# EDGAR Filing Document

**Accession Number:** 0001437249
**File Stem:** 0000910472-26-004956
**Filing Date:** 2026-3
**Character Count:** 131917
**Document Hash:** 2adde55437758e8187b4c5df3929fcb4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000910472-26-004956.hdr.sgml**: 20260331

**ACCESSION NUMBER**: 0000910472-26-004956

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260331

**DATE AS OF CHANGE**: 20260331

**PERIOD START**: 20260131

**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:** 26818032

**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            |

## 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:** 2026-01-31

- **b. Date as of which information is reported:** 2026-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $175905865.18

**Total Liabilities:** $380216.99

**Net Assets:** $175525648.19

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 9.88590621 | **1-Year:** 6266.83336475 | **5-Year:** 44965.74495440 | **10-Year:** 24159.46159325 | **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 | 0.42%                | 0.35%                | 0.52%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $43632.42                | $122025.85                                 |
| Month 2  | $45204.53                | $-78667.99                                 |
| Month 3  | $106120.02               | $226332.99                                 |

### Schedule of Portfolio Investments

| Name                                                   | Title                                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.                       | Freddie Mac Strips Floating Rate, Due 07/15/2036                           | CUSIP: 3128HVRY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    117358 | PA      | $116663.69    | 0.07%             | 2036-07-15      | Floating      | 4.17%                 | 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        |     92873 | PA      | $92212.63     | 0.05%             | 2042-07-15      | Floating      | 4.37%                 | 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        |    441986 | PA      | $438606.10    | 0.25%             | 2042-06-15      | Floating      | 4.32%                 | No            | N/A                | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | Freddie Mac Strips Floating Rate, Due 09/15/2042                           | CUSIP: 3128HXZX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    309089 | PA      | $308891.90    | 0.18%             | 2042-09-15      | Floating      | 4.32%                 | No            | 2                  | 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        |   1616954 | PA      | $1596799.27   | 0.91%             | 2047-10-15      | Floating      | 4.27%                 | 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        |     29058 | PA      | $29326.52     | 0.02%             | 2031-07-15      | Floating      | 4.79%                 | 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        |     15515 | PA      | $15571.55     | 0.01%             | 2032-01-15      | Floating      | 4.72%                 | 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        |     53740 | PA      | $54319.29     | 0.03%             | 2032-01-15      | Floating      | 4.80%                 | 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        |    590954 | PA      | $592499.87    | 0.34%             | 2053-10-25      | Floating      | 4.60%                 | 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        |     55130 | PA      | $54535.53     | 0.03%             | 2037-10-15      | Floating      | 4.49%                 | 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        |     63395 | PA      | $63076.74     | 0.04%             | 2039-04-25      | Floating      | 4.26%                 | 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        |    148767 | PA      | $146656.69    | 0.08%             | 2041-12-25      | Floating      | 4.16%                 | 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        |    383085 | PA      | $382032.40    | 0.22%             | 2042-02-25      | Floating      | 4.36%                 | 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        |     42125 | PA      | $42070.79     | 0.02%             | 2041-11-25      | Floating      | 4.31%                 | No            | N/A                | 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        |     59841 | PA      | $59550.55     | 0.03%             | 2042-03-25      | Floating      | 4.36%                 | 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        |     76120 | PA      | $75884.06     | 0.04%             | 2042-04-25      | Floating      | 4.33%                 | No            | 2                  | 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        |    763629 | PA      | $757341.48    | 0.43%             | 2042-07-25      | Floating      | 4.26%                 | 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        |    606194 | PA      | $597215.03    | 0.34%             | 2042-10-25      | Floating      | 4.06%                 | No            | 2                  | 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        |   1109373 | PA      | $1094310.03   | 0.62%             | 2042-11-25      | Floating      | 4.21%                 | 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        |    123166 | PA      | $121024.76    | 0.07%             | 2042-12-25      | Floating      | 4.16%                 | 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        |    677081 | PA      | $672107.58    | 0.38%             | 2042-03-25      | Floating      | 4.16%                 | 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        |    132425 | PA      | $130172.17    | 0.07%             | 2043-02-25      | Floating      | 4.16%                 | 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        |    175110 | PA      | $172164.21    | 0.10%             | 2043-02-25      | Floating      | 4.16%                 | 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        |    390737 | PA      | $384209.51    | 0.22%             | 2043-03-25      | Floating      | 4.16%                 | 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        |    272622 | PA      | $270540.29    | 0.15%             | 2043-09-25      | Floating      | 4.36%                 | No            | 2                  | 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        |    140521 | PA      | $139151.97    | 0.08%             | 2043-12-25      | Floating      | 4.33%                 | 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        |    153137 | PA      | $151907.68    | 0.09%             | 2044-03-25      | Floating      | 4.26%                 | 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        |    573048 | PA      | $565238.75    | 0.32%             | 2045-01-25      | Floating      | 4.21%                 | No            | 2                  | 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        |     80592 | PA      | $79535.22     | 0.05%             | 2045-11-25      | Floating      | 4.06%                 | No            | N/A                | 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        |    129338 | PA      | $127878.82    | 0.07%             | 2046-02-25      | Floating      | 4.21%                 | 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        |   1109227 | PA      | $1097209.68   | 0.63%             | 2046-05-25      | Floating      | 4.31%                 | 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        |    622967 | PA      | $613423.59    | 0.35%             | 2046-11-25      | Floating      | 4.26%                 | 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        |     48181 | PA      | $47936.29     | 0.03%             | 2046-12-25      | Floating      | 4.21%                 | No            | N/A                | 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        |   1784773 | PA      | $1762670.67   | 1.00%             | 2047-01-25      | Floating      | 4.31%                 | 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        |    612603 | PA      | $607578.30    | 0.35%             | 2037-07-25      | Floating      | 4.06%                 | No            | 2                  | 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        |    541728 | PA      | $537654.91    | 0.31%             | 2047-10-25      | Floating      | 4.06%                 | No            | N/A                | 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        |    425201 | PA      | $418213.13    | 0.24%             | 2048-06-25      | Floating      | 4.06%                 | No            | N/A                | 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        |    492455 | PA      | $476887.64    | 0.27%             | 2048-08-25      | Floating      | 4.11%                 | 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        |    112624 | PA      | $111608.86    | 0.06%             | 2048-06-25      | Floating      | 4.06%                 | No            | N/A                | On Loan: No      |
| Federal National Mortgage Association                  | Fannie Mae REMICS Floating Rate, Due 04/25/2049                            | CUSIP: 3136B36T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    245024 | PA      | $241653.85    | 0.14%             | 2049-04-25      | Floating      | 4.31%                 | 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        |    153464 | PA      | $151354.54    | 0.09%             | 2049-02-25      | Floating      | 4.26%                 | No            | 2                  | 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        |    591126 | PA      | $580931.14    | 0.33%             | 2049-07-25      | Floating      | 4.26%                 | No            | 2                  | 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        |    123775 | PA      | $121898.73    | 0.07%             | 2059-06-25      | Floating      | 4.26%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | Fannie Mae REMICS Floating Rate, Due 08/25/2059                            | CUSIP: 3136B5D77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    684767 | PA      | $672759.84    | 0.38%             | 2059-08-25      | Floating      | 4.31%                 | 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        |   4749843 | PA      | $4672283.64   | 2.66%             | 2049-07-25      | Floating      | 4.26%                 | No            | N/A                | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | Fannie Mae REMICS Floating Rate, Due 03/25/2053                            | CUSIP: 3136B5E27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3736199 | PA      | $3726541.32   | 2.12%             | 2053-03-25      | Floating      | 4.31%                 | No            | N/A                | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | Fannie Mae REMICS Floating Rate, Due 07/25/2049                            | CUSIP: 3136B5EY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1167185 | PA      | $1147275.74   | 0.65%             | 2049-07-25      | Floating      | 4.26%                 | No            | N/A                | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | Fannie Mae REMICS Floating Rate, Due 07/25/2049                            | CUSIP: 3136B5MX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    471846 | PA      | $462688.50    | 0.26%             | 2049-07-25      | Floating      | 4.26%                 | No            | N/A                | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | Fannie Mae REMICS Floating Rate, Due 08/25/2049                            | CUSIP: 3136B5ZG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    606998 | PA      | $597717.70    | 0.34%             | 2049-08-25      | Floating      | 4.21%                 | No            | N/A                | 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        |    174018 | PA      | $171591.82    | 0.10%             | 2049-11-25      | Floating      | 4.26%                 | No            | N/A                | 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        |    940646 | PA      | $927146.68    | 0.53%             | 2049-10-25      | Floating      | 4.26%                 | No            | N/A                | 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        |    513899 | PA      | $507859.88    | 0.29%             | 2059-11-25      | Floating      | 4.31%                 | No            | 2                  | 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        |   1108068 | PA      | $1091123.33   | 0.62%             | 2050-01-25      | Floating      | 4.31%                 | No            | 2                  | 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        |   4423111 | PA      | $4361851.71   | 2.49%             | 2049-11-25      | Floating      | 4.31%                 | 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        |    116272 | PA      | $114553.30    | 0.07%             | 2049-12-25      | Floating      | 4.31%                 | 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        |    696325 | PA      | $682707.07    | 0.39%             | 2050-03-25      | Floating      | 4.26%                 | No            | N/A                | On Loan: No      |
| Federal National Mortgage Association                  | Fannie Mae REMICS Floating Rate, Due 12/25/2049                            | CUSIP: 3136B8FD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2072441 | PA      | $2041156.04   | 1.16%             | 2049-12-25      | Floating      | 4.31%                 | 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        |   1282831 | PA      | $1261958.65   | 0.72%             | 2050-01-25      | Floating      | 4.31%                 | 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        |   2088252 | PA      | $2044339.07   | 1.16%             | 2050-06-25      | Floating      | 4.26%                 | 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        |   5427614 | PA      | $5340591.26   | 3.04%             | 2050-03-25      | Floating      | 4.31%                 | 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        |    924044 | PA      | $904266.79    | 0.52%             | 2050-05-25      | Floating      | 4.26%                 | 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        |    450921 | PA      | $436581.83    | 0.25%             | 2050-08-25      | Variable      | 4.46%                 | 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        |    426025 | PA      | $416568.08    | 0.24%             | 2051-05-25      | Variable      | 4.20%                 | 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        |   1339133 | PA      | $1335977.38   | 0.76%             | 2053-03-25      | 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        |    285188 | PA      | $279319.54    | 0.16%             | 2050-08-25      | Floating      | 4.11%                 | 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        |    728999 | PA      | $718993.09    | 0.41%             | 2050-01-25      | Floating      | 4.21%                 | 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        |    442480 | PA      | $445313.30    | 0.25%             | 2054-09-25      | Floating      | 4.80%                 | No            | 2                  | 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        |    259297 | PA      | $261208.62    | 0.15%             | 2054-10-25      | Floating      | 4.90%                 | No            | 2                  | 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        |    538326 | PA      | $544482.04    | 0.31%             | 2054-12-25      | Floating      | 5.10%                 | No            | 2                  | 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        |    146215 | PA      | $147180.19    | 0.08%             | 2054-11-25      | Floating      | 4.85%                 | 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        |    358734 | PA      | $361872.77    | 0.21%             | 2053-07-25      | Floating      | 5.00%                 | 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        |     22277 | PA      | $22423.77     | 0.01%             | 2055-01-25      | Floating      | 4.75%                 | 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        |    318059 | PA      | $319707.97    | 0.18%             | 2055-01-25      | Floating      | 4.75%                 | No            | 2                  | 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        |    553131 | PA      | $557041.10    | 0.32%             | 2055-01-25      | Floating      | 4.85%                 | 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        |    673075 | PA      | $678792.19    | 0.39%             | 2055-01-25      | Floating      | 4.95%                 | No            | 2                  | 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        |    154404 | PA      | $154483.11    | 0.09%             | 2055-02-25      | Floating      | 4.55%                 | 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        |    303926 | PA      | $306449.94    | 0.17%             | 2055-05-25      | Floating      | 4.95%                 | No            | N/A                | 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        |    124717 | PA      | $124602.41    | 0.07%             | 2040-08-15      | Floating      | 4.32%                 | 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        |    242846 | PA      | $241548.30    | 0.14%             | 2040-11-15      | Floating      | 4.32%                 | 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        |    697923 | PA      | $694271.21    | 0.40%             | 2040-11-15      | Floating      | 4.32%                 | No            | N/A                | 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        |    101326 | PA      | $101013.76    | 0.06%             | 2041-02-15      | Floating      | 4.32%                 | No            | N/A                | 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        |    203855 | PA      | $203332.50    | 0.12%             | 2041-04-15      | Floating      | 4.37%                 | 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        |    639695 | PA      | $637962.62    | 0.36%             | 2033-10-15      | Floating      | 4.27%                 | 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        |    211234 | PA      | $210009.87    | 0.12%             | 2041-01-15      | Floating      | 4.27%                 | 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        |    350490 | PA      | $349804.89    | 0.20%             | 2041-08-15      | Floating      | 4.17%                 | No            | 2                  | 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        |    917964 | PA      | $904910.28    | 0.52%             | 2042-09-15      | Floating      | 4.22%                 | 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        |   1397530 | PA      | $1373209.90   | 0.78%             | 2042-10-15      | Floating      | 4.12%                 | 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        |    433130 | PA      | $431015.05    | 0.25%             | 2043-01-15      | Floating      | 4.32%                 | No            | N/A                | 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        |    557496 | PA      | $551782.15    | 0.31%             | 2043-08-15      | Floating      | 4.32%                 | No            | N/A                | 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        |     60322 | PA      | $59686.60     | 0.03%             | 2043-09-15      | Floating      | 4.17%                 | 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        |    900474 | PA      | $896037.88    | 0.51%             | 2035-01-15      | Floating      | 4.22%                 | No            | 2                  | 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        |    271826 | PA      | $269741.68    | 0.15%             | 2037-09-15      | Floating      | 4.32%                 | No            | N/A                | 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        |    474977 | PA      | $471067.81    | 0.27%             | 2043-12-15      | Floating      | 4.22%                 | 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        |   1449953 | PA      | $1439296.32   | 0.82%             | 2043-12-15      | Floating      | 4.32%                 | 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        |    111259 | PA      | $110158.85    | 0.06%             | 2043-12-15      | Floating      | 4.27%                 | 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        |     84975 | PA      | $84287.62     | 0.05%             | 2044-02-15      | Floating      | 4.37%                 | 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        |     86775 | PA      | $86315.15     | 0.05%             | 2040-01-15      | Variable      | 4.60%                 | 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        |   5828280 | PA      | $5735419.36   | 3.27%             | 2044-09-15      | Floating      | 4.22%                 | 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        |   4440335 | PA      | $4371450.79   | 2.49%             | 2045-01-15      | Floating      | 4.22%                 | No            | N/A                | 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        |    269896 | PA      | $263405.05    | 0.15%             | 2045-05-15      | Floating      | 4.07%                 | 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        |     97965 | PA      | $96695.77     | 0.06%             | 2038-01-15      | Variable      | 4.49%                 | No            | N/A                | 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        |     61948 | PA      | $61595.33     | 0.04%             | 2046-06-15      | Floating      | 4.17%                 | No            | N/A                | 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        |   2555726 | PA      | $2523955.35   | 1.44%             | 2046-09-15      | Floating      | 4.32%                 | 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        |     69269 | PA      | $68372.19     | 0.04%             | 2038-10-15      | Variable      | 4.49%                 | 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        |    257909 | PA      | $254561.03    | 0.15%             | 2047-01-15      | Floating      | 4.32%                 | 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        |    896427 | PA      | $872702.55    | 0.50%             | 2048-05-15      | Floating      | 4.12%                 | 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        |    143459 | PA      | $141650.03    | 0.08%             | 2038-08-15      | Variable      | 4.49%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | Freddie Mac REMICS Floating Rate, Due 12/15/2047                           | CUSIP: 3137FCA61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    462274 | PA      | $452410.71    | 0.26%             | 2047-12-15      | Floating      | 4.17%                 | 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        |    850446 | PA      | $828695.95    | 0.47%             | 2048-02-15      | Floating      | 4.12%                 | 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        |     46642 | PA      | $45681.61     | 0.03%             | 2048-09-15      | Floating      | 4.12%                 | 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        |    667777 | PA      | $650857.37    | 0.37%             | 2048-06-15      | Floating      | 4.12%                 | No            | 2                  | 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        |    481690 | PA      | $475677.03    | 0.27%             | 2038-04-15      | Variable      | 4.49%                 | 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        |    931181 | PA      | $909919.87    | 0.52%             | 2056-08-15      | Floating      | 4.22%                 | 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        |     83227 | PA      | $82356.78     | 0.05%             | 2048-12-15      | Floating      | 4.12%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | Freddie Mac REMICS Floating Rate, Due 08/15/2057                           | CUSIP: 3137FKAN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1006947 | PA      | $984740.95    | 0.56%             | 2057-08-15      | Floating      | 4.22%                 | 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        |    594007 | PA      | $581843.17    | 0.33%             | 2048-12-15      | Floating      | 4.22%                 | No            | N/A                | 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        |    156676 | PA      | $153892.65    | 0.09%             | 2049-03-15      | Floating      | 4.27%                 | 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        |   3752136 | PA      | $3691890.76   | 2.10%             | 2049-05-15      | Floating      | 4.27%                 | 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        |    368951 | PA      | $363558.68    | 0.21%             | 2049-08-25      | Floating      | 4.21%                 | 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        |   1340640 | PA      | $1315372.16   | 0.75%             | 2049-03-15      | Floating      | 4.27%                 | No            | N/A                | 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        |    340337 | PA      | $338209.97    | 0.19%             | 2049-09-25      | Floating      | 4.21%                 | No            | 2                  | 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        |   1683921 | PA      | $1657447.17   | 0.94%             | 2049-10-25      | Floating      | 4.26%                 | No            | N/A                | 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        |    381025 | PA      | $374736.99    | 0.21%             | 2049-11-25      | Floating      | 4.31%                 | 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        |    539373 | PA      | $533407.38    | 0.30%             | 2046-12-15      | Variable      | 4.64%                 | No            | 2                  | 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        |    665524 | PA      | $656382.75    | 0.37%             | 2050-01-25      | Floating      | 4.36%                 | 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        |    601347 | PA      | $589231.96    | 0.34%             | 2050-03-25      | Floating      | 4.26%                 | 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        |   1071816 | PA      | $1051419.59   | 0.60%             | 2050-06-25      | Floating      | 4.21%                 | 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        |     87764 | PA      | $86466.70     | 0.05%             | 2040-08-15      | Variable      | 4.49%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | Freddie Mac REMICS Floating Rate, Due 05/25/2050                           | CUSIP: 3137FUY81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    588084 | PA      | $579311.21    | 0.33%             | 2050-05-25      | Floating      | 4.16%                 | No            | 2                  | 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        |    688592 | PA      | $670785.81    | 0.38%             | 2050-08-25      | Floating      | 4.21%                 | No            | N/A                | 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        |     85579 | PA      | $85077.07     | 0.05%             | 2040-10-15      | Floating      | 4.30%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | Freddie Mac REMICS Floating Rate, Due 06/25/2052                           | CUSIP: 3137H9E54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    717552 | PA      | $717743.46    | 0.41%             | 2052-06-25      | Floating      | 4.65%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | Freddie Mac REMICS Floating Rate, Due 11/25/2052                           | CUSIP: 3137H9FR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    120745 | PA      | $121641.64    | 0.07%             | 2052-11-25      | Floating      | 4.95%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | Freddie Mac REMICS Floating Rate, Due 10/15/2039                           | CUSIP: 3137HAL87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    149470 | PA      | $150281.12    | 0.09%             | 2039-10-15      | Floating      | 4.52%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | Freddie Mac REMICS Floating Rate, Due 08/15/2048                           | CUSIP: 3137HBGQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    255668 | PA      | $257763.78    | 0.15%             | 2048-08-15      | Variable      | 5.02%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | Freddie Mac REMICS Floating Rate, Due 03/25/2054                           | CUSIP: 3137HBUJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    508055 | PA      | $512107.19    | 0.29%             | 2054-03-25      | Floating      | 4.80%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | Freddie Mac REMICS Floating Rate, Due 03/25/2054                           | CUSIP: 3137HBVV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1943630 | PA      | $1963632.42   | 1.12%             | 2054-03-25      | Floating      | 5.05%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | Freddie Mac REMICS Floating Rate, Due 04/25/2054                           | CUSIP: 3137HC4W9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    219541 | PA      | $219570.06    | 0.13%             | 2054-04-25      | Floating      | 4.65%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | Freddie Mac REMICS Floating Rate, Due 11/25/2054                           | CUSIP: 3137HHDE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    367646 | PA      | $369702.58    | 0.21%             | 2054-11-25      | Floating      | 4.80%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | Freddie Mac REMICS Floating Rate, Due 11/25/2054                           | CUSIP: 3137HHFL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2464473 | PA      | $2486030.87   | 1.42%             | 2054-11-25      | Floating      | 5.00%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | Freddie Mac REMICS Floating Rate, Due 09/25/2054                           | CUSIP: 3137HHH53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    412335 | PA      | $414790.24    | 0.24%             | 2054-09-25      | Floating      | 4.80%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | Freddie Mac REMICS Floating Rate, Due 12/25/2054                           | CUSIP: 3137HHKS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    525234 | PA      | $529712.48    | 0.30%             | 2054-12-25      | Floating      | 4.90%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | Freddie Mac REMICS Floating Rate, Due 12/25/2054                           | CUSIP: 3137HHUD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    196505 | PA      | $198098.17    | 0.11%             | 2054-12-25      | Floating      | 4.85%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | Freddie Mac REMICS Floating Rate, Due 01/25/2055                           | CUSIP: 3137HJ2H9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     79456 | PA      | $80018.85     | 0.05%             | 2055-01-25      | Floating      | 4.85%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | Freddie Mac REMICS Floating Rate, Due 02/25/2055                           | CUSIP: 3137HJGD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     47367 | PA      | $47186.72     | 0.03%             | 2055-02-25      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | Freddie Mac REMICS Floating Rate, Due 02/25/2055                           | CUSIP: 3137HJZJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     62968 | PA      | $63771.29     | 0.04%             | 2055-02-25      | Floating      | 5.10%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | Freddie Mac REMICS Floating Rate, Due 03/25/2055                           | CUSIP: 3137HKKP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    391253 | PA      | $394209.09    | 0.22%             | 2055-03-25      | Floating      | 4.85%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | Freddie Mac REMICS Floating Rate, Due 03/25/2055                           | CUSIP: 3137HKN91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    151394 | PA      | $151429.68    | 0.09%             | 2055-03-25      | Floating      | 4.90%                 | No            | 2                  | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | Freddie Mac REMICS Floating Rate, Due 04/25/2055                           | CUSIP: 3137HKVR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    158969 | PA      | $158736.90    | 0.09%             | 2055-04-25      | Floating      | 4.90%                 | No            | N/A                | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | Freddie Mac REMICS Floating Rate, Due 10/25/2055                           | CUSIP: 3137HNG93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    184601 | PA      | $186426.18    | 0.11%             | 2055-10-25      | Floating      | 4.95%                 | 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        |     33426 | PA      | $33600.17     | 0.02%             | 2032-03-25      | Floating      | 4.71%                 | 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        |     33426 | PA      | $33600.17     | 0.02%             | 2032-03-25      | Floating      | 4.71%                 | 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        |     33426 | PA      | $33600.17     | 0.02%             | 2032-03-25      | Floating      | 4.71%                 | 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        |     36319 | PA      | $36329.03     | 0.02%             | 2032-08-25      | Floating      | 4.31%                 | 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        |     29293 | PA      | $29309.31     | 0.02%             | 2032-10-25      | Floating      | 4.31%                 | 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        |     41206 | PA      | $41683.77     | 0.02%             | 2032-05-15      | Floating      | 4.82%                 | 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        |     42124 | PA      | $42597.35     | 0.02%             | 2032-03-15      | Floating      | 4.82%                 | 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        |     39908 | PA      | $40362.46     | 0.02%             | 2032-03-15      | Floating      | 4.82%                 | 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        |    123764 | PA      | $124903.22    | 0.07%             | 2042-08-25      | Variable      | 4.83%                 | 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        |    167336 | PA      | $170737.78    | 0.10%             | 2033-07-25      | Floating      | 5.41%                 | 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        |     35215 | PA      | $35829.50     | 0.02%             | 2033-07-25      | Floating      | 5.31%                 | 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        |     83763 | PA      | $84901.25     | 0.05%             | 2031-07-15      | Floating      | 5.07%                 | No            | N/A                | 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        |     48243 | PA      | $48209.25     | 0.03%             | 2033-09-25      | Floating      | 4.31%                 | 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        |    113251 | PA      | $113262.52    | 0.06%             | 2034-01-25      | Floating      | 4.31%                 | No            | 2                  | 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        |    155770 | PA      | $155045.87    | 0.09%             | 2034-05-25      | Floating      | 4.16%                 | 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        |     60531 | PA      | $60100.90     | 0.03%             | 2035-07-25      | Floating      | 4.10%                 | 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        |     76995 | PA      | $76541.12     | 0.04%             | 2035-04-25      | Floating      | 4.16%                 | No            | N/A                | 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        |    200766 | PA      | $199718.99    | 0.11%             | 2035-06-25      | Floating      | 4.15%                 | 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        |     81796 | PA      | $83896.30     | 0.05%             | 2033-07-15      | Floating      | 5.41%                 | No            | N/A                | 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        |     35024 | PA      | $35107.03     | 0.02%             | 2033-10-15      | Floating      | 4.42%                 | 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        |    336930 | PA      | $335038.07    | 0.19%             | 2035-12-25      | Floating      | 4.16%                 | 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        |    106395 | PA      | $105702.65    | 0.06%             | 2036-03-25      | 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        |    289886 | PA      | $287801.92    | 0.16%             | 2036-04-25      | Floating      | 4.11%                 | 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        |     73088 | PA      | $72607.76     | 0.04%             | 2036-04-25      | Floating      | 4.16%                 | 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        |    304502 | PA      | $302356.68    | 0.17%             | 2036-07-25      | Floating      | 4.06%                 | 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        |     94765 | PA      | $94287.77     | 0.05%             | 2036-06-25      | Floating      | 4.21%                 | 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        |    134266 | PA      | $133473.59    | 0.08%             | 2035-07-15      | Floating      | 4.07%                 | 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        |    179502 | PA      | $178737.23    | 0.10%             | 2036-09-25      | Floating      | 4.25%                 | 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        |     95312 | PA      | $94935.76     | 0.05%             | 2036-09-25      | Floating      | 4.27%                 | 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        |    700178 | PA      | $696581.27    | 0.40%             | 2036-10-25      | Floating      | 4.23%                 | 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        |     26958 | PA      | $26879.05     | 0.02%             | 2036-07-25      | Floating      | 4.11%                 | 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        |     18269 | PA      | $18214.86     | 0.01%             | 2036-07-25      | Floating      | 4.11%                 | 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        |    125906 | PA      | $125101.96    | 0.07%             | 2036-11-25      | Floating      | 4.06%                 | No            | N/A                | 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        |    216466 | PA      | $218110.24    | 0.12%             | 2039-09-25      | Floating      | 4.56%                 | No            | N/A                | 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        |    675506 | PA      | $671440.47    | 0.38%             | 2036-05-15      | Floating      | 4.17%                 | 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        |     91448 | PA      | $91097.55     | 0.05%             | 2036-05-15      | Floating      | 4.23%                 | 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        |     99550 | PA      | $98977.80     | 0.06%             | 2036-05-15      | Floating      | 4.17%                 | 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        |     84503 | PA      | $83644.25     | 0.05%             | 2037-04-25      | Floating      | 4.14%                 | 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        |     48875 | PA      | $48851.14     | 0.03%             | 2037-11-25      | Floating      | 4.38%                 | 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        |    134656 | PA      | $134689.66    | 0.08%             | 2037-09-25      | Floating      | 4.38%                 | 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        |     40711 | PA      | $40719.67     | 0.02%             | 2037-09-25      | Floating      | 4.37%                 | 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        |    241381 | PA      | $242392.74    | 0.14%             | 2038-01-25      | Floating      | 4.51%                 | No            | N/A                | 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        |    103784 | PA      | $104219.51    | 0.06%             | 2038-01-25      | Floating      | 4.51%                 | 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        |    193631 | PA      | $193036.96    | 0.11%             | 2038-02-25      | Floating      | 4.26%                 | 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        |     52920 | PA      | $53087.37     | 0.03%             | 2038-03-25      | Floating      | 4.48%                 | 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        |    100472 | PA      | $101289.35    | 0.06%             | 2038-03-25      | Floating      | 4.61%                 | 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        |    260199 | PA      | $258994.01    | 0.15%             | 2036-08-15      | Floating      | 4.22%                 | 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        |    185080 | PA      | $184052.08    | 0.10%             | 2036-09-15      | Floating      | 4.22%                 | No            | N/A                | 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        |    264900 | PA      | $263364.62    | 0.15%             | 2036-09-15      | Floating      | 4.22%                 | 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        |    202873 | PA      | $200992.88    | 0.11%             | 2037-02-15      | Floating      | 4.14%                 | No            | 2                  | 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        |    206476 | PA      | $204770.15    | 0.12%             | 2037-03-15      | Floating      | 4.19%                 | 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        |     83613 | PA      | $83083.21     | 0.05%             | 2037-04-15      | Floating      | 4.25%                 | 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        |    239133 | PA      | $237562.05    | 0.14%             | 2034-07-15      | Floating      | 4.14%                 | No            | N/A                | 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        |     89982 | PA      | $89084.92     | 0.05%             | 2037-05-15      | Floating      | 4.12%                 | 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        |     13418 | PA      | $13262.49     | 0.01%             | 2037-05-15      | Floating      | 4.07%                 | 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        |     48653 | PA      | $48294.13     | 0.03%             | 2036-11-15      | Floating      | 4.17%                 | 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        |    152189 | PA      | $152010.24    | 0.09%             | 2037-08-15      | Floating      | 4.37%                 | No            | N/A                | 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        |     69541 | PA      | $69583.54     | 0.04%             | 2037-09-15      | Floating      | 4.42%                 | 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        |     72186 | PA      | $73199.96     | 0.04%             | 2048-07-25      | Floating      | 4.75%                 | 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        |    780357 | PA      | $791740.81    | 0.45%             | 2038-08-25      | Floating      | 4.78%                 | 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        |    267882 | PA      | $269471.58    | 0.15%             | 2039-06-25      | Floating      | 4.51%                 | 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        |    251027 | PA      | $252486.57    | 0.14%             | 2039-06-25      | Floating      | 4.51%                 | 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        |     77843 | PA      | $78522.75     | 0.04%             | 2037-03-25      | Floating      | 4.63%                 | No            | 2                  | 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        |    284935 | PA      | $286653.37    | 0.16%             | 2038-02-15      | Floating      | 4.57%                 | 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        |    180517 | PA      | $179475.14    | 0.10%             | 2041-05-25      | Floating      | 4.23%                 | 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        |    178406 | PA      | $177810.41    | 0.10%             | 2041-07-25      | Floating      | 4.31%                 | No            | 2                  | 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        |    512765 | PA      | $510128.25    | 0.29%             | 2041-06-25      | Floating      | 4.25%                 | 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        |    718637 | PA      | $722218.08    | 0.41%             | 2038-06-15      | Floating      | 4.72%                 | 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        |     59831 | PA      | $61130.84     | 0.03%             | 2036-09-25      | Floating      | 5.01%                 | 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        |    630384 | PA      | $636860.23    | 0.36%             | 2040-04-25      | Floating      | 4.81%                 | 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        |    145253 | PA      | $145839.91    | 0.08%             | 2040-05-15      | Floating      | 4.55%                 | No            | 2                  | 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        |    131632 | PA      | $131579.96    | 0.07%             | 2037-04-25      | Floating      | 4.37%                 | 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        |     63573 | PA      | $63825.42     | 0.04%             | 2040-06-25      | Floating      | 4.54%                 | 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        |     67857 | PA      | $67611.24     | 0.04%             | 2040-12-25      | Floating      | 4.36%                 | No            | 2                  | 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        |    129100 | PA      | $129711.02    | 0.07%             | 2040-02-15      | Floating      | 4.57%                 | 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        |    837338 | PA      | $820549.85    | 0.47%             | 2035-09-25      | Floating      | 3.94%                 | 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        |   1268159 | PA      | $1262514.44   | 0.72%             | 2037-12-20      | Floating      | 4.24%                 | 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        |    339365 | PA      | $339334.35    | 0.19%             | 2034-01-20      | Floating      | 4.09%                 | 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        |     76219 | PA      | $75643.05     | 0.04%             | 2035-11-16      | Floating      | 4.04%                 | No            | N/A                | 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        |    680654 | PA      | $680809.93    | 0.39%             | 2039-03-20      | Floating      | 4.74%                 | 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        |    680654 | PA      | $681269.84    | 0.39%             | 2039-03-20      | Floating      | 4.74%                 | 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        |    864955 | PA      | $860336.32    | 0.49%             | 2040-07-20      | Floating      | 4.24%                 | 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        |     18890 | PA      | $18760.16     | 0.01%             | 2060-12-20      | Variable      | 4.33%                 | No            | 2                  | 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        |    158912 | PA      | $158596.28    | 0.09%             | 2062-04-20      | Variable      | 4.50%                 | 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        |     70693 | PA      | $70906.21     | 0.04%             | 2062-02-20      | Variable      | 4.65%                 | No            | 2                  | 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        |   1048595 | PA      | $1036079.22   | 0.59%             | 2042-06-20      | Floating      | 4.19%                 | 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        |    215389 | PA      | $215356.86    | 0.12%             | 2037-04-20      | Floating      | 4.09%                 | 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        |    109685 | PA      | $109092.27    | 0.06%             | 2037-08-20      | Floating      | 4.21%                 | 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        |    138736 | PA      | $138068.66    | 0.08%             | 2037-11-20      | Floating      | 4.23%                 | 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        |   1086408 | PA      | $1085434.89   | 0.62%             | 2038-01-20      | Floating      | 4.24%                 | 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        |     57115 | PA      | $57385.14     | 0.03%             | 2038-06-16      | Floating      | 4.56%                 | No            | N/A                | 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        |     98510 | PA      | $98935.33     | 0.06%             | 2038-06-16      | Floating      | 4.54%                 | 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        |    141433 | PA      | $141827.54    | 0.08%             | 2038-08-20      | Floating      | 4.74%                 | 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        |    555971 | PA      | $558733.72    | 0.32%             | 2038-08-20      | Floating      | 4.74%                 | 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        |    474400 | PA      | $474515.30    | 0.27%             | 2039-02-20      | Floating      | 4.77%                 | 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        |     89136 | PA      | $89453.10     | 0.05%             | 2039-10-16      | Floating      | 4.47%                 | 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        |     88366 | PA      | $89333.61     | 0.05%             | 2039-08-16      | Floating      | 4.79%                 | 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        |   2262412 | PA      | $2235826.82   | 1.27%             | 2044-01-20      | Floating      | 4.24%                 | 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        |    128346 | PA      | $125227.42    | 0.07%             | 2047-02-20      | Floating      | 4.11%                 | 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        |     99834 | PA      | $99878.95     | 0.06%             | 2065-10-20      | Variable      | 4.47%                 | 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        |     86718 | PA      | $87118.91     | 0.05%             | 2066-03-20      | Variable      | 4.77%                 | 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        |    169755 | PA      | $171066.99    | 0.10%             | 2040-02-20      | Floating      | 4.61%                 | 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        |    166822 | PA      | $167672.27    | 0.10%             | 2040-03-20      | Floating      | 4.54%                 | 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        |     59627 | PA      | $59443.75     | 0.03%             | 2034-05-16      | Floating      | 4.19%                 | 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        |   1832345 | PA      | $1814864.72   | 1.03%             | 2041-10-16      | Floating      | 4.19%                 | 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        |    210321 | PA      | $207517.75    | 0.12%             | 2041-07-16      | Floating      | 4.04%                 | No            | N/A                | 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        |    202684 | PA      | $200687.03    | 0.11%             | 2042-03-20      | Floating      | 4.24%                 | 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        |    895997 | PA      | $880503.06    | 0.50%             | 2042-10-20      | Floating      | 4.04%                 | No            | N/A                | 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        |   1530150 | PA      | $1519875.53   | 0.87%             | 2039-12-20      | Floating      | 4.19%                 | 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        |    181762 | PA      | $180484.17    | 0.10%             | 2042-02-20      | Floating      | 4.09%                 | 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        |    139968 | PA      | $138686.78    | 0.08%             | 2041-05-20      | Variable      | 5.78%                 | 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        |    508618 | PA      | $498233.12    | 0.28%             | 2045-11-20      | Floating      | 4.09%                 | 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        |    311168 | PA      | $303643.37    | 0.17%             | 2045-08-20      | Floating      | 4.01%                 | No            | N/A                | 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        |   2936682 | PA      | $2897734.74   | 1.65%             | 2046-03-20      | Floating      | 4.24%                 | 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        |    903338 | PA      | $899111.60    | 0.51%             | 2046-04-20      | Floating      | 4.29%                 | 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        |    200050 | PA      | $200278.74    | 0.11%             | 2069-06-20      | Variable      | 4.45%                 | No            | 2                  | 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        |    981116 | PA      | $955319.55    | 0.54%             | 2048-01-20      | Floating      | 4.11%                 | 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        |   1745233 | PA      | $1702490.12   | 0.97%             | 2048-10-20      | Floating      | 4.09%                 | 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        |   1197248 | PA      | $1181891.47   | 0.67%             | 2049-03-20      | Floating      | 4.24%                 | 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        |    330903 | PA      | $326764.96    | 0.19%             | 2049-03-20      | Floating      | 4.24%                 | 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        |    124096 | PA      | $122173.68    | 0.07%             | 2049-03-20      | Floating      | 4.24%                 | 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        |    979298 | PA      | $963027.59    | 0.55%             | 2049-04-20      | Floating      | 4.24%                 | 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        |   1520280 | PA      | $1486378.70   | 0.85%             | 2049-06-20      | Floating      | 4.14%                 | 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        |   1151040 | PA      | $1136726.56   | 0.65%             | 2046-06-20      | Variable      | 4.21%                 | No            | 2                  | 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        |   3192955 | PA      | $3136052.06   | 1.79%             | 2049-08-20      | Floating      | 4.24%                 | No            | N/A                | 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        |   2788826 | PA      | $2732165.41   | 1.56%             | 2049-09-20      | Floating      | 4.19%                 | No            | 2                  | 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        |   1511088 | PA      | $1483168.68   | 0.84%             | 2050-03-20      | Floating      | 4.24%                 | 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        |    160995 | PA      | $134801.82    | 0.08%             | 2051-06-20      | Floating      | 2.50%                 | No            | N/A                | 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        |     94413 | PA      | $95315.74     | 0.05%             | 2073-01-20      | Variable      | 4.57%                 | 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        |   1806976 | PA      | $1747879.92   | 1.00%             | 2052-04-20      | Floating      | 4.50%                 | 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        |   1821628 | PA      | $1752031.69   | 1.00%             | 2052-04-20      | Floating      | 4.40%                 | 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        |   1352853 | PA      | $1341943.91   | 0.76%             | 2052-09-20      | Floating      | 4.25%                 | No            | N/A                | On Loan: No      |
| GINNIE MAE (H) 23-85                                   | Government National Mortgage Association Floating Rate, Due 07/20/2053     | CUSIP: 38384B2Z3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     84313 | PA      | $84815.97     | 0.05%             | 2053-07-20      | Floating      | 4.75%                 | 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        |     98546 | PA      | $99447.23     | 0.06%             | 2053-08-20      | Floating      | 4.90%                 | 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        |    112724 | PA      | $113748.26    | 0.06%             | 2053-08-20      | Floating      | 4.90%                 | 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        |    206444 | PA      | $206942.37    | 0.12%             | 2054-03-20      | Floating      | 4.60%                 | No            | 2                  | 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        |     89810 | PA      | $90204.36     | 0.05%             | 2054-04-20      | Floating      | 4.70%                 | No            | 2                  | 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        |   1461428 | PA      | $1469881.97   | 0.84%             | 2054-04-20      | Floating      | 5.02%                 | No            | 2                  | 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        |    522443 | PA      | $525465.77    | 0.30%             | 2054-04-20      | Floating      | 5.02%                 | 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        |   1583851 | PA      | $1596865.44   | 0.91%             | 2054-05-20      | Floating      | 4.90%                 | No            | 2                  | 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        |    164064 | PA      | $165080.82    | 0.09%             | 2054-06-20      | Floating      | 4.85%                 | No            | N/A                | 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        |    178596 | PA      | $179714.84    | 0.10%             | 2054-06-20      | Floating      | 4.85%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association Floating Rate, Due 10/20/2054     | CUSIP: 38384YDN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    162494 | PA      | $163389.73    | 0.09%             | 2054-10-20      | Floating      | 4.75%                 | 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        |    141593 | PA      | $142222.58    | 0.08%             | 2054-12-20      | Floating      | 4.65%                 | No            | 2                  | 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        |     39081 | PA      | $39440.21     | 0.02%             | 2055-03-20      | Floating      | 4.90%                 | No            | N/A                | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association Floating Rate, Due 04/20/2055     | CUSIP: 38385FGR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     91138 | PA      | $92103.32     | 0.05%             | 2055-04-20      | Floating      | 4.95%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bills                           | United States Treasury Bill 0%, Due 02/24/2026                             | CUSIP: 912797SS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2900000 | PA      | $2893578.65   | 1.65%             | 2026-02-24      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Notes                           | United States Treasury Floating Rate Note Floating Rate, Due 04/30/2026    | CUSIP: 91282CKM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3050000 | PA      | $3050706.53   | 1.74%             | 2026-04-30      | Floating      | 3.76%                 | No            | 2                  | On Loan: No      |
| United States Treasury Notes                           | United States Treasury Floating Rate Note Floating Rate, Due 07/31/2026    | CUSIP: 91282CLA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2001122.82   | 1.14%             | 2026-07-31      | Floating      | 3.79%                 | No            | 2                  | On Loan: No      |
| United States Treasury Notes                           | United States Treasury Floating Rate Note Floating Rate, Due 10/31/2026    | CUSIP: 91282CLT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2002105.14   | 1.14%             | 2026-10-31      | Floating      | 3.82%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-01-31

**Name of Applicant:** Valued Advisers Trust

**Signature:** Zachary Richmond

**Name of Signer:** Zachary Richmond

**Title:** Treasurer