# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0000933691-25-001144
**Filing Date:** 2025-8
**Character Count:** 129659
**Document Hash:** 537b1c3126703e7cee14a772a2b2efd5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000933691-25-001144.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0000933691-25-001144

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JNL SERIES TRUST
- **CENTRAL INDEX KEY:** 0000933691

**ORGANIZATION NAME:**
- **EIN:** 381659835
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 251266010

**BUSINESS ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951
- **BUSINESS PHONE:** (517) 367-4336

**MAIL ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951

## Series and Classes Contracts Data

### JNL/JPMORGAN US GOVERNMENT & QUALITY BOND FUND (Series ID: S000001742)

| Class ID   | Class Name                                           | Ticker Symbol   |
|:---|:---|:---|
| C000004649 | JNL/JPMORGAN US GOVERNMENT & QUALITY BOND FUND (A)   |  |
| C000067980 | JNL/JPMORGAN U.S. GOVERNMENT & QUALITY BOND FUND (I) |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JNL Series Trust

- **b. Investment Company Act file number:** 811-8894

- **c. CIK number of Registrant:** 0000933691

- **d. LEI of Registrant:** 549300T5WIPN6IWM0D45

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

  - **Street Address 1:** 1 Corporate Way

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

  - **Telephone number:** 517-367-4336

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

- **a. Name of Series:** JNL/JPMorgan U.S. Government & Quality Bond Fund

- **b. EDGAR series identifier (if any):** S000001742

- **c. LEI of Series:** XC6IKZZ2G4MM0GFFQ252

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1297454921.10

**Total Liabilities:** $6894248.09

**Net Assets:** $1290560673.01

**Delayed Delivery Securities:** $3680000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -943.488552731326 | **1-Year:** -13626.441801774285 | **5-Year:** -67513.436978999185 | **10-Year:** -147690.929993093696 | **30-Year:** -178067.598249198307

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

- **3-Month:** 0.000000000000 | **1-Year:** 0.000000000000 | **5-Year:** -122.337306752768 | **10-Year:** -2523.111730143258 | **30-Year:** -1223.578293163099

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000004649 | 0.37%                | -0.88%               | 1.41%                |
| Class ID C000067980 | 0.41%                | -0.89%               | 1.52%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1600467.05             | $1827427.30                                |
| Month 2  | $-165905.23              | $-14568601.56                              |
| Month 3  | $-784198.50              | $16273496.81                               |

### 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 National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3136A6MJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    421851 | PA      | $406679.12    | 0.03%             | 2042-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3136A8SS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4000000 | PA      | $3249495.60   | 0.25%             | 2042-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                   | Treasury, United States Department of                   | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17000000 | PA      | $16575000.00  | 1.28%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                   | Treasury, United States Department of                   | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  65000000 | PA      | $63410548.50  | 4.91%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                   | Treasury, United States Department of                   | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $23679687.50  | 1.83%             | 2027-03-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3136A9XK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2386443 | PA      | $2168957.90   | 0.17%             | 2042-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3136AASU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2769246 | PA      | $2612132.00   | 0.20%             | 2032-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3136AGG48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4309863 | PA      | $4101648.85   | 0.32%             | 2033-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3136AMN70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3734744 | PA      | $3603154.03   | 0.28%             | 2035-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3136ANVA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4156205 | PA      | $3957406.65   | 0.31%             | 2035-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3136ANYX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1950033 | PA      | $1914692.76   | 0.15%             | 2034-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31371MGH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     12510 | PA      | $13096.57     | 0.00%             | 2035-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31371MT31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6424 | PA      | $6739.18      | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31371MY92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1391 | PA      | $1461.95      | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31375QVC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        71 | PA      | $70.96        | 0.00%             | 2026-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                  | Federal Home Loan Mortgage Corporation                  | CUSIP: 3137A0AV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    294848 | PA      | $301558.72    | 0.02%             | 2040-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                  | Federal Home Loan Mortgage Corporation                  | CUSIP: 3137A0MG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    344209 | PA      | $335883.03    | 0.03%             | 2036-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                  | Federal Home Loan Mortgage Corporation                  | CUSIP: 3137ABJQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     30520 | PA      | $30451.51     | 0.00%             | 2026-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                  | Federal Home Loan Mortgage Corporation                  | CUSIP: 3137AQSD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    690080 | PA      | $685375.19    | 0.05%             | 2041-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                  | Federal Home Loan Mortgage Corporation                  | CUSIP: 3137ASW26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1842503 | PA      | $1743203.16   | 0.14%             | 2042-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                  | Federal Home Loan Mortgage Corporation                  | CUSIP: 3137B2G87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3474454 | PA      | $3299409.27   | 0.26%             | 2033-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                  | Federal Home Loan Mortgage Corporation                  | CUSIP: 3137BCP85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2487269 | PA      | $2319777.48   | 0.18%             | 2040-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                  | Federal Home Loan Mortgage Corporation                  | CUSIP: 3137BGD55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5143000 | PA      | $4080787.41   | 0.32%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31409HBN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9379 | PA      | $9693.42      | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31409JEW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1005 | PA      | $1036.80      | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31409JQQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     15946 | PA      | $16489.33     | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31409TSX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3241 | PA      | $3348.86      | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31409UFN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     14637 | PA      | $15490.22     | 0.00%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31409VX32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10969 | PA      | $11630.70     | 0.00%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31409WVM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       938 | PA      | $980.25       | 0.00%             | 2036-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31409YAS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5997 | PA      | $6311.15      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31409YGN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10941 | PA      | $11496.29     | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31410PNL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3575 | PA      | $3694.85      | 0.00%             | 2036-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31410RE21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4958 | PA      | $5183.55      | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31410RNM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5759 | PA      | $6059.33      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31410SNJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3610 | PA      | $3731.74      | 0.00%             | 2036-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31410SPC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       518 | PA      | $545.09       | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31411FQW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     25664 | PA      | $27047.39     | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31412BGV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     51365 | PA      | $53106.95     | 0.00%             | 2036-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31417YSA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2035 | PA      | $2028.48      | 0.00%             | 2025-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                  | Federal Home Loan Mortgage Corporation                  | CUSIP: 3133KHGV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1615430 | PA      | $1469985.31   | 0.11%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                  | Federal Home Loan Mortgage Corporation                  | CUSIP: 3133KJGM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4096829 | PA      | $3596609.18   | 0.28%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLBanks Office of Finance                              | FHLBanks Office of Finance                              | CUSIP: 3133XG6E9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGA              | US        |   5000000 | PA      | $5075061.50   | 0.39%             | 2026-06-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31364EBA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4000000 | PA      | $3602895.20   | 0.28%             | 2028-03-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3136A3BT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4591491 | PA      | $4483267.79   | 0.35%             | 2032-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3136APDQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5051066 | PA      | $4765022.11   | 0.37%             | 2035-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3136AQE97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  13756569 | PA      | $11976034.26  | 0.93%             | 2045-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3136ART40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2020302 | PA      | $1901135.61   | 0.15%             | 2045-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3136ARX86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5617703 | PA      | $5279897.60   | 0.41%             | 2036-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3136AW5J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2746311 | PA      | $2456499.26   | 0.19%             | 2047-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3136AY2C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1837304 | PA      | $1790458.40   | 0.14%             | 2027-09-25      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3136AYEY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5061314 | PA      | $4496204.63   | 0.35%             | 2037-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3136B3XY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3305954 | PA      | $3243412.00   | 0.25%             | 2028-09-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3136B5RA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8999928 | PA      | $8475447.15   | 0.66%             | 2048-04-25      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3136B5VN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8020721 | PA      | $7241330.77   | 0.56%             | 2049-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3136B6ZZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4662115 | PA      | $4341412.61   | 0.34%             | 2046-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3136B7AE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1666073 | PA      | $1530813.62   | 0.12%             | 2048-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3136B7S77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9000000 | PA      | $7655837.40   | 0.59%             | 2034-04-25      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3136B86L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9921474 | PA      | $7930276.63   | 0.61%             | 2035-03-25      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3136B8FR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4158503 | PA      | $3634192.38   | 0.28%             | 2049-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3136B8G60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8149582 | PA      | $6627740.87   | 0.51%             | 2050-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3136BLW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7500000 | PA      | $6375991.50   | 0.49%             | 2031-11-25      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3136BVYZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1742808 | PA      | $1446119.18   | 0.11%             | 2054-09-25      | Fixed         | 0.50%                 | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31371H4K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       435 | PA      | $447.74       | 0.00%             | 2029-12-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31371JXB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       163 | PA      | $170.31       | 0.00%             | 2031-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31409FFG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2299 | PA      | $2419.21      | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31409GHL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2849 | PA      | $2945.03      | 0.00%             | 2036-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31409HAZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       737 | PA      | $758.93       | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                  | Federal Home Loan Mortgage Corporation                  | CUSIP: 31397EQM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     42415 | PA      | $42383.46     | 0.00%             | 2027-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                  | Federal Home Loan Mortgage Corporation                  | CUSIP: 31397EXZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    347979 | PA      | $359238.13    | 0.03%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                  | Federal Home Loan Mortgage Corporation                  | CUSIP: 31397JNJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    235621 | PA      | $246415.16    | 0.02%             | 2037-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS7                   | GS Mortgage Securities Trust 2017-GS7                   | CUSIP: 36254CAV2<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |  10500000 | PA      | $10207860.60  | 0.79%             | 2027-07-12      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC45                  | GS Mortgage Securities Trust 2020-GC45                  | CUSIP: 36258YBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $9230395.00   | 0.72%             | 2029-12-14      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                | CUSIP: 36290TA66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36773 | PA      | $38055.28     | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                | CUSIP: 36291EUP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2425 | PA      | $2509.14      | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                | CUSIP: 36291PBB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5735 | PA      | $5945.84      | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                | CUSIP: 36291W6A4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6306 | PA      | $6466.63      | 0.00%             | 2035-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                | CUSIP: 36291X3M9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12079 | PA      | $12530.08     | 0.00%             | 2035-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                | CUSIP: 36291XZA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       787 | PA      | $814.80       | 0.00%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                | CUSIP: 36292BPD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     61885 | PA      | $64055.02     | 0.00%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                | CUSIP: 38374CBC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    227825 | PA      | $234915.97    | 0.02%             | 2033-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                | CUSIP: 38374EW60<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    337735 | PA      | $345418.69    | 0.03%             | 2033-12-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                | CUSIP: 38374UC74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    911302 | PA      | $898628.40    | 0.07%             | 2039-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                | CUSIP: 38375B4Y5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    805539 | PA      | $803979.55    | 0.06%             | 2063-07-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                | CUSIP: 38375JDM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    485361 | PA      | $500242.51    | 0.04%             | 2037-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                | CUSIP: 38375QKS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |    444087 | PA      | $27811.68     | 0.00%             | 2038-05-16      | Floating      | 1.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                | CUSIP: 38376LL56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |    856315 | PA      | $73556.77     | 0.01%             | 2041-07-20      | Floating      | 1.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                | CUSIP: 38377QQD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10682150 | PA      | $10667174.79  | 0.83%             | 2040-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                | CUSIP: 38379FBM0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12871883 | PA      | $10687748.43  | 0.83%             | 2045-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                | CUSIP: 38379VPS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1284000 | PA      | $1023588.11   | 0.08%             | 2046-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                | CUSIP: 38380V3Y5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   4403690 | PA      | $3750715.67   | 0.29%             | 2048-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31409YH91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5656 | PA      | $5850.07      | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3140FXKX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3834235 | PA      | $3695690.05   | 0.29%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3140H6EN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1264203 | PA      | $1202281.34   | 0.09%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3140HUUN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6942780 | PA      | $5963774.56   | 0.46%             | 2034-09-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3140HVY57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9951203 | PA      | $8499756.43   | 0.66%             | 2034-10-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3140HY4K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5158751 | PA      | $3965817.44   | 0.31%             | 2037-06-01      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                  | Federal Home Loan Mortgage Corporation                  | CUSIP: 31292K7A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    256074 | PA      | $253828.39    | 0.02%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3140HYB72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  15000000 | PA      | $11552061.00  | 0.90%             | 2035-05-01      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3140KQUF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  10456683 | PA      | $8346763.98   | 0.65%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3140KRYQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6400960 | PA      | $5351235.33   | 0.41%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3140LD2Y4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  10000000 | PA      | $8273645.00   | 0.64%             | 2033-10-01      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                  | Federal Home Loan Mortgage Corporation                  | CUSIP: 31293EGS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5730 | PA      | $5846.25      | 0.00%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                  | Federal Home Loan Mortgage Corporation                  | CUSIP: 31296LZK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     37813 | PA      | $38250.43     | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3140LEGK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  35000000 | PA      | $30245953.50  | 2.34%             | 2031-12-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3140LFXA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6574272 | PA      | $6143104.00   | 0.48%             | 2030-09-01      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                  | Federal Home Loan Mortgage Corporation                  | CUSIP: 3137BKLV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3715000 | PA      | $3071053.79   | 0.24%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                  | Federal Home Loan Mortgage Corporation                  | CUSIP: 3137BPFL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5594000 | PA      | $4390673.54   | 0.34%             | 2046-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                  | Federal Home Loan Mortgage Corporation                  | CUSIP: 3137FKUN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1045755 | PA      | $1035160.95   | 0.08%             | 2027-10-25      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                  | Federal Home Loan Mortgage Corporation                  | CUSIP: 3137FQA37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3280407 | PA      | $2881565.87   | 0.22%             | 2049-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31410CMB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7562 | PA      | $7805.11      | 0.00%             | 2036-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31410CR46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2031 | PA      | $2127.16      | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                  | Federal Home Loan Mortgage Corporation                  | CUSIP: 3137FQJK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5382366 | PA      | $4716547.69   | 0.37%             | 2049-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                  | Federal Home Loan Mortgage Corporation                  | CUSIP: 3137FQXD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4139001 | PA      | $3596331.07   | 0.28%             | 2049-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31410CRV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       766 | PA      | $790.47       | 0.00%             | 2036-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31410CSN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1464 | PA      | $1513.26      | 0.00%             | 2036-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31410DUT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2387 | PA      | $2502.97      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31410FCT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       564 | PA      | $582.33       | 0.00%             | 2036-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                  | Federal Home Loan Mortgage Corporation                  | CUSIP: 3137FWGJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4408077 | PA      | $4167361.66   | 0.32%             | 2050-05-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                  | Federal Home Loan Mortgage Corporation                  | CUSIP: 3137GAU39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      6869 | PA      | $6858.82      | 0.00%             | 2030-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                  | Federal Home Loan Mortgage Corporation                  | CUSIP: 3137H7QH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4265000 | PA      | $3814664.19   | 0.30%             | 2032-05-25      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                  | Federal Home Loan Mortgage Corporation                  | CUSIP: 3137H93C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   6000000 | PA      | $5670710.40   | 0.44%             | 2032-08-25      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31382LNQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1797 | PA      | $1889.53      | 0.00%             | 2029-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31384AG85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       513 | PA      | $528.97       | 0.00%             | 2030-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31410GJA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    328592 | PA      | $338521.93    | 0.03%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31410MXH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4371 | PA      | $4600.56      | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31384VNL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1043 | PA      | $1074.50      | 0.00%             | 2030-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31384WCC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       120 | PA      | $123.63       | 0.00%             | 2031-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                              | Tennessee Valley Authority                              | CUSIP: 88059EPH1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   6000000 | PA      | $3386434.80   | 0.26%             | 2037-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corporation                         | Toyota Motor Credit Corporation                         | CUSIP: 89236TKL8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3603972.40   | 0.28%             | 2027-11-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31385CWQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       114 | PA      | $116.15       | 0.00%             | 2030-05-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31385V5J6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       487 | PA      | $503.15       | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31386JEK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3430 | PA      | $3518.70      | 0.00%             | 2031-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31386M3S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1872 | PA      | $1985.75      | 0.00%             | 2031-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes 2020-SFR1 Trust                   | Tricon American Homes 2020-SFR1 Trust                   | CUSIP: 89613GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11608881 | PA      | $11275156.55  | 0.87%             | 2026-07-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| U.S. Department of Veterans Affairs                     | U.S. Department of Veterans Affairs                     | CUSIP: 911760QP4<br>LEI: 549300MGSV36CLTS9L88 | Long             | ABS-MBS          | CORP              | US        |    262697 | PA      | $275144.91    | 0.02%             | 2031-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                   | Treasury, United States Department of                   | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48000000 | PA      | $41923123.20  | 3.25%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                   | Treasury, United States Department of                   | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33250000 | PA      | $38353071.56  | 2.97%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                   | Treasury, United States Department of                   | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27500000 | PA      | $21060058.25  | 1.63%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                   | Treasury, United States Department of                   | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $7428125.00   | 0.58%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3138ENMB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  11734502 | PA      | $11280987.66  | 0.87%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3138L8JT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2161220 | PA      | $2131169.54   | 0.17%             | 2027-03-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3138LA5S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4441560 | PA      | $4418874.93   | 0.34%             | 2025-09-01      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3138LCT54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7500000 | PA      | $7428972.00   | 0.58%             | 2026-01-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                  | Federal Home Loan Mortgage Corporation                  | CUSIP: 31397RCQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    133328 | PA      | $136444.97    | 0.01%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31398F7A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     79858 | PA      | $83326.84     | 0.01%             | 2049-12-25      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                   | Treasury, United States Department of                   | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $3135742.00   | 0.24%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                   | Treasury, United States Department of                   | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $17616798.00  | 1.37%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31398GA33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     34399 | PA      | $33778.37     | 0.00%             | 2040-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31398GU23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     24532 | PA      | $18678.61     | 0.00%             | 2040-02-25      | Floating      | 1.64%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31398NY24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    328468 | PA      | $326781.95    | 0.03%             | 2040-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31398PNS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    776970 | PA      | $792199.14    | 0.06%             | 2039-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                   | Treasury, United States Department of                   | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42500000 | PA      | $29207130.50  | 2.26%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                   | Treasury, United States Department of                   | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $10903711.50  | 0.84%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31398SMF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1398399 | PA      | $1343380.25   | 0.10%             | 2040-12-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31403DRX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    995321 | PA      | $1043981.04   | 0.08%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31407FEN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       787 | PA      | $825.64       | 0.00%             | 2035-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31407H3T1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1529 | PA      | $1602.92      | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                   | Treasury, United States Department of                   | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $11632969.40  | 0.90%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                   | Treasury, United States Department of                   | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4465625.00   | 0.35%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31407HXM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1662 | PA      | $1712.69      | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31407HXQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3192 | PA      | $3300.42      | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                   | Treasury, United States Department of                   | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40000000 | PA      | $38798436.00  | 3.01%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                   | Treasury, United States Department of                   | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $18585938.00  | 1.44%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                   | Treasury, United States Department of                   | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10091016.00  | 0.78%             | 2027-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                   | Treasury, United States Department of                   | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $20170312.00  | 1.56%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31407PLG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10910 | PA      | $11454.41     | 0.00%             | 2035-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31407SES7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     18776 | PA      | $19688.64     | 0.00%             | 2035-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                   | Treasury, United States Department of                   | CUSIP: 91282CKY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $20115624.00  | 1.56%             | 2026-06-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                   | Treasury, United States Department of                   | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9765625.00   | 0.76%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31407TE89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     11537 | PA      | $11669.78     | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31407TGQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       847 | PA      | $856.80       | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                   | Treasury, United States Department of                   | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22000000 | PA      | $22702968.20  | 1.76%             | 2035-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C53          | Wells Fargo Commercial Mortgage Trust 2019-C53          | CUSIP: 95002BAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5621811.00   | 0.44%             | 2029-10-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Worldwide Plaza Trust 2017-WWP                          | Worldwide Plaza Trust 2017-WWP                          | CUSIP: 98162JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3939000 | PA      | $2836709.45   | 0.22%             | 2027-11-12      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc.                                             | Zoetis Inc.                                             | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1977432.38   | 0.15%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31407YER6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9193 | PA      | $9299.27      | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31408FKM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    200171 | PA      | $206697.83    | 0.02%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31408GPU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3916 | PA      | $3980.36      | 0.00%             | 2035-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31408H4C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       418 | PA      | $431.94       | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31409ANT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5791 | PA      | $6121.88      | 0.00%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31409CHA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     25840 | PA      | $27420.44     | 0.00%             | 2036-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31409CXJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     72837 | PA      | $76378.50     | 0.01%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31418AQ35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3966689 | PA      | $3704495.44   | 0.29%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31418DGM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    670058 | PA      | $610567.36    | 0.05%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31418MUN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1876525 | PA      | $1898136.30   | 0.15%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31419JR83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1248192 | PA      | $1262656.94   | 0.10%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer, Inc.                                    | CP Atlas Buyer, Inc.                                    | CUSIP: 33767JAA0<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | ABS-CBDO         | CORP              | US        |   7559693 | PA      | $7465477.67   | 0.58%             | 2025-11-17      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                               | AT&T Inc.                                               | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   7515000 | PA      | $7047675.22   | 0.55%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-OA9                         | Alternative Loan Trust 2006-OA9                         | CUSIP: 02146YAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    133989 | PA      | $112403.45    | 0.01%             | 2046-07-20      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2020-SFR1 Trust                          | FirstKey Homes 2020-SFR1 Trust                          | CUSIP: 33767MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6111711 | PA      | $6068123.53   | 0.47%             | 2025-09-18      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                  | Federal Home Loan Mortgage Corporation                  | CUSIP: 35563PPE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   6116017 | PA      | $5400801.27   | 0.42%             | 2059-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Company                                 | Ameren Illinois Company                                 | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    625000 | PA      | $644834.69    | 0.05%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Company                          | Archer-Daniels-Midland Company                          | CUSIP: 039482AB0<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2504833.80   | 0.19%             | 2030-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                  | Federal Home Loan Mortgage Corporation                  | CUSIP: 35563PX46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2937171 | PA      | $2510594.19   | 0.19%             | 2064-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                  | Federal Home Loan Mortgage Corporation                  | CUSIP: 35563PZ28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   8983684 | PA      | $8111578.17   | 0.63%             | 2064-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BBCMS Trust 2015-VFM                                    | BBCMS Trust 2015-VFM                                    | CUSIP: 05546JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    332550 | PA      | $327279.55    | 0.03%             | 2026-03-12      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                             | Bank of America Corporation                             | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   8315000 | PA      | $8653485.36   | 0.67%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                           | Ginnie Mae II                                           | CUSIP: 36179YDD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2008334 | PA      | $1711222.67   | 0.13%             | 2053-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                | CUSIP: 3617K3HJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3921042 | PA      | $3350630.66   | 0.26%             | 2050-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank 2020-BNK26                                         | Bank 2020-BNK26                                         | CUSIP: 06540JBG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4487008.50   | 0.35%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                             | BNP Paribas                                             | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | US        |   6470000 | PA      | $6359300.24   | 0.49%             | 2027-01-13      | Fixed         | 1.32%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                | CUSIP: 3617K3HK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    800285 | PA      | $675514.04    | 0.05%             | 2050-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                | CUSIP: 3617K3K73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2770937 | PA      | $2370433.69   | 0.18%             | 2049-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                | CUSIP: 3617K3KR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4322227 | PA      | $3697505.69   | 0.29%             | 2049-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                | CUSIP: 3617K3LF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1721162 | PA      | $1452818.74   | 0.11%             | 2049-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                | CUSIP: 3617LJHA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1072099 | PA      | $917141.21    | 0.07%             | 2049-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                | CUSIP: 3617N65U9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8168294 | PA      | $7287102.90   | 0.56%             | 2050-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                 | CF Hippolyta Issuer LLC                                 | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4497260 | PA      | $4450745.80   | 0.34%             | 2025-07-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C3 Commercial Mortgage Trust                 | CSAIL 2015-C3 Commercial Mortgage Trust                 | CUSIP: 12635FAT1<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |   2749470 | PA      | $2736890.29   | 0.21%             | 2025-07-17      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                | CUSIP: 3617WTN47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6532327 | PA      | $5857170.41   | 0.45%             | 2051-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                | CUSIP: 36200AZ28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       214 | PA      | $221.30       | 0.00%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                | CUSIP: 36200NBT7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       846 | PA      | $872.97       | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                | CUSIP: 36201X7H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1450 | PA      | $1490.66      | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-OA17                        | Alternative Loan Trust 2006-OA17                        | CUSIP: 12668PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    244369 | PA      | $221490.07    | 0.02%             | 2046-12-20      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Cargill, Incorporated                                   | Cargill, Incorporated                                   | CUSIP: 141781BM5<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   2480000 | PA      | $2250237.18   | 0.17%             | 2030-04-23      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2020-GC46           | Citigroup Commercial Mortgage Trust 2020-GC46           | CUSIP: 17328RAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8750000 | PA      | $8016718.50   | 0.62%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Securities (USA) LLC                      | Credit Suisse Securities (USA) LLC                      | CUSIP: 22541SZL5<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Long             | ABS-MBS          | CORP              | US        |    112335 | PA      | $110412.73    | 0.01%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                | CUSIP: 36210YRU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        41 | PA      | $41.64        | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                | CUSIP: 36211SD95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31969 | PA      | $33109.12     | 0.00%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                       | Enterprise Products Operating LLC                       | CUSIP: 29379VBH5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1013000 | PA      | $1008334.22   | 0.08%             | 2026-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                  | Federal Home Loan Mortgage Corporation                  | CUSIP: 31283HPA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        79 | PA      | $82.81        | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                | CUSIP: 38383RX44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |   3468196 | PA      | $2468569.67   | 0.19%             | 2052-05-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                | CUSIP: 38385G2J7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4000000 | PA      | $3857144.00   | 0.30%             | 2055-06-20      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                  | Federal Home Loan Mortgage Corporation                  | CUSIP: 31283HQ32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2478 | PA      | $2610.76      | 0.00%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                  | Federal Home Loan Mortgage Corporation                  | CUSIP: 31283HR72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       173 | PA      | $182.17       | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                  | Federal Home Loan Mortgage Corporation                  | CUSIP: 31287TPP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       137 | PA      | $144.64       | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                  | Federal Home Loan Mortgage Corporation                  | CUSIP: 3128HXMV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4302284 | PA      | $3975848.33   | 0.31%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                 | Hyundai Capital America                                 | CUSIP: 44891ABT3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3875000 | PA      | $3617032.73   | 0.28%             | 2028-01-10      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| IRV Trust 2025-200P                                     | IRV Trust 2025-200P                                     | CUSIP: 45006HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3600000 | PA      | $3631156.20   | 0.28%             | 2035-02-15      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| JNL Government Money Market Fund                        | JNL Government Money Market Fund                        | CUSIP: 46628D437<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  38213889 | NS      | $38213889.25  | 2.96%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyBank National Association                            | KeyBank National Association                            | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8259146.40   | 0.64%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Kroger Co., The                                         | Kroger Co., The                                         | CUSIP: 501044DQ1<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4314693.00   | 0.33%             | 2031-01-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Eleven Madison Trust 2015-11MD Mortgage Trust           | Eleven Madison Trust 2015-11MD Mortgage Trust           | CUSIP: 556227AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2989000 | PA      | $2959690.46   | 0.23%             | 2025-09-11      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                  | Federal Home Loan Mortgage Corporation                  | CUSIP: 3128M6LG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    526076 | PA      | $544718.49    | 0.04%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                  | Federal Home Loan Mortgage Corporation                  | CUSIP: 31292HN42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3062 | PA      | $3233.68      | 0.00%             | 2032-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust 2004-10           | MASTR Adjustable Rate Mortgages Trust 2004-10           | CUSIP: 576433JG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180952 | PA      | $154657.51    | 0.01%             | 2034-02-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                          | Morgan Stanley                                          | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $3964543.67   | 0.31%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                  | Federal Home Loan Mortgage Corporation                  | CUSIP: 31297KHR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    144617 | PA      | $146388.76    | 0.01%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                  | Federal Home Loan Mortgage Corporation                  | CUSIP: 31329NGV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3708621 | PA      | $3386306.37   | 0.26%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust 2004-8AR             | Morgan Stanley Mortgage Loan Trust 2004-8AR             | CUSIP: 61748HEG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27728 | PA      | $26595.11     | 0.00%             | 2034-10-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Nomura Credit & Capital, Inc.                           | Nomura Credit & Capital, Inc.                           | CUSIP: 62951MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    940479 | PA      | $801309.56    | 0.06%             | 2034-03-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                  | Federal Home Loan Mortgage Corporation                  | CUSIP: 3132WVBJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   6402742 | PA      | $5842579.81   | 0.45%             | 2034-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                  | Federal Home Loan Mortgage Corporation                  | CUSIP: 31335A5C8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1851673 | PA      | $1661850.65   | 0.13%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                            | Nutrien Ltd.                                            | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1234116.70   | 0.10%             | 2025-11-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                             | ONEOK, Inc.                                             | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1604677.22   | 0.12%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL2, LLC                                     | PRPM 2025-RPL2, LLC                                     | CUSIP: 69392MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3367098 | PA      | $3272207.15   | 0.25%             | 2055-04-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co., L.P.                          | Penske Truck Leasing Co., L.P.                          | CUSIP: 709599BR4<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5149387.50   | 0.40%             | 2027-11-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                  | Federal Home Loan Mortgage Corporation                  | CUSIP: 3133A42T2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7619649 | PA      | $6379589.90   | 0.49%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                  | Federal Home Loan Mortgage Corporation                  | CUSIP: 3133AAFK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  12799741 | PA      | $10229045.94  | 0.79%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                               | PG&E Recovery Funding LLC                               | CUSIP: 71710TAF5<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   5115000 | PA      | $5008236.14   | 0.39%             | 2047-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                        | Philip Morris International Inc.                        | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5287337.50   | 0.41%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                  | Federal Home Loan Mortgage Corporation                  | CUSIP: 3133ASH48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   6992175 | PA      | $5594424.43   | 0.43%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                  | Federal Home Loan Mortgage Corporation                  | CUSIP: 3133CYPN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7391563 | PA      | $7258930.57   | 0.56%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2022-SFR3 Trust                    | Progress Residential 2022-SFR3 Trust                    | CUSIP: 74331UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3906349 | PA      | $3815033.92   | 0.30%             | 2027-04-19      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2025-SFR2 Trust                    | Progress Residential 2025-SFR2 Trust                    | CUSIP: 74334GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $7576336.00   | 0.59%             | 2042-04-17      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corporation           | Federal Farm Credit Banks Funding Corporation           | CUSIP: 3133EHHE6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   7500000 | PA      | $6549873.75   | 0.51%             | 2037-04-28      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                          | Protective Life Global Funding                          | CUSIP: 74368CAX2<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   7790000 | PA      | $7780244.58   | 0.60%             | 2025-07-15      | Fixed         | 1.17%                 | Yes           |                  2 | On Loan: No      |
| Resolution Funding Corporation                          | Resolution Funding Corporation                          | CUSIP: 76116FAB3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  20660000 | PA      | $17239414.70  | 1.34%             | 2030-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SACO I Trust 2006-6                                     | SACO I Trust 2006-6                                     | CUSIP: 785779AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2550 | PA      | $10851.07     | 0.00%             | 2036-06-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Company Limited                   | Takeda Pharmaceutical Company Limited                   | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4473168.50   | 0.35%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3140LGR53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1822000 | PA      | $1730271.77   | 0.13%             | 2032-06-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3140LQQG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9534534 | PA      | $8373354.53   | 0.65%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3140M5PP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  11110429 | PA      | $10919400.04  | 0.85%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3140N14V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  19316404 | PA      | $18580669.10  | 1.44%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3140QM4Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6236311 | PA      | $5229178.98   | 0.41%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3140QQVZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  10879538 | PA      | $10719677.24  | 0.83%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3140X5V75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1682182 | PA      | $1473635.23   | 0.11%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3140X86L6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6501602 | PA      | $6148609.94   | 0.48%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3140XG6Y0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7035280 | PA      | $6169682.01   | 0.48%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3140XH4D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  12393467 | PA      | $12227820.69  | 0.95%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3140XHH59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8992601 | PA      | $8111296.37   | 0.63%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3140XJLS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  20056380 | PA      | $19381773.82  | 1.50%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3140XJQF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  21005434 | PA      | $20272649.17  | 1.57%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3140XJR21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3656875 | PA      | $3454903.18   | 0.27%             | 2050-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3140XJTT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  12244078 | PA      | $10752912.22  | 0.83%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31410B7K4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       436 | PA      | $443.05       | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31410BHZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5706 | PA      | $6006.69      | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31410BY24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10662 | PA      | $11027.59     | 0.00%             | 2036-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31410CAA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1183 | PA      | $1218.34      | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31410CAN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5411 | PA      | $5563.23      | 0.00%             | 2036-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3138NJBJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1882369 | PA      | $1846828.36   | 0.14%             | 2027-06-01      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3138W2WH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1620434 | PA      | $1463546.25   | 0.11%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3138WGFX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4848475 | PA      | $4428611.56   | 0.34%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3138Y7C83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1849126 | PA      | $1707488.27   | 0.13%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3138Y7CP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2912305 | PA      | $2691961.88   | 0.21%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3138Y7CQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    697697 | PA      | $664395.65    | 0.05%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 3138Y7DU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    733245 | PA      | $653798.67    | 0.05%             | 2046-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31392B6V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1176042 | PA      | $1233196.34   | 0.10%             | 2041-12-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31392JYP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    329714 | PA      | $336202.62    | 0.03%             | 2042-06-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                  | Federal Home Loan Mortgage Corporation                  | CUSIP: 31392XUX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     45670 | PA      | $45373.11     | 0.00%             | 2032-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31393DQZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3586 | PA      | $3569.51      | 0.00%             | 2033-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31393ELR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    738253 | PA      | $727747.22    | 0.06%             | 2043-06-25      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                  | Federal Home Loan Mortgage Corporation                  | CUSIP: 31393WZN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    281691 | PA      | $286038.68    | 0.02%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31393XV87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1454355 | PA      | $1436782.08   | 0.11%             | 2034-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31394EFT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     49171 | PA      | $50149.85     | 0.00%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31394UPE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    665246 | PA      | $683017.79    | 0.05%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.             | Federal National Mortgage Association, Inc.             | CUSIP: 31395B2U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |    235920 | PA      | $193052.41    | 0.01%             | 2036-04-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                  | Federal Home Loan Mortgage Corporation                  | CUSIP: 31395LE98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    406039 | PA      | $413713.51    | 0.03%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                  | Federal Home Loan Mortgage Corporation                  | CUSIP: 31396AVS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2517828 | PA      | $2538793.62   | 0.20%             | 2035-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                  | Federal Home Loan Mortgage Corporation                  | CUSIP: 31396GJN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     17501 | PA      | $17486.31     | 0.00%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                | CUSIP: 36213EAG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       155 | PA      | $159.87       | 0.00%             | 2032-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                | CUSIP: 36241KFD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29121 | PA      | $30141.84     | 0.00%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                | CUSIP: 36241KHK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     59083 | PA      | $61178.19     | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| State Street Corporation                                | State Street Corporation                                | CUSIP: 857477BN2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1890396.40   | 0.15%             | 2031-03-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust 2006-AR7 | Structured Asset Mortgage Investments II Trust 2006-AR7 | CUSIP: 86361HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205790 | PA      | $165735.19    | 0.01%             | 2036-08-25      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                      | T-Mobile USA, Inc.                                      | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9711866.00   | 0.75%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-27

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer