# EDGAR Filing Document

**Accession Number:** 0000012601
**File Stem:** 0000012601-25-000251
**Filing Date:** 2025-8
**Character Count:** 122326
**Document Hash:** 6941aa494614ffcaeeae21cda17ca3ec
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000012601-25-000251.hdr.sgml**: 20250825

**ACCESSION NUMBER**: 0000012601-25-000251

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250825

**DATE AS OF CHANGE**: 20250825

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PRINCIPAL VARIABLE CONTRACTS FUNDS INC
- **CENTRAL INDEX KEY:** 0000012601

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-01944
- **FILM NUMBER:** 251249714

**BUSINESS ADDRESS:**
- **STREET 1:** 711 HIGH STREET
- **CITY:** DES MOINES
- **STATE:** IA
- **ZIP:** 50392
- **BUSINESS PHONE:** 515-247-5477

**MAIL ADDRESS:**
- **STREET 1:** PRINCIPAL FINANCIAL GROUP
- **CITY:** DES MOINES
- **STATE:** IA
- **ZIP:** 50392

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRINCIPAL VARIABLE CONTRACTS FUND INC
- **DATE OF NAME CHANGE:** 19980617

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRINCIPAL CAPITAL ACCUMULATION FUND INC
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRINCOR INVESTMENT FUND INC
- **DATE OF NAME CHANGE:** 19880906

## Series and Classes Contracts Data

### Government & High Quality Bond Account f/k/a Mortgage Securities Account (Series ID: S000014088)

| Class ID   | Class Name                                     | Ticker Symbol   |
|:---|:---|:---|
| C000038539 | Government & High Quality Bond Account Class 1 |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Principal Variable Contract Funds, Inc

- **b. Investment Company Act file number:** 811-01944

- **c. CIK number of Registrant:** 0000012601

- **d. LEI of Registrant:** ICS43THKTGQL3EQ10426

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

  - **Street Address 1:** 801 Grand Ave

  - **City:** Des Moines

  - **State:** IA

  - **Foreign country:** US

  - **Zip / Postal Code:** 50309

  - **Telephone number:** 515-235-1719

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

- **a. Name of Series:** Government & High Quality Bond Account

- **b. EDGAR series identifier (if any):** S000014088

- **c. LEI of Series:** GYQKVAZKEVMXP6Q0OZ65

**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:** $138595650.41

**Total Liabilities:** $30304936.41

**Net Assets:** $108290714.00

**Cash Not Reported:** $84150.73

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -73.68870000 | **1-Year:** 2125.00350000 | **5-Year:** 12813.56780000 | **10-Year:** 16199.36140000 | **30-Year:** 14465.44630000

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

- **3-Month:** -12.03190000 | **1-Year:** 346.97110000 | **5-Year:** 2092.20230000 | **10-Year:** 2645.03540000 | **30-Year:** 2361.92140000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000038539 | 0.47%                | -1.06%               | 1.78%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-46446.03               | $278813.91                                 |
| Month 2  | $-229241.81              | $-1282336.81                               |
| Month 3  | $-141541.59              | $1683194.96                                |

**Designated Index Information**

- **Index Name:** Bloomberg US Agency FixedRate MBS TR USD

- **Index Identifier:** I16160

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31292HU28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     29280 | PA      | $29927.79     | 0.03%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                  | Fannie Mae REMICS                                  | CUSIP: 3136AXT39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   2688741 | PA      | $325071.47    | 0.30%             | 2047-09-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31375XU72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       108 | PA      | $111.43       | 0.00%             | 2026-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 3128K8DA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     10956 | PA      | $11130.58     | 0.01%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36202DMA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2494 | PA      | $2601.90      | 0.00%             | 2031-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31292GUV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       330 | PA      | $340.98       | 0.00%             | 2028-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae                                         | CUSIP: 38380KAM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |    507369 | PA      | $71184.38     | 0.07%             | 2047-11-20      | Floating      | 1.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31371FH39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       122 | PA      | $125.99       | 0.00%             | 2026-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 3128KE4E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     15214 | PA      | $15967.72     | 0.01%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                   | Wheels Fleet Lease Funding 1 LLC                   | CUSIP: 96328GCF2<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   1215000 | PA      | $1215201.93   | 1.12%             | 2040-01-18      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36202DMR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2659 | PA      | $2770.21      | 0.00%             | 2031-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool                                   | CUSIP: 3133KRPQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    901487 | PA      | $908534.29    | 0.84%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EverBank Mortgage Loan Trust 18-1                  | EverBank Mortgage Loan Trust 18-1                  | CUSIP: 29978CAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80996 | PA      | $73223.52     | 0.07%             | 2048-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31292GUB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       453 | PA      | $468.34       | 0.00%             | 2028-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31417DF81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    614934 | PA      | $556412.45    | 0.51%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31371G2Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2481 | PA      | $2524.74      | 0.00%             | 2028-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                 | Freddie Mac REMICS                                 | CUSIP: 3137FPCA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |   2194780 | PA      | $247088.15    | 0.23%             | 2049-10-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36179W2X5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    731027 | PA      | $682722.94    | 0.63%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36179T7L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    839679 | PA      | $817961.72    | 0.76%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36196WXY8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    371963 | PA      | $342938.63    | 0.32%             | 2047-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                          | Fannie Mae or Freddie Mac                          | CUSIP: 01F062689<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1900000 | PA      | $1958959.47   | 1.81%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31298V7E1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2425 | PA      | $2559.59      | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool                                   | CUSIP: 3132DNQ97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    811669 | PA      | $780670.89    | 0.72%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 3132WHJV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    339308 | PA      | $305250.89    | 0.28%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31371HD96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2499 | PA      | $2545.21      | 0.00%             | 2028-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                 | Freddie Mac REMICS                                 | CUSIP: 3137BBQM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    681203 | PA      | $33274.80     | 0.03%             | 2038-05-15      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140XB2U3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2896378 | PA      | $2434828.88   | 2.25%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36179SWW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    344641 | PA      | $309018.32    | 0.29%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae                                         | CUSIP: 21H050672<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     70000 | PA      | $68750.31     | 0.06%             | 2055-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 3128L9TP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      6616 | PA      | $6763.32      | 0.01%             | 2038-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 3128FCWS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       102 | PA      | $105.38       | 0.00%             | 2026-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                  | Ginnie Mae I Pool                                  | CUSIP: 36209L5J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1645 | PA      | $1657.08      | 0.00%             | 2029-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Grantor Trust 2005-T1                   | Fannie Mae Grantor Trust 2005-T1                   | CUSIP: 31394C7E6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     93104 | PA      | $89077.53     | 0.08%             | 2035-05-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                 | Discover Card Execution Note Trust                 | CUSIP: 254683CY9<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |   1365000 | PA      | $1363752.66   | 1.26%             | 2028-03-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31413AJK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9054 | PA      | $9519.26      | 0.01%             | 2037-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 3128K66Q8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2425 | PA      | $2462.61      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                  | Ginnie Mae I Pool                                  | CUSIP: 36208TYP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       917 | PA      | $931.18       | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-1                      | Chase Auto Owner Trust 2024-1                      | CUSIP: 16144BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    166074 | PA      | $166292.49    | 0.15%             | 2027-04-26      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31414AQ96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       661 | PA      | $671.13       | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3138Y4PJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    593278 | PA      | $567664.90    | 0.52%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2023-2    | AmeriCredit Automobile Receivables Trust 2023-2    | CUSIP: 03065UAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    101046 | PA      | $101242.86    | 0.09%             | 2027-04-19      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31401H2H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     17230 | PA      | $17453.19     | 0.02%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                | Futures                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         6 | NC      | $-5121.19     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31288J2W5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     60365 | PA      | $61023.67     | 0.06%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2024-1    | AmeriCredit Automobile Receivables Trust 2024-1    | CUSIP: 023947AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    565627 | PA      | $565904.37    | 0.52%             | 2028-02-18      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2016-4                    | JP Morgan Mortgage Trust 2016-4                    | CUSIP: 46647JAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100002 | PA      | $90533.16     | 0.08%             | 2046-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool                                   | CUSIP: 3133KJMD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    754095 | PA      | $659551.95    | 0.61%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae                                         | CUSIP: 38380FHJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |    390468 | PA      | $15921.48     | 0.01%             | 2044-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool                                   | CUSIP: 3133KNAH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1546435 | PA      | $1243165.31   | 1.15%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31292HFV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2608 | PA      | $2753.67      | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool                                   | CUSIP: 3132DM2Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2373573 | PA      | $1909859.84   | 1.76%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                  | Fannie Mae REMICS                                  | CUSIP: 3136AUSM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     53666 | PA      | $52869.06     | 0.05%             | 2042-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                  | Ginnie Mae I Pool                                  | CUSIP: 36207BAZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3386 | PA      | $3395.96      | 0.00%             | 2029-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool                                   | CUSIP: 3142GRLC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    834771 | PA      | $857805.62    | 0.79%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140XFDY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1588946 | PA      | $1273786.03   | 1.18%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31292HHL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1392 | PA      | $1438.63      | 0.00%             | 2031-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool                                   | CUSIP: 31427MNL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    819484 | PA      | $840449.22    | 0.78%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31411CD32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7973 | PA      | $8351.51      | 0.01%             | 2036-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 3128L9PU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2206 | PA      | $2264.76      | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36202DYM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33058 | PA      | $34095.97     | 0.03%             | 2033-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                  | Ginnie Mae I Pool                                  | CUSIP: 36200SR28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10934 | PA      | $11332.25     | 0.01%             | 2031-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae                                         | CUSIP: 38382JA89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   1160371 | PA      | $169859.04    | 0.16%             | 2050-09-20      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31298NM51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2194 | PA      | $2315.49      | 0.00%             | 2028-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140QNU26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4107202 | PA      | $3490918.11   | 3.22%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140J5XH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    411548 | PA      | $392710.56    | 0.36%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 3132L5B44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    270467 | PA      | $244697.89    | 0.23%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31292HFU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1667 | PA      | $1725.49      | 0.00%             | 2030-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31406XKG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     35790 | PA      | $36307.14     | 0.03%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2017-3                      | Sequoia Mortgage Trust 2017-3                      | CUSIP: 81746XCC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    336074 | PA      | $316317.54    | 0.29%             | 2047-04-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31292GXD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       577 | PA      | $596.62       | 0.00%             | 2028-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust 2024-A                     | BMW Vehicle Owner Trust 2024-A                     | CUSIP: 096919AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    508353 | PA      | $509477.98    | 0.47%             | 2027-02-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                  | Ginnie Mae I Pool                                  | CUSIP: 36225BNC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1971 | PA      | $2040.08      | 0.00%             | 2031-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool                                   | CUSIP: 3133KQUT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1681176 | PA      | $1663389.50   | 1.54%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2024-3                     | Carmax Auto Owner Trust 2024-3                     | CUSIP: 14319GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    560755 | PA      | $562186.61    | 0.52%             | 2027-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31400FCS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5619 | PA      | $5613.99      | 0.01%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae                                         | CUSIP: 38379QD69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |    686610 | PA      | $85110.70     | 0.08%             | 2045-10-20      | Floating      | 1.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                  | Fannie Mae REMICS                                  | CUSIP: 31392CXX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     29500 | PA      | $30547.22     | 0.03%             | 2032-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3138YEN37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    209956 | PA      | $195391.22    | 0.18%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                  | Fannie Mae REMICS                                  | CUSIP: 3136B9ZB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   2084628 | PA      | $246934.56    | 0.23%             | 2050-05-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-5                      | Sequoia Mortgage Trust 2024-5                      | CUSIP: 81743CAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    539694 | PA      | $540583.26    | 0.50%             | 2054-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36202C3X9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       790 | PA      | $811.32       | 0.00%             | 2028-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140XJGL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    759677 | PA      | $751569.73    | 0.69%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                  | Ginnie Mae I Pool                                  | CUSIP: 36207FYF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        17 | PA      | $17.28        | 0.00%             | 2026-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae                                         | CUSIP: 38382GT77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |    915068 | PA      | $149020.52    | 0.14%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140XQHN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1622641 | PA      | $1291087.35   | 1.19%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31388X4C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1216 | PA      | $1235.65      | 0.00%             | 2031-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC 2019-B                  | MMAF Equipment Finance LLC 2019-B                  | CUSIP: 55316EAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13881 | PA      | $13868.84     | 0.01%             | 2026-07-13      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31298WP25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4749 | PA      | $4917.90      | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1861107 | PA      | $1829953.15   | 1.69%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                       | Drive Auto Receivables Trust                       | CUSIP: 262102AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    775000 | PA      | $776098.10    | 0.72%             | 2028-08-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae                                         | CUSIP: 21H060671<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4400000 | PA      | $4464271.99   | 4.12%             | 2055-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 3128LXB90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    123240 | PA      | $124852.63    | 0.12%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 3128MJAM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     13860 | PA      | $14488.35     | 0.01%             | 2034-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36179XNF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2129626 | PA      | $2104380.61   | 1.94%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31381CQM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1363 | PA      | $1407.83      | 0.00%             | 2029-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                  | Fannie Mae REMICS                                  | CUSIP: 3136AAKC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   1026101 | PA      | $144177.10    | 0.13%             | 2042-12-25      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140EVUX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    516829 | PA      | $489891.32    | 0.45%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                          | Fannie Mae or Freddie Mac                          | CUSIP: 01F052680<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2685000 | PA      | $2682392.95   | 2.48%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                        | United States Treasury Bill                        | CUSIP: 912797PE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2575000 | PA      | $2570262.00   | 2.37%             | 2025-07-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31414MNP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     11427 | PA      | $12076.75     | 0.01%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 3128M6EY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     27788 | PA      | $29166.35     | 0.03%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3138ERRX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    555914 | PA      | $544066.69    | 0.50%             | 2045-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31292GUZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2475 | PA      | $2612.15      | 0.00%             | 2028-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae                                         | CUSIP: 38382ATA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   1511852 | PA      | $288876.55    | 0.27%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest Strip                          | Fannie Mae Interest Strip                          | CUSIP: 31395Q5F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    452041 | PA      | $60511.02     | 0.06%             | 2043-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Principal Government Money Market Fund - Class R-6 | Principal Government Money Market Fund - Class R-6 | CUSIP: 74257B639<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1897530 | NS      | $1897530.50   | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140XR3G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    943068 | PA      | $929908.39    | 0.86%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36202DA50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2484 | PA      | $2550.33      | 0.00%             | 2029-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 3128KMLP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     18106 | PA      | $18783.19     | 0.02%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31416XQT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    451472 | PA      | $434340.44    | 0.40%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3138WFEJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    292456 | PA      | $279868.50    | 0.26%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2015-2         | New Residential Mortgage Loan Trust 2015-2         | CUSIP: 64829EAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    478680 | PA      | $476221.58    | 0.44%             | 2055-08-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 3132H7DU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    262712 | PA      | $244802.24    | 0.23%             | 2044-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                  | Fannie Mae REMICS                                  | CUSIP: 3136ATVP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    131257 | PA      | $2259.94      | 0.00%             | 2040-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31412V4L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     42311 | PA      | $44357.59     | 0.04%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                  | Fannie Mae REMICS                                  | CUSIP: 3136B1F58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     66739 | PA      | $58713.68     | 0.05%             | 2048-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                  | Fannie Mae REMICS                                  | CUSIP: 3136B5VS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   2973977 | PA      | $331019.12    | 0.31%             | 2049-08-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                  | Ginnie Mae I Pool                                  | CUSIP: 36178DXS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    594629 | PA      | $539099.52    | 0.50%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                | Citibank Credit Card Issuance Trust                | CUSIP: 17305EGW9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $752266.88    | 0.69%             | 2027-12-08      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae                                         | CUSIP: 38382LHP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   1128782 | PA      | $169060.64    | 0.16%             | 2050-11-20      | Floating      | 1.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31414QWV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     27886 | PA      | $29145.32     | 0.03%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31283HKQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       300 | PA      | $300.99       | 0.00%             | 2031-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust 2024-1                             | BofA Auto Trust 2024-1                             | CUSIP: 09709AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    237195 | PA      | $237564.03    | 0.22%             | 2026-12-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                  | Ginnie Mae I Pool                                  | CUSIP: 36178EDE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    704751 | PA      | $638934.53    | 0.59%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3138EJ6R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    446781 | PA      | $419542.49    | 0.39%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140F0HX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    420915 | PA      | $376236.34    | 0.35%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140XNCR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    879475 | PA      | $888204.37    | 0.82%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                  | Ginnie Mae I Pool                                  | CUSIP: 36225ARS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        58 | PA      | $57.94        | 0.00%             | 2027-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust 2025-1                             | BofA Auto Trust 2025-1                             | CUSIP: 05594BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $350398.06    | 0.32%             | 2027-11-22      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    733940 | PA      | $703390.50    | 0.65%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae                                         | CUSIP: 38380GHP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |    316255 | PA      | $18005.84     | 0.02%             | 2044-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31292GVA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       341 | PA      | $359.51       | 0.00%             | 2028-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-1       | GM Financial Automobile Leasing Trust 2024-1       | CUSIP: 36269FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    112044 | PA      | $112102.65    | 0.10%             | 2026-06-22      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31387D5K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6082 | PA      | $6283.91      | 0.01%             | 2031-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36181BJY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    274907 | PA      | $251772.37    | 0.23%             | 2043-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31335AJX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    420907 | PA      | $402570.33    | 0.37%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-2      | Santander Drive Auto Receivables Trust 2024-2      | CUSIP: 80286YAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     68849 | PA      | $68891.25     | 0.06%             | 2027-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 3128LXBE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     29922 | PA      | $30366.56     | 0.03%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 3128M9WA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    287086 | PA      | $282887.85    | 0.26%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 3128K64H0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      6340 | PA      | $6436.88      | 0.01%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                  | Ginnie Mae I Pool                                  | CUSIP: 36209CT89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       336 | PA      | $338.37       | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31292HMU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3554 | PA      | $3674.17      | 0.00%             | 2031-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3138WDJN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    206085 | PA      | $197461.44    | 0.18%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31292HJ47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2952 | PA      | $3035.32      | 0.00%             | 2031-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-2      | Santander Drive Auto Receivables Trust 2025-2      | CUSIP: 80287NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    965000 | PA      | $965289.98    | 0.89%             | 2028-06-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31417FBP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    143244 | PA      | $145334.90    | 0.13%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36179W5F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    973535 | PA      | $939513.54    | 0.87%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1295039 | PA      | $1054929.10   | 0.97%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140XQND5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    778515 | PA      | $750518.53    | 0.69%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31418MZ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    441686 | PA      | $451493.75    | 0.42%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140XHMJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    866691 | PA      | $784934.59    | 0.72%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust            | Capital One Multi-Asset Execution Trust            | CUSIP: 14041NGD7<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1201166.64   | 1.11%             | 2028-05-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3138ENGV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    205683 | PA      | $197782.46    | 0.18%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                  | Ginnie Mae I Pool                                  | CUSIP: 36208SN40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21290 | PA      | $21334.33     | 0.02%             | 2028-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                  | Ginnie Mae I Pool                                  | CUSIP: 36206WY90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        84 | PA      | $83.74        | 0.00%             | 2026-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust       | American Express Credit Account Master Trust       | CUSIP: 02582JJV3<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $899108.55    | 0.83%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                  | Fannie Mae REMICS                                  | CUSIP: 3136B5H40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    850841 | PA      | $110096.54    | 0.10%             | 2049-09-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae                                         | CUSIP: 38383LES5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   1700975 | PA      | $214528.28    | 0.20%             | 2047-08-20      | Floating      | 1.67%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36202C3K7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2555 | PA      | $2622.90      | 0.00%             | 2028-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31283HPA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1617 | PA      | $1706.72      | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31292HMV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2948 | PA      | $3057.71      | 0.00%             | 2031-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-1      | Santander Drive Auto Receivables Trust 2025-1      | CUSIP: 80288DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    541968 | PA      | $542145.18    | 0.50%             | 2027-08-16      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31292HLZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2080 | PA      | $2157.04      | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                  | Ginnie Mae I Pool                                  | CUSIP: 36202UDL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15024 | PA      | $15464.34     | 0.01%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31400B4F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4107 | PA      | $4241.80      | 0.00%             | 2033-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                  | Ginnie Mae I Pool                                  | CUSIP: 36201M3E0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18861 | PA      | $19118.72     | 0.02%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3138W0VH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    205068 | PA      | $192695.63    | 0.18%             | 2043-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool                                   | CUSIP: 3132DUNQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1273000 | PA      | $1283157.07   | 1.18%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool                                   | CUSIP: 3132DVMV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    607079 | PA      | $630702.24    | 0.58%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36202DCR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2594 | PA      | $2679.84      | 0.00%             | 2029-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31292HUR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     32102 | PA      | $32685.27     | 0.03%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31411YEQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     90378 | PA      | $92759.25     | 0.09%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1988990 | PA      | $1953544.91   | 1.80%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3138EGXA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    319739 | PA      | $323714.52    | 0.30%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                 | Discover Card Execution Note Trust                 | CUSIP: 254683CX1<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1251853.13   | 1.16%             | 2027-10-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool                                   | CUSIP: 3142GT2R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1703895 | PA      | $1713700.95   | 1.58%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2023-8                  | J.P. Morgan Mortgage Trust 2023-8                  | CUSIP: 46657CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1298539 | PA      | $1310926.37   | 1.21%             | 2054-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31407BWY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1547 | PA      | $1568.41      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae                                         | CUSIP: 38382LXJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   1050338 | PA      | $173715.02    | 0.16%             | 2050-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-B                       | SBNA Auto Lease Trust 2024-B                       | CUSIP: 78437VAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    304315 | PA      | $304689.07    | 0.28%             | 2026-11-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    445251 | PA      | $362920.04    | 0.34%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31410LMD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    350984 | PA      | $343818.50    | 0.32%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31297PRC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      7407 | PA      | $7725.14      | 0.01%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae                                         | CUSIP: 38378PEZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |    568293 | PA      | $65954.05     | 0.06%             | 2043-12-20      | Floating      | 1.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3138EQZA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    235994 | PA      | $231477.22    | 0.21%             | 2045-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-4      | Santander Drive Auto Receivables Trust 2024-4      | CUSIP: 802919AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    227143 | PA      | $227371.95    | 0.21%             | 2027-07-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae                                         | CUSIP: 38380FQP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |    159594 | PA      | $6718.11      | 0.01%             | 2046-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36179VN22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2019483 | PA      | $1723282.21   | 1.59%             | 2050-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool                                   | CUSIP: 3133KNGN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2373748 | PA      | $1899243.93   | 1.75%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140QTG86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1072849 | PA      | $1080680.06   | 1.00%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                  | Ginnie Mae I Pool                                  | CUSIP: 36208FAU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        57 | PA      | $57.27        | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool                                   | CUSIP: 31427MMB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    486241 | PA      | $479831.68    | 0.44%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140QCUY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    799259 | PA      | $700133.15    | 0.65%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-1      | Santander Drive Auto Receivables Trust 2024-1      | CUSIP: 80288AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    603751 | PA      | $604740.20    | 0.56%             | 2028-04-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31403NPV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     15433 | PA      | $15695.49     | 0.01%             | 2033-12-01      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36179X5F9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    535791 | PA      | $515132.08    | 0.48%             | 2053-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140XFL41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1936853 | PA      | $1561358.73   | 1.44%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140QEK35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    577072 | PA      | $504723.78    | 0.47%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31292GY42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       550 | PA      | $568.30       | 0.00%             | 2029-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                  | Ginnie Mae I Pool                                  | CUSIP: 36207JTX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       121 | PA      | $120.96       | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1208211 | PA      | $959367.55    | 0.89%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36202DAN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1185 | PA      | $1212.00      | 0.00%             | 2029-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31292HP65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     13941 | PA      | $14712.46     | 0.01%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool                                   | CUSIP: 3132DMCQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    895877 | PA      | $830731.28    | 0.77%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tesla Electric Vehicle Trust 2023-1                | Tesla Electric Vehicle Trust 2023-1                | CUSIP: 881943AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    234046 | PA      | $234398.26    | 0.22%             | 2026-12-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31380Q5G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5436 | PA      | $5546.57      | 0.01%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae                                         | CUSIP: 38382LBY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   1666039 | PA      | $286074.25    | 0.26%             | 2050-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool                                   | CUSIP: 3132DMYD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2232287 | PA      | $1890168.23   | 1.75%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-3      | Santander Drive Auto Receivables Trust 2024-3      | CUSIP: 80287LAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95600 | PA      | $95655.91     | 0.09%             | 2027-06-15      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 3128LA7C8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      9124 | PA      | $9375.68      | 0.01%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31388PB83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3612 | PA      | $3808.65      | 0.00%             | 2031-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool                                   | CUSIP: 3132DUA49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    585506 | PA      | $600155.53    | 0.55%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31406XCY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     35666 | PA      | $36151.83     | 0.03%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                  | Ginnie Mae I Pool                                  | CUSIP: 36180NDA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    448032 | PA      | $418358.60    | 0.39%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                | Futures                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        26 | NC      | $118364.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac REMICS                                 | Freddie Mac REMICS                                 | CUSIP: 3137BP7L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |     82427 | PA      | $77004.45     | 0.07%             | 2046-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                  | Ginnie Mae I Pool                                  | CUSIP: 36209ARZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       178 | PA      | $178.43       | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2024-A              | Mercedes-Benz Auto Lease Trust 2024-A              | CUSIP: 58770JAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    458850 | PA      | $459964.72    | 0.42%             | 2027-02-16      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36179YRG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    375626 | PA      | $370071.63    | 0.34%             | 2054-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31293TKV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      8017 | PA      | $8087.98      | 0.01%             | 2029-07-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                 | Freddie Mac REMICS                                 | CUSIP: 3137HAEG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |   2575426 | PA      | $313682.29    | 0.29%             | 2049-09-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31400FCU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4318 | PA      | $4335.76      | 0.00%             | 2032-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BA Credit Card Trust                               | BA Credit Card Trust                               | CUSIP: 05522RDF2<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |   1050000 | PA      | $1051991.22   | 0.97%             | 2028-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2023-10                   | JP Morgan Mortgage Trust 2023-10                   | CUSIP: 465986AK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    930825 | PA      | $932251.45    | 0.86%             | 2054-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140XJQN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1618362 | PA      | $1415475.18   | 1.31%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31391TWX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     14979 | PA      | $15576.81     | 0.01%             | 2033-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36202CLQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       100 | PA      | $103.05       | 0.00%             | 2025-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-1                    | JP Morgan Mortgage Trust 2024-1                    | CUSIP: 46657PAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    485993 | PA      | $486772.84    | 0.45%             | 2054-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2023-4                      | Sequoia Mortgage Trust 2023-4                      | CUSIP: 81743JAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    896414 | PA      | $897719.65    | 0.83%             | 2053-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31391BDJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2926 | PA      | $3021.65      | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31375KHE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       107 | PA      | $110.37       | 0.00%             | 2026-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31412QFE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    549436 | PA      | $548186.65    | 0.51%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31283GZ26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       374 | PA      | $394.71       | 0.00%             | 2027-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31296Q6M7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     15589 | PA      | $16134.96     | 0.01%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140QEK68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    763442 | PA      | $702530.01    | 0.65%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                          | Fannie Mae or Freddie Mac                          | CUSIP: 01F060683<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3490000 | PA      | $3543133.16   | 3.27%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31335GNC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        57 | PA      | $58.64        | 0.00%             | 2026-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31387DG86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1866 | PA      | $1967.63      | 0.00%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 3128M9SH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    343849 | PA      | $330095.11    | 0.30%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36179YFK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    840021 | PA      | $826349.53    | 0.76%             | 2053-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                  | Fannie Mae REMICS                                  | CUSIP: 3136B6QQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   1910109 | PA      | $248098.38    | 0.23%             | 2049-10-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31413RXY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2498 | PA      | $2560.48      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31418EE55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    351002 | PA      | $327070.56    | 0.30%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31384VWL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       194 | PA      | $197.95       | 0.00%             | 2030-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae                                         | CUSIP: 38379XJB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |    254597 | PA      | $31743.98     | 0.03%             | 2046-06-20      | Floating      | 1.67%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2014-1         | New Residential Mortgage Loan Trust 2014-1         | CUSIP: 64828AAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    617755 | PA      | $613873.96    | 0.57%             | 2054-01-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31402AQH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    330487 | PA      | $334406.76    | 0.31%             | 2033-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae                                         | CUSIP: 38382WR58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   1462935 | PA      | $211369.56    | 0.20%             | 2051-08-20      | Floating      | 1.87%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-3       | GM Financial Automobile Leasing Trust 2024-3       | CUSIP: 38012QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    913700 | PA      | $914126.38    | 0.84%             | 2027-01-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140XQBV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    595336 | PA      | $610662.78    | 0.56%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                        | United States Treasury Bill                        | CUSIP: 912797PX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    860000 | PA      | $852038.76    | 0.79%             | 2025-09-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36202CMQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       178 | PA      | $182.81       | 0.00%             | 2026-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140F47L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    809252 | PA      | $718841.08    | 0.66%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                          | Freddie Mac Non Gold Pool                          | CUSIP: 31295NXK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2949 | PA      | $3010.62      | 0.00%             | 2032-09-01      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36202CN74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       154 | PA      | $156.10       | 0.00%             | 2026-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae                                         | CUSIP: 38382HLM0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   1829955 | PA      | $268352.60    | 0.25%             | 2050-08-20      | Floating      | 1.87%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae                                         | CUSIP: 38382WKP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   1206915 | PA      | $172718.67    | 0.16%             | 2051-07-20      | Floating      | 1.87%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36202EDQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36805 | PA      | $37776.32     | 0.03%             | 2035-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31292GWT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2482 | PA      | $2565.85      | 0.00%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140X8BA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    947505 | PA      | $829993.32    | 0.77%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31292GXS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1337 | PA      | $1381.98      | 0.00%             | 2028-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2024-1    | AmeriCredit Automobile Receivables Trust 2024-1    | CUSIP: 023947AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    192134 | PA      | $192564.27    | 0.18%             | 2028-02-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36179X2K1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1007614 | PA      | $993027.19    | 0.92%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140XHE37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1940623 | PA      | $1654152.04   | 1.53%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 3128M9N73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    312576 | PA      | $301783.29    | 0.28%             | 2043-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36202CNP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       158 | PA      | $160.52       | 0.00%             | 2026-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31391TU55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5117 | PA      | $5204.71      | 0.00%             | 2032-12-01      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 3622A3AP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    267047 | PA      | $257746.27    | 0.24%             | 2047-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                  | Fannie Mae REMICS                                  | CUSIP: 3136APAG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    835471 | PA      | $54446.73     | 0.05%             | 2045-06-25      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31292HNN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3527 | PA      | $3666.01      | 0.00%             | 2032-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36202CZ30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       222 | PA      | $227.60       | 0.00%             | 2028-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                  | Fannie Mae REMICS                                  | CUSIP: 3136BAML5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   1258840 | PA      | $159534.81    | 0.15%             | 2050-06-25      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                 | Freddie Mac REMICS                                 | CUSIP: 3137B1CB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    107120 | PA      | $103910.53    | 0.10%             | 2028-04-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31371HYA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2217 | PA      | $2337.47      | 0.00%             | 2029-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2013-2                      | Sequoia Mortgage Trust 2013-2                      | CUSIP: 81745MAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67770 | PA      | $66293.26     | 0.06%             | 2043-02-25      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool                                   | CUSIP: 3132DTMK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    821430 | PA      | $826820.99    | 0.76%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                  | Ginnie Mae I Pool                                  | CUSIP: 3620AMF80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    138932 | PA      | $136044.17    | 0.13%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36179YHR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    846080 | PA      | $834872.07    | 0.77%             | 2053-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                  | Ginnie Mae I Pool                                  | CUSIP: 36180CYS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    435165 | PA      | $407290.56    | 0.38%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140J5U56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    340849 | PA      | $335027.11    | 0.31%             | 2045-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140ARHY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    801773 | PA      | $785993.51    | 0.73%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140KNLD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    692016 | PA      | $555058.32    | 0.51%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31298TVF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1895 | PA      | $1959.08      | 0.00%             | 2031-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                 | Freddie Mac REMICS                                 | CUSIP: 3137FPL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    917683 | PA      | $105446.25    | 0.10%             | 2049-11-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 3128P7AZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1220 | PA      | $1217.56      | 0.00%             | 2025-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-1                      | Sequoia Mortgage Trust 2024-1                      | CUSIP: 81749GAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    512189 | PA      | $511828.62    | 0.47%             | 2054-01-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                  | Fannie Mae REMICS                                  | CUSIP: 3136B64Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   1431965 | PA      | $164148.03    | 0.15%             | 2049-11-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                  | Fannie Mae REMICS                                  | CUSIP: 3136BDS82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   1600188 | PA      | $278263.64    | 0.26%             | 2051-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2017-3                    | JP Morgan Mortgage Trust 2017-3                    | CUSIP: 46647SCS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    413183 | PA      | $384213.00    | 0.35%             | 2047-08-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36194CS46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35712 | PA      | $32793.73     | 0.03%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31298QUU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     11219 | PA      | $11628.37     | 0.01%             | 2031-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31414CJK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     35973 | PA      | $37009.93     | 0.03%             | 2038-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                | Futures                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        15 | NC      | $-20302.98    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae                                         | CUSIP: 21H052678<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7550000 | PA      | $7559907.79   | 6.98%             | 2055-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31292HQC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      8818 | PA      | $9173.42      | 0.01%             | 2032-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae                                         | CUSIP: 38382LBZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   2570823 | PA      | $432974.38    | 0.40%             | 2050-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-25

**Name of Applicant:** Principal Variable Contract Funds, Inc

**Signature:** Megan Hoffmann

**Name of Signer:** /s/ Megan Hoffmann

**Title:** Vice President and Controller