# EDGAR Filing Document

**Accession Number:** 0001437249
**File Stem:** 0000910472-25-001547
**Filing Date:** 2025-9
**Character Count:** 107581
**Document Hash:** 95e6e6c4a98bc799f5640bae5bf2551a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000910472-25-001547.hdr.sgml**: 20250926

**ACCESSION NUMBER**: 0000910472-25-001547

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250926

**DATE AS OF CHANGE**: 20250926

**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:** 251347725

**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:** 2025-07-31

**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:** $161573220.65

**Total Liabilities:** $24744.86

**Net Assets:** $161548475.79

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.70829988 | **1-Year:** 3439.96484726 | **5-Year:** 42603.23076840 | **10-Year:** 28006.72748020 | **30-Year:** 9.80687216

**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 | 0.23%                | 0.67%                | 0.37%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $75214.44                | $-306159.14                                |
| Month 2  | $21435.21                | $457276.53                                 |
| Month 3  | $32407.28                | $-56573.11                                 |

### 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 REMICS Floating Rate, Due 07/15/2034                           | CUSIP: 31397GSV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    266136 | PA      | $263843.27    | 0.16%             | 2034-07-15      | Floating      | 4.77%                 | No            | N/A                | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association Floating Rate, Due 08/20/2054     | CUSIP: 38384UVK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    140961 | PA      | $140150.83    | 0.09%             | 2054-08-20      | Floating      | 5.45%                 | 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        |    558980 | PA      | $554910.94    | 0.34%             | 2041-06-25      | Floating      | 4.90%                 | 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            | USGA              | US        |    894710 | PA      | $871744.50    | 0.54%             | 2035-09-25      | Floating      | 4.62%                 | 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        |    334916 | PA      | $332034.55    | 0.21%             | 2036-07-25      | Floating      | 4.71%                 | 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        |    584953 | PA      | $587644.44    | 0.36%             | 2038-08-20      | Floating      | 5.42%                 | 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        |     61865 | PA      | $62064.06     | 0.04%             | 2038-06-16      | Floating      | 5.22%                 | 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        |    722120 | PA      | $697372.49    | 0.43%             | 2050-03-25      | Floating      | 4.91%                 | 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        |    280556 | PA      | $280902.70    | 0.17%             | 2039-09-25      | Floating      | 5.21%                 | 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        |     83732 | PA      | $83092.86     | 0.05%             | 2035-11-16      | Floating      | 4.70%                 | 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        |    981035 | PA      | $974310.37    | 0.60%             | 2046-04-20      | Floating      | 4.97%                 | 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        |     53045 | PA      | $52892.02     | 0.03%             | 2037-11-25      | Floating      | 5.03%                 | No            | N/A                | On Loan: No      |
| Federal National Mortgage Association                  | Fannie Mae REMICS Floating Rate, Due 07/25/2042                            | CUSIP: 3136A7EC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    820124 | PA      | $811845.08    | 0.50%             | 2042-07-25      | Floating      | 4.91%                 | 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        |    158405 | PA      | $156058.16    | 0.10%             | 2041-12-25      | Floating      | 4.81%                 | 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: 3137HHFL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    142964 | PA      | $142943.98    | 0.09%             | 2054-11-25      | Floating      | 5.65%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | Freddie Mac REMICS Floating Rate, Due 06/15/2046                           | CUSIP: 3137BPXH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     69825 | PA      | $69314.82     | 0.04%             | 2046-06-15      | Floating      | 4.80%                 | No            | N/A                | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association Floating Rate, Due 02/20/2061     | CUSIP: 38375BKL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    164721 | PA      | $164891.36    | 0.10%             | 2061-02-20      | Variable      | 4.89%                 | 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        |   1482458 | PA      | $1470180.27   | 0.91%             | 2039-12-20      | Floating      | 4.87%                 | 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        |    166164 | PA      | $161156.41    | 0.10%             | 2049-03-15      | Floating      | 4.90%                 | 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        |    162161 | PA      | $160407.34    | 0.10%             | 2044-03-25      | Floating      | 4.91%                 | 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        |     47422 | PA      | $47303.54     | 0.03%             | 2041-11-25      | Floating      | 4.96%                 | No            | N/A                | 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        |    459488 | PA      | $455185.09    | 0.28%             | 2054-09-25      | Floating      | 5.45%                 | 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        |    709638 | PA      | $706416.01    | 0.44%             | 2033-10-15      | Floating      | 4.90%                 | 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        |     79984 | PA      | $79315.02     | 0.05%             | 2036-04-25      | Floating      | 4.81%                 | 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        |    483540 | PA      | $480181.82    | 0.30%             | 2054-11-25      | Floating      | 5.45%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association Floating Rate, Due 06/16/2038     | CUSIP: 38375QW21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    106703 | PA      | $107006.83    | 0.07%             | 2038-06-16      | Floating      | 5.20%                 | No            | N/A                | On Loan: No      |
| Federal National Mortgage Association                  | Fannie Mae REMICS Floating Rate, Due 10/25/2047                            | CUSIP: 3136AYHK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    605944 | PA      | $602006.73    | 0.37%             | 2047-10-25      | Floating      | 4.71%                 | No            | 2                  | 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        |   1000705 | PA      | $974421.14    | 0.60%             | 2049-04-20      | Floating      | 4.92%                 | No            | N/A                | On Loan: No      |
| Federal National Mortgage Association                  | Fannie Mae REMICS Floating Rate, Due 05/25/2034                            | CUSIP: 31393YBS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    172517 | PA      | $171593.20    | 0.11%             | 2034-05-25      | Floating      | 4.81%                 | No            | 2                  | 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        |     14378 | PA      | $14186.65     | 0.01%             | 2037-05-15      | Floating      | 4.70%                 | 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        |    151291 | PA      | $150961.33    | 0.09%             | 2040-08-15      | Floating      | 4.95%                 | No            | 2                  | 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        |    766491 | PA      | $760257.35    | 0.47%             | 2040-11-15      | Floating      | 4.95%                 | 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        |     48455 | PA      | $47229.60     | 0.03%             | 2048-09-15      | Floating      | 4.75%                 | 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        |   1332512 | PA      | $1293360.58   | 0.80%             | 2050-01-25      | Floating      | 4.96%                 | 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        |    185205 | PA      | $181208.96    | 0.11%             | 2043-02-25      | Floating      | 4.81%                 | 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        |     78875 | PA      | $78739.08     | 0.05%             | 2037-09-15      | Floating      | 5.05%                 | 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        |    278444 | PA      | $278374.33    | 0.17%             | 2039-06-25      | Floating      | 5.16%                 | 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        |   1581219 | PA      | $1567130.04   | 0.97%             | 2053-03-25      | Floating      | 5.00%                 | 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        |    728742 | PA      | $728779.09    | 0.45%             | 2039-03-20      | Floating      | 5.42%                 | No            | N/A                | 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        |    269206 | PA      | $266989.13    | 0.17%             | 2040-11-15      | Floating      | 4.95%                 | No            | N/A                | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | Freddie Mac REMICS Floating Rate, Due 08/15/2043                           | CUSIP: 3137FXFK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1908103 | PA      | $1847441.35   | 1.14%             | 2043-08-15      | Floating      | 4.64%                 | 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        |    130243 | PA      | $127766.10    | 0.08%             | 2042-08-25      | Variable      | 4.73%                 | 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        |     95027 | PA      | $96251.21     | 0.06%             | 2031-07-15      | Floating      | 5.70%                 | 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        |     44722 | PA      | $45157.05     | 0.03%             | 2032-03-15      | Floating      | 5.45%                 | 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        |   4702105 | PA      | $4604814.05   | 2.85%             | 2045-01-15      | Floating      | 4.85%                 | 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        |   1384178 | PA      | $1375615.33   | 0.85%             | 2037-12-20      | Floating      | 4.92%                 | 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        |     28973 | PA      | $28550.31     | 0.02%             | 2036-07-25      | Floating      | 4.76%                 | 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        |    869659 | PA      | $879495.37    | 0.54%             | 2038-08-25      | Floating      | 5.43%                 | 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        |    172302 | PA      | $170960.87    | 0.11%             | 2036-11-25      | Floating      | 4.71%                 | No            | N/A                | On Loan: No      |
| Federal National Mortgage Association                  | Fannie Mae REMICS Floating Rate, Due 11/25/2042                            | CUSIP: 3136A95L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1184427 | PA      | $1164054.20   | 0.72%             | 2042-11-25      | Floating      | 4.86%                 | 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        |    274742 | PA      | $266644.35    | 0.17%             | 2045-05-15      | Floating      | 4.70%                 | 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        |     40448 | PA      | $40521.48     | 0.03%             | 2033-10-15      | Floating      | 5.05%                 | No            | 2                  | 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        |    300783 | PA      | $293145.63    | 0.18%             | 2050-08-25      | Floating      | 4.76%                 | No            | N/A                | On Loan: No      |
| Federal National Mortgage Association                  | Fannie Mae REMICS Floating Rate, Due 11/25/2049                            | CUSIP: 3136B7AM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   4741663 | PA      | $4607362.24   | 2.85%             | 2049-11-25      | Floating      | 4.96%                 | No            | N/A                | On Loan: No      |
| Federal National Mortgage Association                  | Fannie Mae REMICS Floating Rate, Due 08/25/2049                            | CUSIP: 3136B5ZG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    648215 | PA      | $634045.26    | 0.39%             | 2049-08-25      | Floating      | 4.86%                 | 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        |   1143485 | PA      | $1107254.43   | 0.69%             | 2050-06-25      | Floating      | 4.86%                 | 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        |     46904 | PA      | $47295.27     | 0.03%             | 2032-05-15      | Floating      | 5.45%                 | 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        |    239620 | PA      | $240839.08    | 0.15%             | 2054-04-25      | Floating      | 5.30%                 | 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        |   1014365 | PA      | $991013.68    | 0.61%             | 2049-10-25      | Floating      | 4.91%                 | 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        |    392556 | PA      | $384756.17    | 0.24%             | 2049-08-25      | Floating      | 4.86%                 | 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        |    117108 | PA      | $117207.13    | 0.07%             | 2053-08-20      | Floating      | 5.55%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | Freddie Mac REMICS Floating Rate, Due 10/15/2042                           | CUSIP: 3137AUZ28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    237121 | PA      | $233561.37    | 0.14%             | 2042-10-15      | Floating      | 4.85%                 | 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        |    185601 | PA      | $189197.90    | 0.12%             | 2033-07-25      | Floating      | 5.93%                 | 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        |     66176 | PA      | $65735.70     | 0.04%             | 2042-03-25      | Floating      | 5.01%                 | 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        |    114899 | PA      | $114048.12    | 0.07%             | 2036-05-15      | Floating      | 4.80%                 | 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        |    306057 | PA      | $296542.15    | 0.18%             | 2049-11-25      | Floating      | 4.96%                 | No            | 2                  | 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        |     87987 | PA      | $87245.52     | 0.05%             | 2037-04-15      | Floating      | 4.88%                 | 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        |    146865 | PA      | $147315.42    | 0.09%             | 2038-08-20      | Floating      | 5.42%                 | 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        |    531531 | PA      | $511901.18    | 0.32%             | 2048-06-15      | Floating      | 4.75%                 | 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        |   1596724 | PA      | $1581995.08   | 0.98%             | 2043-12-15      | Floating      | 4.95%                 | 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        |    505890 | PA      | $505926.96    | 0.31%             | 2039-02-20      | Floating      | 5.45%                 | 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        |    421523 | PA      | $400722.40    | 0.25%             | 2050-08-25      | Variable      | 4.25%                 | 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        |    767370 | PA      | $756780.94    | 0.47%             | 2052-06-25      | Floating      | 5.30%                 | No            | N/A                | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | Freddie Mac REMICS Floating Rate, Due 09/15/2041                           | CUSIP: 3137AFBC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2900571 | PA      | $2881817.79   | 1.78%             | 2041-09-15      | Floating      | 4.95%                 | 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        |    349216 | PA      | $342848.35    | 0.21%             | 2049-03-20      | Floating      | 4.92%                 | 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        |    172588 | PA      | $171769.74    | 0.11%             | 2049-09-25      | Floating      | 4.86%                 | 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        |    475163 | PA      | $475938.42    | 0.29%             | 2054-04-20      | Floating      | 5.40%                 | No            | 2                  | 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        |     85403 | PA      | $84716.60     | 0.05%             | 2035-04-25      | Floating      | 4.81%                 | 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: 3137HHNF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    853684 | PA      | $852245.51    | 0.53%             | 2054-12-25      | Floating      | 5.65%                 | No            | 2                  | 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        |    124548 | PA      | $124655.93    | 0.08%             | 2053-08-20      | Floating      | 5.55%                 | No            | 2                  | 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        |    953308 | PA      | $919988.98    | 0.57%             | 2046-06-20      | Variable      | 4.84%                 | 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        |    902505 | PA      | $899554.77    | 0.56%             | 2055-01-25      | Floating      | 5.60%                 | 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        |   1689344 | PA      | $1662173.90   | 1.03%             | 2047-10-15      | Floating      | 4.90%                 | No            | N/A                | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | Freddie Mac REMICS Floating Rate, Due 04/15/2038                           | CUSIP: 3137FHRY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    537509 | PA      | $530466.20    | 0.33%             | 2038-04-15      | Variable      | 4.78%                 | 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        |   2150413 | PA      | $2090391.02   | 1.29%             | 2049-12-25      | Floating      | 4.96%                 | 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        |   1464358 | PA      | $1416248.53   | 0.88%             | 2049-03-15      | Floating      | 4.90%                 | 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        |    268838 | PA      | $262028.52    | 0.16%             | 2047-01-15      | Floating      | 4.95%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association Floating Rate, Due 03/20/2042     | CUSIP: 38378D2P9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    215088 | PA      | $212434.37    | 0.13%             | 2042-03-20      | Floating      | 4.92%                 | No            | N/A                | 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        |    161790 | PA      | $162226.06    | 0.10%             | 2039-10-15      | Floating      | 5.15%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | Freddie Mac REMICS Floating Rate, Due 09/15/2036                           | CUSIP: 31397BDF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    283070 | PA      | $280915.84    | 0.17%             | 2036-09-15      | Floating      | 4.85%                 | No            | 2                  | 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        |    180366 | PA      | $181307.98    | 0.11%             | 2040-02-20      | Floating      | 5.29%                 | No            | N/A                | 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        |    142689 | PA      | $139589.04    | 0.09%             | 2043-02-25      | Floating      | 4.81%                 | 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        |    803175 | PA      | $806846.75    | 0.50%             | 2038-06-15      | Floating      | 5.35%                 | 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        |     66900 | PA      | $66639.14     | 0.04%             | 2034-05-16      | Floating      | 4.85%                 | 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        |    308156 | PA      | $305185.03    | 0.19%             | 2036-04-25      | Floating      | 4.76%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                  | Fannie Mae REMICS Floating Rate, Due 12/25/2043                            | CUSIP: 3136AHCG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    147846 | PA      | $145422.78    | 0.09%             | 2043-12-25      | Floating      | 4.98%                 | 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        |    411277 | PA      | $409948.35    | 0.25%             | 2053-07-25      | Floating      | 5.65%                 | 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        |     47461 | PA      | $47639.86     | 0.03%             | 2032-03-25      | Floating      | 5.36%                 | 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        |     47461 | PA      | $47639.86     | 0.03%             | 2032-03-25      | Floating      | 5.36%                 | 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        |    101000 | PA      | $100450.65    | 0.06%             | 2036-05-15      | Floating      | 4.86%                 | No            | N/A                | On Loan: No      |
| Federal National Mortgage Association                  | Fannie Mae REMICS Floating Rate, Due 03/25/2046                            | CUSIP: 3136AQ6E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    465063 | PA      | $461910.34    | 0.29%             | 2046-03-25      | Floating      | 4.81%                 | No            | N/A                | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association Floating Rate, Due 10/20/2038     | CUSIP: 38375YXR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    364172 | PA      | $364158.78    | 0.23%             | 2038-10-20      | Floating      | 5.17%                 | No            | 2                  | 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        |    149728 | PA      | $148062.78    | 0.09%             | 2037-02-15      | Floating      | 4.77%                 | 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        |     73608 | PA      | $73930.00     | 0.05%             | 2048-07-25      | Floating      | 5.40%                 | 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        |    325236 | PA      | $323304.38    | 0.20%             | 2055-05-25      | Floating      | 5.60%                 | 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        |     88010 | PA      | $86936.65     | 0.05%             | 2037-04-25      | Floating      | 4.79%                 | 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        |    193637 | PA      | $192128.14    | 0.12%             | 2041-05-25      | Floating      | 4.88%                 | 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        |   1839701 | PA      | $1778527.11   | 1.10%             | 2048-10-20      | Floating      | 4.77%                 | No            | N/A                | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association Floating Rate, Due 06/20/2054     | CUSIP: 38384PWY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    205778 | PA      | $205467.18    | 0.13%             | 2054-06-20      | Floating      | 5.50%                 | 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        |   2163005 | PA      | $2082114.10   | 1.29%             | 2050-06-25      | Floating      | 4.91%                 | No            | N/A                | On Loan: No      |
| Federal National Mortgage Association                  | Fannie Mae REMICS Floating Rate, Due 03/25/2054                            | CUSIP: 3136BSCJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    729813 | PA      | $727384.01    | 0.45%             | 2054-03-25      | Floating      | 5.50%                 | No            | 2                  | 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        |    352318 | PA      | $349903.21    | 0.22%             | 2035-01-15      | Floating      | 4.85%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | Freddie Mac Strips Floating Rate, Due 08/15/2042                           | CUSIP: 3128HXT88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    203512 | PA      | $200772.88    | 0.12%             | 2042-08-15      | Floating      | 4.95%                 | 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        |     42754 | PA      | $42166.29     | 0.03%             | 2036-07-25      | Floating      | 4.76%                 | No            | N/A                | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | Freddie Mac REMICS Floating Rate, Due 10/25/2049                           | CUSIP: 3137FP2X2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1902347 | PA      | $1848704.24   | 1.14%             | 2049-10-25      | Floating      | 4.91%                 | 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        |    176881 | PA      | $177369.39    | 0.11%             | 2040-03-20      | Floating      | 5.22%                 | 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        |     65788 | PA      | $64939.67     | 0.04%             | 2043-09-15      | Floating      | 4.80%                 | 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        |    923745 | PA      | $906442.69    | 0.56%             | 2042-10-20      | Floating      | 4.72%                 | 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        |   1179959 | PA      | $1160481.93   | 0.72%             | 2046-05-25      | Floating      | 4.96%                 | No            | N/A                | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association Floating Rate, Due 01/20/2048     | CUSIP: 38380UC27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1038481 | PA      | $1003249.73   | 0.62%             | 2048-01-20      | Floating      | 4.74%                 | 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        |     95218 | PA      | $96052.95     | 0.06%             | 2039-08-16      | Floating      | 5.45%                 | 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        |    251914 | PA      | $252324.33    | 0.16%             | 2038-01-25      | Floating      | 5.16%                 | 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        |    832434 | PA      | $817430.10    | 0.51%             | 2042-09-15      | Floating      | 4.85%                 | No            | N/A                | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | Freddie Mac REMICS Floating Rate, Due 02/15/2038                           | CUSIP: 31397RBZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    306603 | PA      | $307628.32    | 0.19%             | 2038-02-15      | Floating      | 5.20%                 | No            | N/A                | On Loan: No      |
| Federal National Mortgage Association                  | Fannie Mae REMICS Floating Rate, Due 07/25/2049                            | CUSIP: 3136B5MX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    484312 | PA      | $467936.44    | 0.29%             | 2049-07-25      | Floating      | 4.91%                 | No            | 2                  | 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        |     24315 | PA      | $24370.71     | 0.02%             | 2032-01-15      | Floating      | 5.35%                 | 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        |    706306 | PA      | $702645.77    | 0.43%             | 2053-10-25      | Floating      | 5.25%                 | 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        |    216801 | PA      | $215715.43    | 0.13%             | 2041-04-15      | Floating      | 5.00%                 | 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        |     59593 | PA      | $59646.78     | 0.04%             | 2038-03-25      | Floating      | 5.13%                 | 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        |    134232 | PA      | $131001.91    | 0.08%             | 2049-03-20      | Floating      | 4.92%                 | 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        |   5835953 | PA      | $5667065.36   | 3.51%             | 2050-03-25      | Floating      | 4.96%                 | No            | N/A                | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | Freddie Mac REMICS Floating Rate, Due 09/15/2037                           | CUSIP: 3137B5YE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    282594 | PA      | $280323.80    | 0.17%             | 2037-09-15      | Floating      | 4.95%                 | 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        |    158944 | PA      | $158402.86    | 0.10%             | 2037-08-15      | Floating      | 5.00%                 | No            | N/A                | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | Freddie Mac REMICS Floating Rate, Due 01/25/2050                           | CUSIP: 3137FQLW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    267783 | PA      | $260232.75    | 0.16%             | 2050-01-25      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | Freddie Mac REMICS Floating Rate, Due 12/15/2043                           | CUSIP: 3137B6GT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    508174 | PA      | $502627.80    | 0.31%             | 2043-12-15      | Floating      | 4.85%                 | 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        |   2717942 | PA      | $2652084.25   | 1.64%             | 2046-09-15      | Floating      | 4.95%                 | 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        |     94511 | PA      | $93139.18     | 0.06%             | 2037-05-15      | Floating      | 4.75%                 | No            | N/A                | On Loan: No      |
| Federal National Mortgage Association                  | Fannie Mae REMICS Floating Rate, Due 10/25/2054                            | CUSIP: 3136BS5D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    497385 | PA      | $494372.37    | 0.31%             | 2054-10-25      | Floating      | 5.30%                 | 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        |    649624 | PA      | $626214.87    | 0.39%             | 2050-03-25      | Floating      | 4.91%                 | 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        |     77408 | PA      | $76362.62     | 0.05%             | 2038-10-15      | Variable      | 4.78%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association Floating Rate, Due 10/20/2049     | CUSIP: 38382AUG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    691411 | PA      | $674580.46    | 0.42%             | 2049-10-20      | Floating      | 4.92%                 | No            | 2                  | 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        |     46396 | PA      | $46842.19     | 0.03%             | 2032-03-15      | Floating      | 5.45%                 | No            | N/A                | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | Freddie Mac REMICS Floating Rate, Due 03/15/2037                           | CUSIP: 31397FLB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    221367 | PA      | $219105.41    | 0.14%             | 2037-03-15      | Floating      | 4.82%                 | No            | N/A                | 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        |    629829 | PA      | $604020.21    | 0.37%             | 2050-05-25      | Floating      | 4.81%                 | No            | N/A                | On Loan: No      |
| Federal National Mortgage Association                  | Fannie Mae REMICS Floating Rate, Due 11/25/2045                            | CUSIP: 3136AQKY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     85845 | PA      | $84558.61     | 0.05%             | 2045-11-25      | Floating      | 4.71%                 | 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        |    146840 | PA      | $147025.88    | 0.09%             | 2040-05-15      | Floating      | 5.18%                 | 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        |     40899 | PA      | $41234.89     | 0.03%             | 2031-07-15      | Floating      | 5.42%                 | 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        |    800380 | PA      | $794732.66    | 0.49%             | 2036-10-25      | Floating      | 4.88%                 | 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        |    891950 | PA      | $859156.48    | 0.53%             | 2048-02-15      | Floating      | 4.75%                 | 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        |     41052 | PA      | $40983.72     | 0.03%             | 2032-08-25      | Floating      | 4.96%                 | No            | N/A                | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association Floating Rate, Due 12/16/2037     | CUSIP: 38374DHQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    873378 | PA      | $871311.55    | 0.54%             | 2037-12-16      | Floating      | 4.92%                 | No            | 2                  | 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        |    113066 | PA      | $112150.00    | 0.07%             | 2036-03-25      | Floating      | 4.76%                 | 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        |     53519 | PA      | $53379.19     | 0.03%             | 2033-09-25      | Floating      | 4.96%                 | 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        |     88883 | PA      | $91021.20     | 0.06%             | 2033-07-15      | Floating      | 5.93%                 | No            | N/A                | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association Floating Rate, Due 05/16/2039     | CUSIP: 38374UTZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    374027 | PA      | $374587.82    | 0.23%             | 2039-05-16      | 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 02/25/2055                           | CUSIP: 3137HJ6X0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    280999 | PA      | $282627.01    | 0.17%             | 2055-02-25      | Floating      | 5.85%                 | 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        |    185323 | PA      | $180358.64    | 0.11%             | 2055-02-25      | Floating      | 5.20%                 | 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        |   1266163 | PA      | $1243842.15   | 0.77%             | 2049-03-20      | Floating      | 4.92%                 | 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        |    728742 | PA      | $730036.60    | 0.45%             | 2039-03-20      | Floating      | 5.42%                 | 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        |    103722 | PA      | $103107.34    | 0.06%             | 2037-09-25      | Floating      | 5.03%                 | 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        |    103705 | PA      | $102994.17    | 0.06%             | 2036-06-25      | Floating      | 4.86%                 | 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        |     79850 | PA      | $78461.06     | 0.05%             | 2042-10-25      | Floating      | 4.71%                 | 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        |   2254321 | PA      | $2228094.24   | 1.38%             | 2044-01-20      | Floating      | 4.92%                 | 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        |    100140 | PA      | $99066.49     | 0.06%             | 2042-07-15      | Floating      | 5.00%                 | No            | N/A                | 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      | $2001912.08   | 1.24%             | 2026-07-31      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | Freddie Mac REMICS Floating Rate, Due 06/25/2051                           | CUSIP: 3137H0SS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    650754 | PA      | $598424.89    | 0.37%             | 2051-06-25      | Floating      | 4.55%                 | 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        |    949791 | PA      | $912912.34    | 0.57%             | 2048-05-15      | Floating      | 4.75%                 | 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        |    309265 | PA      | $308137.75    | 0.19%             | 2041-08-15      | Floating      | 4.80%                 | 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        |    775353 | PA      | $762186.55    | 0.47%             | 2050-01-25      | Floating      | 4.86%                 | 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        |    467619 | PA      | $462856.04    | 0.29%             | 2042-06-15      | Floating      | 4.95%                 | 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        |    591190 | PA      | $581156.37    | 0.36%             | 2043-08-15      | Floating      | 4.95%                 | 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        |    107512 | PA      | $107404.94    | 0.07%             | 2038-03-25      | Floating      | 5.26%                 | 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        |    218840 | PA      | $218035.83    | 0.13%             | 2054-03-20      | Floating      | 5.25%                 | 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        |   1135349 | PA      | $1118404.60   | 0.69%             | 2042-06-20      | Floating      | 4.87%                 | 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        |   1509460 | PA      | $1479688.17   | 0.92%             | 2042-10-15      | Floating      | 4.75%                 | 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        |    125957 | PA      | $124564.22    | 0.08%             | 2048-06-25      | Floating      | 4.71%                 | No            | N/A                | On Loan: No      |
| Federal National Mortgage Association                  | Fannie Mae REMICS Floating Rate, Due 07/25/2049                            | CUSIP: 3136B5EY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1228626 | PA      | $1193699.18   | 0.74%             | 2049-07-25      | Floating      | 4.91%                 | No            | N/A                | On Loan: No      |
| Federal National Mortgage Association                  | Fannie Mae REMICS Floating Rate, Due 07/25/2049                            | CUSIP: 3136B5DQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   5073987 | PA      | $4926645.92   | 3.05%             | 2049-07-25      | Floating      | 4.91%                 | 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        |     38855 | PA      | $39488.82     | 0.02%             | 2033-07-25      | Floating      | 5.83%                 | No            | N/A                | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | Freddie Mac Strips Floating Rate, Due 08/15/2042                           | CUSIP: 3128HXYR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81672 | PA      | $80577.40     | 0.05%             | 2042-08-15      | Floating      | 4.95%                 | 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        |    329570 | PA      | $319831.58    | 0.20%             | 2045-08-20      | Floating      | 4.69%                 | 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        |   1414051 | PA      | $1368772.30   | 0.85%             | 2052-09-20      | Floating      | 4.90%                 | 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        |     61789 | PA      | $62539.75     | 0.04%             | 2036-09-25      | Floating      | 5.66%                 | 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        |   1894430 | PA      | $1848640.50   | 1.14%             | 2047-01-25      | Floating      | 4.96%                 | 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        |     60755 | PA      | $60024.84     | 0.04%             | 2037-10-15      | Floating      | 4.78%                 | 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        |    469681 | PA      | $459480.03    | 0.28%             | 2051-05-25      | Variable      | 4.49%                 | 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        |    352860 | PA      | $346286.51    | 0.21%             | 2035-12-25      | Floating      | 4.81%                 | 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        |    113448 | PA      | $113632.64    | 0.07%             | 2038-01-25      | Floating      | 5.16%                 | 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        |    544260 | PA      | $537878.38    | 0.33%             | 2059-11-25      | Floating      | 4.96%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | Freddie Mac REMICS Floating Rate, Due 05/15/2036                           | CUSIP: 31396R5S2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    723535 | PA      | $717738.87    | 0.44%             | 2036-05-15      | Floating      | 4.80%                 | 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        |     88331 | PA      | $87186.94     | 0.05%             | 2044-02-15      | Floating      | 5.00%                 | 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        |     53326 | PA      | $52837.43     | 0.03%             | 2036-11-15      | Floating      | 4.80%                 | 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        |    656906 | PA      | $639098.25    | 0.40%             | 2046-11-25      | Floating      | 4.91%                 | 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        |     32501 | PA      | $32399.53     | 0.02%             | 2032-10-25      | Floating      | 4.96%                 | 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        |    261399 | PA      | $261405.01    | 0.16%             | 2039-06-25      | Floating      | 5.16%                 | No            | N/A                | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | Freddie Mac REMICS Floating Rate, Due 06/15/2054                           | CUSIP: 3137BBR69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2828190 | PA      | $2777939.14   | 1.72%             | 2054-06-15      | Floating      | 4.95%                 | 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        |    139059 | PA      | $137462.73    | 0.09%             | 2046-02-25      | Floating      | 4.86%                 | 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        |    539715 | PA      | $523889.94    | 0.32%             | 2045-11-20      | Floating      | 4.77%                 | No            | N/A                | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association Floating Rate, Due 08/20/2049     | CUSIP: 38381YDP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   3283777 | PA      | $3175174.91   | 1.97%             | 2049-08-20      | Floating      | 4.92%                 | 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        |    372516 | PA      | $372308.37    | 0.23%             | 2034-01-20      | Floating      | 4.77%                 | No            | N/A                | On Loan: No      |
| Federal National Mortgage Association                  | Fannie Mae REMICS Floating Rate, Due 11/25/2046                            | CUSIP: 3136AT5M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    515973 | PA      | $513085.10    | 0.32%             | 2046-11-25      | Floating      | 4.81%                 | 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: 3137HHLW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1222777 | PA      | $1220055.65   | 0.76%             | 2054-12-25      | Floating      | 5.65%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                  | Fannie Mae REMICS Floating Rate, Due 08/25/2059                            | CUSIP: 3136B5D77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    711779 | PA      | $691866.35    | 0.43%             | 2059-08-25      | Floating      | 4.96%                 | 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        |    226772 | PA      | $225185.95    | 0.14%             | 2035-06-25      | Floating      | 4.80%                 | 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        |    201981 | PA      | $200477.78    | 0.12%             | 2036-09-15      | Floating      | 4.85%                 | No            | N/A                | On Loan: No      |
| Federal National Mortgage Association                  | Fannie Mae REMICS Floating Rate, Due 03/25/2053                            | CUSIP: 3136B5E27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   4013850 | PA      | $3969254.87   | 2.46%             | 2053-03-25      | Floating      | 4.96%                 | 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        |    126427 | PA      | $122788.11    | 0.08%             | 2049-12-25      | Floating      | 4.96%                 | 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        |   1826011 | PA      | $1806295.81   | 1.12%             | 2041-10-16      | Floating      | 4.85%                 | 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        |     69050 | PA      | $69146.73     | 0.04%             | 2040-06-25      | Floating      | 5.19%                 | 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        |    503270 | PA      | $498288.36    | 0.31%             | 2046-12-15      | Variable      | 4.93%                 | 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        |    153395 | PA      | $153666.56    | 0.10%             | 2065-10-20      | Variable      | 4.96%                 | No            | 2                  | 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        |    616119 | PA      | $595789.40    | 0.37%             | 2048-12-15      | Floating      | 4.85%                 | 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        |    290569 | PA      | $286665.06    | 0.18%             | 2043-09-25      | Floating      | 5.01%                 | 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        |   6112199 | PA      | $5977413.56   | 3.70%             | 2044-09-15      | 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 08/15/2048                           | CUSIP: 3137HBGQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    286022 | PA      | $287840.72    | 0.18%             | 2048-08-15      | Variable      | 5.31%                 | No            | N/A                | On Loan: No      |
| Federal National Mortgage Association                  | Fannie Mae REMICS Floating Rate, Due 01/25/2050                            | CUSIP: 3136B72K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    508229 | PA      | $493972.30    | 0.31%             | 2050-01-25      | Floating      | 4.96%                 | No            | 2                  | 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        |    212359 | PA      | $211544.49    | 0.13%             | 2038-02-25      | Floating      | 4.91%                 | 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        |    416330 | PA      | $407712.33    | 0.25%             | 2043-03-25      | Floating      | 4.81%                 | 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        |    118659 | PA      | $117295.80    | 0.07%             | 2043-12-15      | Floating      | 4.90%                 | No            | N/A                | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | Freddie Mac REMICS Floating Rate, Due 02/15/2040                           | CUSIP: 31398WQL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    138388 | PA      | $138860.74    | 0.09%             | 2040-02-15      | Floating      | 5.20%                 | 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        |     59829 | PA      | $60464.16     | 0.04%             | 2032-01-15      | Floating      | 5.43%                 | No            | N/A                | On Loan: No      |
| Federal National Mortgage Association                  | Fannie Mae REMICS Floating Rate, Due 12/25/2054                            | CUSIP: 3136BTL27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1471079 | PA      | $1471645.23   | 0.91%             | 2054-12-25      | Floating      | 5.75%                 | 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        |    325184 | PA      | $320679.00    | 0.20%             | 2042-09-15      | Floating      | 4.95%                 | No            | N/A                | 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        |   8000000 | PA      | $8005843.52   | 4.96%             | 2026-04-30      | Floating      | 4.44%                 | 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        |     92775 | PA      | $92615.22     | 0.06%             | 2055-01-25      | Floating      | 5.40%                 | 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        |    182413 | PA      | $178692.77    | 0.11%             | 2049-11-25      | Floating      | 4.91%                 | 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        |   3124761 | PA      | $3058966.18   | 1.89%             | 2046-03-20      | Floating      | 4.92%                 | No            | N/A                | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | Freddie Mac Strips Floating Rate, Due 07/15/2036                           | CUSIP: 3128HVRY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    126658 | PA      | $125588.51    | 0.08%             | 2036-07-15      | Floating      | 4.80%                 | 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        |    190141 | PA      | $188502.07    | 0.12%             | 2042-02-20      | Floating      | 4.77%                 | No            | N/A                | On Loan: No      |
| Federal National Mortgage Association                  | Fannie Mae REMICS Floating Rate, Due 04/25/2037                            | CUSIP: 31398RSW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    142119 | PA      | $141714.37    | 0.09%             | 2037-04-25      | Floating      | 5.02%                 | 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        |    465025 | PA      | $462601.76    | 0.29%             | 2043-01-15      | Floating      | 4.95%                 | 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        |    449132 | PA      | $440595.62    | 0.27%             | 2048-06-25      | Floating      | 4.71%                 | 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        |   1153010 | PA      | $1151079.95   | 0.71%             | 2038-01-20      | Floating      | 4.92%                 | 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        |    227039 | PA      | $225127.18    | 0.14%             | 2041-01-15      | Floating      | 4.90%                 | No            | N/A                | On Loan: No      |
| Federal National Mortgage Association                  | Fannie Mae REMICS Floating Rate, Due 07/25/2049                            | CUSIP: 3136B45C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    285138 | PA      | $276806.00    | 0.17%             | 2049-07-25      | Floating      | 4.91%                 | 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        |     54068 | PA      | $53703.02     | 0.03%             | 2046-12-25      | Floating      | 4.86%                 | 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        |    223721 | PA      | $220604.75    | 0.14%             | 2041-07-16      | Floating      | 4.70%                 | 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        |     47461 | PA      | $47639.86     | 0.03%             | 2032-03-25      | Floating      | 5.36%                 | 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        |    104588 | PA      | $103966.34    | 0.06%             | 2036-09-25      | Floating      | 4.92%                 | No            | N/A                | On Loan: No      |
| N/A                                                    | BBH SWEEP VEHICLE                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |    844925 | PA      | $844925.00    | 0.52%             |  |  |  | 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        |    261287 | PA      | $254312.51    | 0.16%             | 2049-04-25      | Floating      | 4.96%                 | 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        |   4060641 | PA      | $3944003.09   | 2.44%             | 2049-05-15      | Floating      | 4.90%                 | 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        |     92951 | PA      | $92141.48     | 0.06%             | 2040-10-15      | Floating      | 4.93%                 | No            | N/A                | On Loan: No      |

### Signature

**Date Signed:** 2025-07-31

**Name of Applicant:** Valued Advisers Trust

**Signature:** Gregory Knoth

**Name of Signer:** Gregory Knoth

**Title:** SVP, Mutual Fund Controller