 03/25/2055                            | CUSIP: 3136BVBV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    409325 | PA      | $411242.17    | 0.20%             | 2055-03-25      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 09/25/2049                           | CUSIP: 3137FNQV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    326040 | PA      | $323070.76    | 0.16%             | 2049-09-25      | Floating      | 4.16%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 04/20/2054     | CUSIP: 38384MZC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    481955 | PA      | $485159.08    | 0.24%             | 2054-04-20      | Floating      | 4.77%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 04/25/2035                            | CUSIP: 31394DAA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     74755 | PA      | $74152.26     | 0.04%             | 2035-04-25      | Floating      | 4.11%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 08/20/2053     | CUSIP: 38384CPM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    105942 | PA      | $107204.11    | 0.05%             | 2053-08-20      | Floating      | 4.84%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 06/20/2046     | CUSIP: 38381XAR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1115974 | PA      | $1091833.75   | 0.54%             | 2046-06-20      | Variable      | 4.18%                 | No            | 2                  | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 01/25/2055                            | CUSIP: 3136BUQL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    552308 | PA      | $557803.51    | 0.28%             | 2055-01-25      | Floating      | 4.90%                 | No            | N/A                | On Loan: No      |
| Federal Home Loan Mortgage Corp.                     | Freddie Mac Strips Floating Rate, Due 10/15/2047                           | CUSIP: 3132J0SY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1596155 | PA      | $1572974.10   | 0.78%             | 2047-10-15      | Floating      | 4.20%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 04/15/2038                           | CUSIP: 3137FHRY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    448823 | PA      | $443362.70    | 0.22%             | 2038-04-15      | Variable      | 4.13%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 12/25/2049                            | CUSIP: 3136B8FD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2026498 | PA      | $1995874.52   | 0.99%             | 2049-12-25      | Floating      | 4.26%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 11/20/2049     | CUSIP: 38382AZK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   3272378 | PA      | $3224728.02   | 1.60%             | 2049-11-20      | Floating      | 4.23%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 03/15/2049                           | CUSIP: 3137FNJJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1297049 | PA      | $1272457.35   | 0.63%             | 2049-03-15      | Floating      | 4.20%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 01/15/2047                           | CUSIP: 3137BUJS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    253068 | PA      | $249351.96    | 0.12%             | 2047-01-15      | Floating      | 4.25%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 05/25/2055                            | CUSIP: 3136BV2T4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     73957 | PA      | $74833.75     | 0.04%             | 2055-05-25      | Floating      | 5.35%                 | No            | 2                  | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 03/20/2042     | CUSIP: 38378D2P9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    196467 | PA      | $193988.82    | 0.10%             | 2042-03-20      | Floating      | 4.23%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 10/15/2039                           | CUSIP: 3137HAL87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    143708 | PA      | $144136.85    | 0.07%             | 2039-10-15      | Floating      | 4.45%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae Grantor Trust 2004-T1 Floating Rate, Due 08/25/2043             | CUSIP: 31393XFZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    212357 | PA      | $203818.32    | 0.10%             | 2043-08-25      | Variable      | 4.29%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 09/15/2036                           | CUSIP: 31397BDF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    258382 | PA      | $256290.35    | 0.13%             | 2036-09-15      | Floating      | 4.15%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 02/20/2040     | CUSIP: 38376VBU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    247395 | PA      | $248442.15    | 0.12%             | 2040-02-20      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 02/25/2043                            | CUSIP: 3136ACBN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    127504 | PA      | $125066.79    | 0.06%             | 2043-02-25      | Floating      | 4.11%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 06/15/2038                           | CUSIP: 31397WGA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    706592 | PA      | $710067.74    | 0.35%             | 2038-06-15      | Floating      | 4.65%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 07/20/2053     | CUSIP: 38384B2Z3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     77065 | PA      | $77657.54     | 0.04%             | 2053-07-20      | Floating      | 4.69%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 01/25/2034                            | CUSIP: 31393UVU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    103490 | PA      | $103358.84    | 0.05%             | 2034-01-25      | Floating      | 4.26%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 03/25/2055                           | CUSIP: 3137HKKP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    333709 | PA      | $336858.24    | 0.17%             | 2055-03-25      | Floating      | 4.80%                 | No            | N/A                | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | United States Treasury Inflation Indexed Bonds 0.125%, Due 04/15/2027      | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5275000 | PA      | $6085661.13   | 3.03%             | 2027-04-15      | Fixed         | 0.12%                 | No            | 1                  | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 11/20/2049     | CUSIP: 38382AZQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   3927296 | PA      | $3870977.97   | 1.93%             | 2049-11-20      | Floating      | 4.23%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 05/16/2034     | CUSIP: 38376YCG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     44436 | PA      | $44254.68     | 0.02%             | 2034-05-16      | Floating      | 4.18%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 02/20/2034     | CUSIP: 38374FMZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    112218 | PA      | $112251.61    | 0.06%             | 2034-02-20      | Floating      | 4.83%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 03/25/2042                            | CUSIP: 3136ACBH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    638788 | PA      | $632574.71    | 0.31%             | 2042-03-25      | Floating      | 4.11%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 04/25/2036                            | CUSIP: 31395BS87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    269852 | PA      | $267381.98    | 0.13%             | 2036-04-25      | Floating      | 4.06%                 | No            | N/A                | On Loan: No      |
| Federal Home Loan Mortgage Corp.                     | Fannie Mae REMICS Floating Rate, Due 12/25/2043                            | CUSIP: 3136AHCG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    137921 | PA      | $136297.77    | 0.07%             | 2043-12-25      | Floating      | 4.28%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 12/15/2047                           | CUSIP: 3137FCA61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    458352 | PA      | $447756.49    | 0.22%             | 2047-12-15      | Floating      | 4.10%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 07/25/2053                            | CUSIP: 3136BU3N8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    324299 | PA      | $328210.88    | 0.16%             | 2053-07-25      | Floating      | 4.95%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 03/25/2032                            | CUSIP: 31392B4W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     29742 | PA      | $29868.06     | 0.01%             | 2032-03-25      | Floating      | 4.66%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 12/20/2066     | CUSIP: 38376RP91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     69022 | PA      | $69456.02     | 0.03%             | 2066-12-20      | Variable      | 4.55%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                | Fannie Mae REMICS Floating Rate, Due 08/25/2048                            | CUSIP: 3136B2D74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    480638 | PA      | $466977.34    | 0.23%             | 2048-08-25      | Floating      | 4.06%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 03/25/2032                            | CUSIP: 31392B4V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     29742 | PA      | $29868.06     | 0.01%             | 2032-03-25      | Floating      | 4.66%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 05/15/2036                           | CUSIP: 31396RKK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     85843 | PA      | $85348.17     | 0.04%             | 2036-05-15      | Floating      | 4.16%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 04/20/2062     | CUSIP: 38375BRW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    136466 | PA      | $136169.32    | 0.07%             | 2062-04-20      | Variable      | 4.33%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 10/25/2055                           | CUSIP: 3137HNG93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    169268 | PA      | $171400.22    | 0.09%             | 2055-10-25      | Floating      | 4.90%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 03/25/2037                            | CUSIP: 31397NXK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     75693 | PA      | $76167.88     | 0.04%             | 2037-03-25      | Floating      | 4.58%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 03/25/2036                            | CUSIP: 31398PU56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     98344 | PA      | $99310.23     | 0.05%             | 2036-03-25      | Floating      | 4.68%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 02/15/2037                           | CUSIP: 31397EWG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    193110 | PA      | $190826.37    | 0.09%             | 2037-02-15      | Floating      | 4.07%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 07/25/2048                            | CUSIP: 31397MCG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     63732 | PA      | $64474.21     | 0.03%             | 2048-07-25      | Floating      | 4.70%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 05/25/2055                            | CUSIP: 3136BVWT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    279639 | PA      | $282769.86    | 0.14%             | 2055-05-25      | Floating      | 4.90%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 08/15/2037                           | CUSIP: 31397KC90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     42836 | PA      | $42859.30     | 0.02%             | 2037-08-15      | Floating      | 4.45%                 | No            | 2                  | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 04/25/2039                            | CUSIP: 3136A0R82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     59908 | PA      | $59444.40     | 0.03%             | 2039-04-25      | Floating      | 4.21%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 04/25/2037                            | CUSIP: 31396VCB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     39366 | PA      | $38855.20     | 0.02%             | 2037-04-25      | Floating      | 4.09%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 05/25/2041                            | CUSIP: 31397ST95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    176620 | PA      | $175150.21    | 0.09%             | 2041-05-25      | Floating      | 4.18%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 08/15/2056                           | CUSIP: 3137FJJR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    908545 | PA      | $887063.17    | 0.44%             | 2056-08-15      | Floating      | 4.15%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 04/25/2055                           | CUSIP: 3137HKVR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    139977 | PA      | $139663.00    | 0.07%             | 2055-04-25      | Floating      | 4.85%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 10/20/2048     | CUSIP: 38381ACN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1720850 | PA      | $1677838.59   | 0.83%             | 2048-10-20      | Floating      | 4.08%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 06/20/2054     | CUSIP: 38384PWY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    147732 | PA      | $148752.04    | 0.07%             | 2054-06-20      | Floating      | 4.79%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 05/15/2037                           | CUSIP: 31397KE31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     48478 | PA      | $48550.36     | 0.02%             | 2037-05-15      | Floating      | 4.47%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 03/25/2054                           | CUSIP: 3137HBVV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1697021 | PA      | $1716728.47   | 0.85%             | 2054-03-25      | Floating      | 5.00%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 06/25/2050                            | CUSIP: 3136B94A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2029689 | PA      | $1988284.22   | 0.99%             | 2050-06-25      | Floating      | 4.21%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 01/15/2035                           | CUSIP: 3137B5QZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    853517 | PA      | $847405.30    | 0.42%             | 2035-01-15      | Floating      | 4.15%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 08/15/2036                           | CUSIP: 31397A6V0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    249622 | PA      | $247993.59    | 0.12%             | 2036-08-15      | Floating      | 4.15%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 05/20/2067     | CUSIP: 38376R3E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    564298 | PA      | $564073.97    | 0.28%             | 2067-05-20      | Variable      | 4.26%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 07/25/2036                            | CUSIP: 31396LHW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     21373 | PA      | $21327.60     | 0.01%             | 2036-07-25      | Floating      | 4.06%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 10/25/2049                           | CUSIP: 3137FP2X2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1591837 | PA      | $1568456.08   | 0.78%             | 2049-10-25      | Floating      | 4.21%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 03/20/2040     | CUSIP: 38376XE90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    243133 | PA      | $243530.00    | 0.12%             | 2040-03-20      | Floating      | 4.53%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 09/15/2043                           | CUSIP: 3137B5G64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     58813 | PA      | $57994.27     | 0.03%             | 2043-09-15      | Floating      | 4.10%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 10/20/2042     | CUSIP: 38378H3R5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    871339 | PA      | $854919.04    | 0.43%             | 2042-10-20      | Floating      | 4.03%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 05/25/2046                            | CUSIP: 3136ART24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1074306 | PA      | $1060454.69   | 0.53%             | 2046-05-25      | Floating      | 4.26%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 08/20/2053     | CUSIP: 38384EGS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    192337 | PA      | $194303.62    | 0.10%             | 2053-08-20      | Floating      | 4.84%                 | No            | 2                  | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 01/20/2073     | CUSIP: 38382YV75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     94884 | PA      | $95035.64     | 0.05%             | 2073-01-20      | Variable      | 4.51%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 01/20/2048     | CUSIP: 38380UC27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    974140 | PA      | $947377.59    | 0.47%             | 2048-01-20      | Floating      | 4.08%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 08/16/2039     | CUSIP: 38376FRF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     84553 | PA      | $85128.97     | 0.04%             | 2039-08-16      | Floating      | 4.78%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 08/20/2037     | CUSIP: 38375K4G4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    106413 | PA      | $105570.74    | 0.05%             | 2037-08-20      | Floating      | 4.20%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 01/25/2038                            | CUSIP: 31396YAX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    229522 | PA      | $229854.42    | 0.11%             | 2038-01-25      | Floating      | 4.46%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 09/15/2042                           | CUSIP: 3137AUDY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    904650 | PA      | $889721.95    | 0.44%             | 2042-09-15      | Floating      | 4.15%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 03/20/2055     | CUSIP: 38385ELC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     35310 | PA      | $35649.69     | 0.02%             | 2055-03-20      | Floating      | 4.84%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 12/25/2053                            | CUSIP: 3136BQXV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    735128 | PA      | $729611.14    | 0.36%             | 2053-12-25      | Floating      | 4.15%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 02/15/2038                           | CUSIP: 31397RBZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    276011 | PA      | $276902.76    | 0.14%             | 2038-02-15      | Floating      | 4.50%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 10/25/2040                            | CUSIP: 31398SPJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    487637 | PA      | $485921.24    | 0.24%             | 2040-10-25      | Floating      | 4.19%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 07/25/2049                            | CUSIP: 3136B5MX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    462339 | PA      | $453393.97    | 0.23%             | 2049-07-25      | Floating      | 4.21%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 01/15/2032                           | CUSIP: 31339MLH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     12522 | PA      | $12557.27     | 0.01%             | 2032-01-15      | Floating      | 4.65%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac Strips Floating Rate, Due 10/25/2053                           | CUSIP: 3133Q3G39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    534005 | PA      | $535743.99    | 0.27%             | 2053-10-25      | Floating      | 4.55%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 01/25/2055                            | CUSIP: 3136BUBU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     21836 | PA      | $22016.30     | 0.01%             | 2055-01-25      | Floating      | 4.70%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 04/15/2041                           | CUSIP: 3137A9HT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    196934 | PA      | $195768.38    | 0.10%             | 2041-04-15      | Floating      | 4.30%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 03/25/2038                            | CUSIP: 31396YMD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     51572 | PA      | $51606.84     | 0.03%             | 2038-03-25      | Floating      | 4.43%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 07/25/2037                            | CUSIP: 3136AY5X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    573074 | PA      | $567217.55    | 0.28%             | 2037-07-25      | Floating      | 4.01%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 03/20/2049     | CUSIP: 38381TBW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    121664 | PA      | $119961.39    | 0.06%             | 2049-03-20      | Floating      | 4.23%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 03/25/2050                            | CUSIP: 3136B9AP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   5384953 | PA      | $5297899.67   | 2.64%             | 2050-03-25      | Floating      | 4.26%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 09/15/2037                           | CUSIP: 3137B5YE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    254243 | PA      | $251988.31    | 0.13%             | 2037-09-15      | Floating      | 4.25%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 08/15/2037                           | CUSIP: 31397KEW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    149204 | PA      | $148636.76    | 0.07%             | 2037-08-15      | Floating      | 4.30%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 01/25/2050                           | CUSIP: 3137FQLW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    645413 | PA      | $636473.62    | 0.32%             | 2050-01-25      | Floating      | 4.31%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 12/15/2043                           | CUSIP: 3137B6GT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    460972 | PA      | $455758.83    | 0.23%             | 2043-12-15      | Floating      | 4.15%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 04/20/2074     | CUSIP: 38383KUP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     62258 | PA      | $62543.91     | 0.03%             | 2074-04-20      | Variable      | 4.34%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 09/15/2046                           | CUSIP: 3137BRU78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2471621 | PA      | $2436366.99   | 1.21%             | 2046-09-15      | Floating      | 4.25%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 03/20/2064     | CUSIP: 38384KR52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    145805 | PA      | $147057.38    | 0.07%             | 2064-03-20      | Floating      | 4.82%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 05/15/2037                           | CUSIP: 31397H7K8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     86564 | PA      | $85475.06     | 0.04%             | 2037-05-15      | Floating      | 4.05%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 06/25/2036                            | CUSIP: 31398MRG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    128890 | PA      | $130020.35    | 0.06%             | 2036-06-25      | Floating      | 4.69%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 04/25/2040                            | CUSIP: 31398PEY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    610441 | PA      | $615731.55    | 0.31%             | 2040-04-25      | Floating      | 4.76%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 12/25/2054                            | CUSIP: 3136BTQ22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    341739 | PA      | $346589.17    | 0.17%             | 2054-12-25      | Floating      | 5.05%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 03/25/2050                           | CUSIP: 3137FRTX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    595443 | PA      | $583756.89    | 0.29%             | 2050-03-25      | Floating      | 4.21%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 10/15/2038                           | CUSIP: 3137BRYG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     65748 | PA      | $64916.75     | 0.03%             | 2038-10-15      | Variable      | 4.13%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 07/20/2038     | CUSIP: 38375DKW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    119708 | PA      | $120060.24    | 0.06%             | 2038-07-20      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 06/20/2054     | CUSIP: 38384PYX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    158366 | PA      | $159467.55    | 0.08%             | 2054-06-20      | Floating      | 4.79%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 04/25/2042                            | CUSIP: 3136A5TH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     73973 | PA      | $73526.15     | 0.04%             | 2042-04-25      | Floating      | 4.28%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 03/15/2032                           | CUSIP: 31392MT93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     39009 | PA      | $39386.32     | 0.02%             | 2032-03-15      | Floating      | 4.75%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 03/15/2037                           | CUSIP: 31397FLB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    198991 | PA      | $196762.16    | 0.10%             | 2037-03-15      | Floating      | 4.12%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 11/25/2045                            | CUSIP: 3136AQKY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     77904 | PA      | $76643.34     | 0.04%             | 2045-11-25      | Floating      | 4.01%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 05/15/2040                           | CUSIP: 31398QGG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    132640 | PA      | $132719.46    | 0.07%             | 2040-05-15      | Floating      | 4.48%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 07/15/2031                           | CUSIP: 313398NY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     26959 | PA      | $27169.97     | 0.01%             | 2031-07-15      | Floating      | 4.72%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 10/25/2036                            | CUSIP: 31396LHV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    666894 | PA      | $661930.20    | 0.33%             | 2036-10-25      | Floating      | 4.18%                 | No            | N/A                | On Loan: No      |
| Federal Home Loan Mortgage Corp.                     | Freddie Mac REMICS Floating Rate, Due 02/15/2048                           | CUSIP: 3137FDT93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    817746 | PA      | $795798.29    | 0.40%             | 2048-02-15      | Floating      | 4.05%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 08/25/2032                            | CUSIP: 31392EJM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     34428 | PA      | $34395.14     | 0.02%             | 2032-08-25      | Floating      | 4.26%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 03/25/2036                            | CUSIP: 31395BJT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     76927 | PA      | $76315.61     | 0.04%             | 2036-03-25      | Floating      | 4.06%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 07/15/2040                           | CUSIP: 3137BTH38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     46558 | PA      | $46031.11     | 0.02%             | 2040-07-15      | Variable      | 4.22%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 06/25/2059                            | CUSIP: 3136B4UP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    122006 | PA      | $119886.71    | 0.06%             | 2059-06-25      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 09/25/2033                            | CUSIP: 31393TKR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     45768 | PA      | $45664.71     | 0.02%             | 2033-09-25      | Floating      | 4.26%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 04/20/2037     | CUSIP: 38375JVF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    209065 | PA      | $209022.02    | 0.10%             | 2037-04-20      | Floating      | 4.08%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 07/15/2033                           | CUSIP: 31394GED1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    323036 | PA      | $330200.52    | 0.16%             | 2033-07-15      | Floating      | 5.27%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 08/16/2031     | CUSIP: 38373RTY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     73513 | PA      | $72976.95     | 0.04%             | 2031-08-16      | Floating      | 4.08%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 12/15/2048                           | CUSIP: 3137FK2D7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     80826 | PA      | $79747.99     | 0.04%             | 2048-12-15      | Floating      | 4.05%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 02/25/2055                            | CUSIP: 3136BUS68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    137644 | PA      | $137126.13    | 0.07%             | 2055-02-25      | Floating      | 4.50%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 03/20/2049     | CUSIP: 38381RG60<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1169553 | PA      | $1152146.90   | 0.57%             | 2049-03-20      | Floating      | 4.23%                 | No            | N/A                | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | United States Treasury Bill 0%, Due 03/18/2027                             | CUSIP: 912797UD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1936580.20   | 0.96%             | 2027-03-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 11/15/2032                           | CUSIP: 31393FGE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     59444 | PA      | $58670.65     | 0.03%             | 2032-11-15      | Floating      | 4.20%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 03/25/2054                           | CUSIP: 3137HBUJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    474128 | PA      | $478385.78    | 0.24%             | 2054-03-25      | Floating      | 4.75%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 04/20/2054     | CUSIP: 38384MMW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     79772 | PA      | $80179.48     | 0.04%             | 2054-04-20      | Floating      | 4.64%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 03/20/2039     | CUSIP: 38374XJG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    649102 | PA      | $649222.55    | 0.32%             | 2039-03-20      | Floating      | 4.73%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 09/25/2037                            | CUSIP: 31396XNE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    129024 | PA      | $128783.02    | 0.06%             | 2037-09-25      | Floating      | 4.33%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 06/25/2036                            | CUSIP: 31395NEK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     90592 | PA      | $89944.91     | 0.04%             | 2036-06-25      | Floating      | 4.16%                 | No            | N/A                | On Loan: No      |
| Federal National Mortgage Association                | Fannie Mae REMICS Floating Rate, Due 10/25/2042                            | CUSIP: 3136A8H60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    583385 | PA      | $573223.85    | 0.29%             | 2042-10-25      | Floating      | 4.01%                 | No            | N/A                | On Loan: No      |
| Government National Mortgage Association             | Government National Mortgage Association Floating Rate, Due 01/20/2044     | CUSIP: 38376MAC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2197506 | PA      | $2170183.69   | 1.08%             | 2044-01-20      | Floating      | 4.23%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac Strips Floating Rate, Due 07/15/2042                           | CUSIP: 3128HXM85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     88511 | PA      | $87678.25     | 0.04%             | 2042-07-15      | Floating      | 4.30%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 05/15/2048                           | CUSIP: 3137F5B32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    875818 | PA      | $851880.57    | 0.42%             | 2048-05-15      | Floating      | 4.05%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 02/25/2049                            | CUSIP: 3136B3ZE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    143523 | PA      | $141398.60    | 0.07%             | 2049-02-25      | Floating      | 4.21%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 08/15/2041                           | CUSIP: 3137AUDT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    305728 | PA      | $304980.59    | 0.15%             | 2041-08-15      | Floating      | 4.10%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 01/25/2050                            | CUSIP: 3136BQEE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    713285 | PA      | $701752.10    | 0.35%             | 2050-01-25      | Floating      | 4.16%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac Strips Floating Rate, Due 06/15/2042                           | CUSIP: 3128HXMD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    434995 | PA      | $431009.35    | 0.21%             | 2042-06-15      | Floating      | 4.25%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 01/25/2055                            | CUSIP: 3136BUQH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1267910 | PA      | $1281245.45   | 0.64%             | 2055-01-25      | Floating      | 4.80%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 08/15/2043                           | CUSIP: 3137B3V70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    541981 | PA      | $535409.16    | 0.27%             | 2043-08-15      | Floating      | 4.25%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 03/25/2038                            | CUSIP: 31396YTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     99016 | PA      | $99529.02     | 0.05%             | 2038-03-25      | Floating      | 4.56%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 03/20/2054     | CUSIP: 38384KTL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    197844 | PA      | $198437.31    | 0.10%             | 2054-03-20      | Floating      | 4.54%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 06/20/2042     | CUSIP: 38375CZ37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1015634 | PA      | $1000006.76   | 0.50%             | 2042-06-20      | Floating      | 4.18%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 08/15/2040                           | CUSIP: 3137FUKP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     84231 | PA      | $82687.81     | 0.04%             | 2040-08-15      | Variable      | 4.13%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 01/20/2056     | CUSIP: 38385K6E5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     12802 | PA      | $12825.86     | 0.01%             | 2056-01-20      | Floating      | 4.74%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 08/15/2038                           | CUSIP: 3137FBCF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    131740 | PA      | $130115.94    | 0.06%             | 2038-08-15      | Variable      | 4.13%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 10/15/2042                           | CUSIP: 3137AVM87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1347311 | PA      | $1320170.87   | 0.66%             | 2042-10-15      | Floating      | 4.05%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 06/25/2048                            | CUSIP: 3136B2DN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    106220 | PA      | $105040.64    | 0.05%             | 2048-06-25      | Floating      | 4.01%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 07/25/2049                            | CUSIP: 3136B5EY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1136465 | PA      | $1115765.01   | 0.56%             | 2049-07-25      | Floating      | 4.21%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 01/25/2045                            | CUSIP: 3136AL5R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    552631 | PA      | $543734.10    | 0.27%             | 2045-01-25      | Floating      | 4.16%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Fannie Mae REMICS Floating Rate, Due 07/25/2049                            | CUSIP: 3136B5DQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   4590982 | PA      | $4519412.25   | 2.25%             | 2049-07-25      | Floating      | 4.21%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 07/25/2033                            | CUSIP: 31393DJV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     33510 | PA      | $34022.65     | 0.02%             | 2033-07-25      | Floating      | 5.17%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 08/25/2036                            | CUSIP: 31396KYA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     79724 | PA      | $79221.82     | 0.04%             | 2036-08-25      | Floating      | 4.11%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 08/20/2045     | CUSIP: 38379MTG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    303890 | PA      | $295962.95    | 0.15%             | 2045-08-20      | Floating      | 4.00%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 09/20/2052     | CUSIP: 38383YWM0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1330813 | PA      | $1314918.93   | 0.65%             | 2052-09-20      | Floating      | 4.19%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 08/15/2035                           | CUSIP: 31396FRL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     96496 | PA      | $96849.75     | 0.05%             | 2035-08-15      | Floating      | 4.45%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 09/25/2036                            | CUSIP: 31398FPZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     58823 | PA      | $59928.29     | 0.03%             | 2036-09-25      | Floating      | 4.96%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 11/16/2039     | CUSIP: 38376EUJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1478553 | PA      | $1477746.90   | 0.74%             | 2039-11-16      | Floating      | 4.39%                 | No            | 2                  | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 01/25/2047                            | CUSIP: 3136AUZP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1736112 | PA      | $1711849.49   | 0.85%             | 2047-01-25      | Floating      | 4.26%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac Strips Floating Rate, Due 10/15/2037                           | CUSIP: 31351DDT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51684 | PA      | $51049.64     | 0.03%             | 2037-10-15      | Floating      | 4.13%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 12/25/2054                           | CUSIP: 3137HHNE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    218064 | PA      | $220922.35    | 0.11%             | 2054-12-25      | Floating      | 5.08%                 | No            | 2                  | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 05/25/2051                            | CUSIP: 3136BHDA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    400830 | PA      | $392099.83    | 0.20%             | 2051-05-25      | Variable      | 3.85%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 12/25/2035                            | CUSIP: 31394UK92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    328892 | PA      | $326425.98    | 0.16%             | 2035-12-25      | Floating      | 4.11%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 09/15/2037                           | CUSIP: 31397KL82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     50062 | PA      | $50128.16     | 0.02%             | 2037-09-15      | Floating      | 4.47%                 | No            | N/A                | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | United States Treasury Floating Rate Note Floating Rate, Due 01/31/2028    | CUSIP: 91282CPX3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5000520.90   | 2.49%             | 2028-01-31      | Floating      | 3.74%                 | No            | 2                  | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 01/25/2038                            | CUSIP: 31396YAY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     98685 | PA      | $98828.50     | 0.05%             | 2038-01-25      | Floating      | 4.46%                 | No            | 2                  | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 11/25/2059                            | CUSIP: 3136B6Z71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    499612 | PA      | $492658.92    | 0.25%             | 2059-11-25      | Floating      | 4.26%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 05/15/2036                           | CUSIP: 31396R5S2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    658112 | PA      | $652868.30    | 0.32%             | 2036-05-15      | Floating      | 4.10%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 02/25/2055                           | CUSIP: 3137HJGD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     57360 | PA      | $57318.09     | 0.03%             | 2055-02-25      | Floating      | 4.55%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 04/20/2054     | CUSIP: 38384MXA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1381249 | PA      | $1390429.25   | 0.69%             | 2054-04-20      | Floating      | 4.77%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 02/15/2044                           | CUSIP: 3137B7RJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     83255 | PA      | $82415.75     | 0.04%             | 2044-02-15      | Floating      | 4.30%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 11/15/2036                           | CUSIP: 31397KED9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     47085 | PA      | $46630.58     | 0.02%             | 2036-11-15      | Floating      | 4.10%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 11/25/2046                            | CUSIP: 3136AUJS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    602723 | PA      | $592377.64    | 0.29%             | 2046-11-25      | Floating      | 4.21%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 10/25/2032                            | CUSIP: 31392EXM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     27780 | PA      | $27766.32     | 0.01%             | 2032-10-25      | Floating      | 4.26%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 05/20/2054     | CUSIP: 38384NVU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1516576 | PA      | $1530351.33   | 0.76%             | 2054-05-20      | Floating      | 4.84%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 06/25/2039                            | CUSIP: 31397NN50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    245668 | PA      | $246590.10    | 0.12%             | 2039-06-25      | Floating      | 4.46%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 12/25/2054                            | CUSIP: 3136BT6C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    493740 | PA      | $497785.40    | 0.25%             | 2054-12-25      | Floating      | 4.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                | Fannie Mae REMICS Floating Rate, Due 02/25/2046                            | CUSIP: 3136ARDM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    124563 | PA      | $123001.46    | 0.06%             | 2046-02-25      | Floating      | 4.16%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 10/25/2055                           | CUSIP: 3137HNFP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    461589 | PA      | $465649.04    | 0.23%             | 2055-10-25      | Floating      | 4.75%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 08/20/2065     | CUSIP: 38376RKT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     87644 | PA      | $87881.88     | 0.04%             | 2065-08-20      | Variable      | 4.48%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 11/20/2045     | CUSIP: 38379FUG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    495528 | PA      | $484421.01    | 0.24%             | 2045-11-20      | Floating      | 4.08%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 07/20/2064     | CUSIP: 38378U8D2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     40862 | PA      | $40858.68     | 0.02%             | 2064-07-20      | Variable      | 4.28%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 08/20/2049     | CUSIP: 38381YDP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   3104800 | PA      | $3049691.61   | 1.52%             | 2049-08-20      | Floating      | 4.23%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 11/25/2054                            | CUSIP: 3136BTTR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    138652 | PA      | $139898.03    | 0.07%             | 2054-11-25      | Floating      | 4.80%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 01/20/2034     | CUSIP: 38374GYB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    321866 | PA      | $321824.56    | 0.16%             | 2034-01-20      | Floating      | 4.08%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 12/25/2054                            | CUSIP: 3136BTK85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    447066 | PA      | $451834.12    | 0.22%             | 2054-12-25      | Floating      | 5.05%                 | No            | 2                  | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 06/25/2033                            | CUSIP: 31393CUW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     88970 | PA      | $89398.46     | 0.04%             | 2033-06-25      | Floating      | 4.51%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 06/25/2042                            | CUSIP: 3136A9EC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     50934 | PA      | $50634.83     | 0.03%             | 2042-06-25      | Floating      | 4.06%                 | No            | N/A                | On Loan: No      |
| GINNIE MAE (H) 23-85                                 | Government National Mortgage Association Floating Rate, Due 06/20/2053     | CUSIP: 38384BPY1<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |     83073 | PA      | $83371.27     | 0.04%             | 2053-06-20      | Floating      | 4.54%                 | No            | 2                  | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 10/20/2062     | CUSIP: 38375BXV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    120314 | PA      | $120338.00    | 0.06%             | 2062-10-20      | Variable      | 4.30%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 08/25/2059                            | CUSIP: 3136B5D77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    672648 | PA      | $659621.49    | 0.33%             | 2059-08-25      | Floating      | 4.26%                 | No            | 2                  | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 09/25/2046                            | CUSIP: 3136ATNE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    354904 | PA      | $352293.28    | 0.18%             | 2046-09-25      | Floating      | 4.16%                 | No            | 2                  | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 06/25/2035                            | CUSIP: 31394DR28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    190344 | PA      | $189021.07    | 0.09%             | 2035-06-25      | Floating      | 4.10%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 05/20/2041     | CUSIP: 38379E2W1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    124260 | PA      | $122153.80    | 0.06%             | 2041-05-20      | Variable      | 5.76%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 09/15/2036                           | CUSIP: 31397AT78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    179526 | PA      | $178117.83    | 0.09%             | 2036-09-15      | Floating      | 4.15%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 06/20/2069     | CUSIP: 38380L2S1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    172508 | PA      | $172672.53    | 0.09%             | 2069-06-20      | Variable      | 4.28%                 | No            | 2                  | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 03/25/2053                            | CUSIP: 3136B5E27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   3609075 | PA      | $3591271.01   | 1.79%             | 2053-03-25      | Floating      | 4.26%                 | No            | N/A                | On Loan: No      |
| Federal National Mortgage Association                | Fannie Mae REMICS Floating Rate, Due 12/25/2049                            | CUSIP: 3136B7WQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    111118 | PA      | $109629.35    | 0.05%             | 2049-12-25      | Floating      | 4.26%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 10/16/2041     | CUSIP: 38377YXG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1767720 | PA      | $1750100.92   | 0.87%             | 2041-10-16      | Floating      | 4.18%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 06/25/2040                            | CUSIP: 31398RXN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     61434 | PA      | $61477.74     | 0.03%             | 2040-06-25      | Floating      | 4.49%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 12/15/2046                           | CUSIP: 3137FQLE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    503147 | PA      | $496003.22    | 0.25%             | 2046-12-15      | Variable      | 4.28%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 10/20/2065     | CUSIP: 38376RKA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     78810 | PA      | $78823.33     | 0.04%             | 2065-10-20      | Variable      | 4.30%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 12/15/2048                           | CUSIP: 3137FKBB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    579197 | PA      | $567028.90    | 0.28%             | 2048-12-15      | Floating      | 4.15%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 02/20/2062     | CUSIP: 38375BSK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     64089 | PA      | $64260.83     | 0.03%             | 2062-02-20      | Variable      | 4.48%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 09/25/2043                            | CUSIP: 3136AGFY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    265369 | PA      | $262822.89    | 0.13%             | 2043-09-25      | Floating      | 4.31%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 09/15/2044                           | CUSIP: 3137BEBR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   5691392 | PA      | $5589019.51   | 2.78%             | 2044-09-15      | Floating      | 4.15%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 08/15/2048                           | CUSIP: 3137HBGQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    237863 | PA      | $239848.39    | 0.12%             | 2048-08-15      | Variable      | 4.67%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 01/25/2050                            | CUSIP: 3136B72K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1144390 | PA      | $1126395.73   | 0.56%             | 2050-01-25      | Floating      | 4.26%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 02/25/2038                            | CUSIP: 31396YHB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    187771 | PA      | $186819.08    | 0.09%             | 2038-02-25      | Floating      | 4.21%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 03/25/2043                            | CUSIP: 3136ACD99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    380427 | PA      | $373230.71    | 0.19%             | 2043-03-25      | Floating      | 4.11%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 12/15/2043                           | CUSIP: 3137B6VQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    108144 | PA      | $106747.78    | 0.05%             | 2043-12-15      | Floating      | 4.20%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 02/15/2040                           | CUSIP: 31398WQL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    124195 | PA      | $124547.44    | 0.06%             | 2040-02-15      | Floating      | 4.50%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 01/15/2032                           | CUSIP: 31339N3B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     50848 | PA      | $51320.55     | 0.03%             | 2032-01-15      | Floating      | 4.73%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 08/20/2033     | CUSIP: 38374BXD0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1017633 | PA      | $1017854.42   | 0.51%             | 2033-08-20      | Floating      | 4.68%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 02/20/2047     | CUSIP: 38376MEA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    127366 | PA      | $124076.78    | 0.06%             | 2047-02-20      | Floating      | 4.08%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 03/20/2050     | CUSIP: 38382DZL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1473371 | PA      | $1446771.55   | 0.72%             | 2050-03-20      | Floating      | 4.23%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 01/25/2055                           | CUSIP: 3137HJ2H9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     71746 | PA      | $72500.34     | 0.04%             | 2055-01-25      | Floating      | 4.80%                 | No            | 2                  | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 01/25/2055                            | CUSIP: 3136BUEQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    284925 | PA      | $286857.05    | 0.14%             | 2055-01-25      | Floating      | 4.70%                 | No            | 2                  | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 11/25/2049                            | CUSIP: 3136B64V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    170752 | PA      | $168011.86    | 0.08%             | 2049-11-25      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association             | Government National Mortgage Association Floating Rate, Due 03/20/2046     | CUSIP: 38379VU28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2858088 | PA      | $2814177.88   | 1.40%             | 2046-03-20      | Floating      | 4.23%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac Strips Floating Rate, Due 11/15/2044                           | CUSIP: 3132J0FK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2004200 | PA      | $1974134.15   | 0.98%             | 2044-11-15      | Floating      | 4.20%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac Strips Floating Rate, Due 07/15/2036                           | CUSIP: 3128HVRY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    112988 | PA      | $112091.07    | 0.06%             | 2036-07-15      | Floating      | 4.10%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 02/20/2042     | CUSIP: 38378WNB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    177144 | PA      | $175533.89    | 0.09%             | 2042-02-20      | Floating      | 4.08%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 04/25/2037                            | CUSIP: 31398RSW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    126368 | PA      | $126010.31    | 0.06%             | 2037-04-25      | Floating      | 4.32%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 01/15/2043                           | CUSIP: 3137AXWR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    417317 | PA      | $414674.31    | 0.21%             | 2043-01-15      | Floating      | 4.25%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 08/25/2048                            | CUSIP: 3136B2TP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    677519 | PA      | $658493.78    | 0.33%             | 2048-08-25      | Floating      | 4.06%                 | No            | 2                  | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 06/25/2048                            | CUSIP: 3136B2AH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    416629 | PA      | $408460.76    | 0.20%             | 2048-06-25      | Floating      | 4.01%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 11/20/2037     | CUSIP: 38375LU73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    133599 | PA      | $132607.33    | 0.07%             | 2037-11-20      | Floating      | 4.22%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 01/20/2038     | CUSIP: 38375PAF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1053682 | PA      | $1052214.58   | 0.52%             | 2038-01-20      | Floating      | 4.23%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 01/15/2041                           | CUSIP: 3137AMAA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    202914 | PA      | $201133.53    | 0.10%             | 2041-01-15      | Floating      | 4.20%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 07/25/2049                            | CUSIP: 3136B45C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    575979 | PA      | $565678.15    | 0.28%             | 2049-07-25      | Floating      | 4.21%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 12/25/2046                            | CUSIP: 3136AURK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     45835 | PA      | $45490.50     | 0.02%             | 2046-12-25      | Floating      | 4.16%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 03/15/2037                           | CUSIP: 31397FT69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    552412 | PA      | $545760.13    | 0.27%             | 2037-03-15      | Floating      | 4.07%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 05/25/2050                            | CUSIP: 3136B9UC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    907827 | PA      | $889292.59    | 0.44%             | 2050-05-25      | Floating      | 4.21%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 07/16/2041     | CUSIP: 38378AEP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    203178 | PA      | $200787.47    | 0.10%             | 2041-07-16      | Floating      | 4.03%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 03/25/2032                            | CUSIP: 31392B4U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     29742 | PA      | $29868.06     | 0.01%             | 2032-03-25      | Floating      | 4.66%                 | No            | N/A                | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | Fannie Mae REMICS Floating Rate, Due 09/25/2036                            | CUSIP: 31396KE99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     92391 | PA      | $91804.99     | 0.05%             | 2036-09-25      | Floating      | 4.22%                 | No            | N/A                | On Loan: No      |
| N/A                                                  | BBH SWEEP VEHICLE                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |   3104074 | PA      | $3104073.95   | 1.54%             |  |  |  | No            | N/A                | On Loan: No      |
| Federal Home Loan Mortgage Corp.                     | Freddie Mac REMICS Floating Rate, Due 05/15/2049                           | CUSIP: 3137FLVL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3677794 | PA      | $3622574.54   | 1.80%             | 2049-05-15      | Floating      | 4.20%                 | No            | N/A                | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION             | Government National Mortgage Association Floating Rate, Due 04/20/2052     | CUSIP: 38383PR86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1790385 | PA      | $1704931.10   | 0.85%             | 2052-04-20      | Floating      | 4.34%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                      | Freddie Mac REMICS Floating Rate, Due 10/15/2040                           | CUSIP: 3137GAPP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     81986 | PA      | $81221.96     | 0.04%             | 2040-10-15      | Floating      | 4.23%                 | No            | N/A                | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** Valued Advisers Trust

**Signature:** Zachary Richmond

**Name of Signer:** Zachary Richmond

**Title:** Treasurer