# EDGAR Filing Document

**Accession Number:** 0000012601
**File Stem:** 0000012601-26-000089
**Filing Date:** 2026-2
**Character Count:** 118736
**Document Hash:** 3553a31b8cf754a91da47f60c24e0f26
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000012601-26-000089.hdr.sgml**: 20260223

**ACCESSION NUMBER**: 0000012601-26-000089

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260223

**DATE AS OF CHANGE**: 20260223

**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:** 26662826

**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:** 711 High St

  - **City:** Des Moines

  - **State:** IA

  - **Foreign country:** US

  - **Zip / Postal Code:** 50392

  - **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:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $113580042.01

**Total Liabilities:** $6427017.18

**Net Assets:** $107153024.83

**Cash Not Reported:** $77043.27

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 339.27370000 | **1-Year:** 2194.00990000 | **5-Year:** 12639.00120000 | **10-Year:** 16451.62890000 | **30-Year:** 14643.16850000

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

- **3-Month:** 21.67570000 | **1-Year:** 140.17230000 | **5-Year:** 807.48870000 | **10-Year:** 1051.07240000 | **30-Year:** 935.53230000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000038539 | 0.71%                | 0.59%                | -0.12%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-18192.16               | $469629.39                                 |
| Month 2  | $21171.18                | $382234.81                                 |
| Month 3  | $-125076.99              | $-337662.17                                |

**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        |     26068 | PA      | $26733.85     | 0.02%             | 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        |   2550504 | PA      | $302515.48    | 0.28%             | 2047-09-25      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31375XU72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        34 | PA      | $34.90        | 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        |      9875 | PA      | $10153.85     | 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        |      2183 | PA      | $2279.20      | 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        |       230 | PA      | $239.06       | 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        |    477221 | PA      | $60167.60     | 0.06%             | 2047-11-20      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31371FH39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        22 | PA      | $22.62        | 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        |     14287 | PA      | $15127.19     | 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      | $1216119.62   | 1.13%             | 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        |      2300 | PA      | $2401.19      | 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        |    842965 | PA      | $863890.34    | 0.81%             | 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        |     77051 | PA      | $69687.31     | 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        |       340 | PA      | $353.44       | 0.00%             | 2028-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2021-L7             | Morgan Stanley Capital I Trust 2021-L7             | CUSIP: 61772TAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    689647 | PA      | $681648.46    | 0.64%             | 2054-10-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31417DF81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    579565 | PA      | $536013.85    | 0.50%             | 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        |      1875 | PA      | $1909.16      | 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        |   2088695 | PA      | $245701.94    | 0.23%             | 2049-10-25      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36179W2X5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    694286 | PA      | $661525.24    | 0.62%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140XGWR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1104511 | PA      | $1028918.71   | 0.96%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36179T7L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    792881 | PA      | $786599.76    | 0.73%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140Y6TZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    433757 | PA      | $442984.25    | 0.41%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31298V7E1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2144 | PA      | $2253.81      | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR19                                   | BANK5 2025-5YR19                                   | CUSIP: 05494RBE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1304021.68   | 1.22%             | 2058-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool                                   | CUSIP: 3132DNQ97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    774538 | PA      | $763257.32    | 0.71%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140XQ7L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    931768 | PA      | $968730.27    | 0.90%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140W2PR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    664118 | PA      | $676406.62    | 0.63%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 3132WHJV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    316086 | PA      | $290250.63    | 0.27%             | 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        |      2053 | PA      | $2091.02      | 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        |    601186 | PA      | $33203.17     | 0.03%             | 2038-05-15      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140XB2U3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2738648 | PA      | $2361214.82   | 2.20%             | 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        |    328196 | PA      | $299090.24    | 0.28%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 3128L9TP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      6439 | PA      | $6658.49      | 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        |        15 | PA      | $15.34        | 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        |      1417 | PA      | $1447.54      | 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        |     90615 | PA      | $86308.18     | 0.08%             | 2035-05-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31413AJK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8788 | PA      | $9305.09      | 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        |      2248 | PA      | $2310.09      | 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        |       717 | PA      | $727.20       | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31414AQ96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       465 | PA      | $477.19       | 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        |    566581 | PA      | $551905.73    | 0.52%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31401H2H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     15433 | PA      | $15683.92     | 0.01%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31288J2W5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     56179 | PA      | $56973.42     | 0.05%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                        | United States Treasury Bill                        | CUSIP: 912797PD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3175000 | PA      | $3168732.33   | 2.96%             | 2026-01-22      | None          | 0.00%                 | 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        |     95858 | PA      | $87266.44     | 0.08%             | 2046-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae                                         | CUSIP: 38380FHJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |    324904 | PA      | $11285.24     | 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        |   1484315 | PA      | $1221338.54   | 1.14%             | 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        |      2142 | PA      | $2260.45      | 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        |   2272238 | PA      | $1872577.86   | 1.75%             | 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        |     39027 | PA      | $38685.08     | 0.04%             | 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        |      2771 | PA      | $2800.79      | 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        |    800053 | PA      | $834221.63    | 0.78%             | 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        |   1470637 | PA      | $1207890.18   | 1.13%             | 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        |       917 | PA      | $946.20       | 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        |    750381 | PA      | $781141.72    | 0.73%             | 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        |      7589 | PA      | $7873.99      | 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        |      2133 | PA      | $2212.29      | 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        |     29233 | PA      | $30474.71     | 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        |     10181 | PA      | $10567.42     | 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        |   1082196 | PA      | $162034.56    | 0.15%             | 2050-09-20      | Floating      | 2.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31298NM51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       206 | PA      | $216.96       | 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        |   2134686 | PA      | $1853524.87   | 1.73%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 21H042612<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2525000 | PA      | $2459113.28   | 2.29%             | 2056-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140J5XH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    389075 | PA      | $379503.96    | 0.35%             | 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        |    257774 | PA      | $238547.17    | 0.22%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B31 Mortgage Trust                  | Benchmark 2021-B31 Mortgage Trust                  | CUSIP: 08163MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    304095 | PA      | $299846.92    | 0.28%             | 2054-12-15      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31292HFU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1406 | PA      | $1456.17      | 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        |     34310 | PA      | $35193.82     | 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        |    314314 | PA      | $298585.85    | 0.28%             | 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        |       450 | PA      | $466.98       | 0.00%             | 2028-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                  | Ginnie Mae I Pool                                  | CUSIP: 36225BNC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1663 | PA      | $1736.18      | 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        |   1592739 | PA      | $1597960.39   | 1.49%             | 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        |    201130 | PA      | $201525.37    | 0.19%             | 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        |      5283 | PA      | $5299.59      | 0.00%             | 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        |    651203 | PA      | $77571.34     | 0.07%             | 2045-10-20      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                  | Fannie Mae REMICS                                  | CUSIP: 31392CXX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     25512 | PA      | $26495.94     | 0.02%             | 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        |    200939 | PA      | $191431.36    | 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        |   1908386 | PA      | $220369.13    | 0.21%             | 2050-05-25      | Floating      | 2.01%                 | 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        |    310393 | PA      | $310609.86    | 0.29%             | 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        |       606 | PA      | $617.40       | 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        |    715198 | PA      | $721154.66    | 0.67%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae                                         | CUSIP: 38382GT77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |    862718 | PA      | $137167.11    | 0.13%             | 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        |   1556377 | PA      | $1267880.28   | 1.18%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                | Futures                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        24 | NC      | $-20286.95    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31388X4C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1136 | PA      | $1165.52      | 0.00%             | 2031-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2025-8           | Chase Home Lending Mortgage Trust 2025-8           | CUSIP: 16162UAE3<br>LEI: 529900CHSDEA1SX67419 | Long             | ABS-MBS          | CORP              | US        |   1256140 | PA      | $1261393.66   | 1.18%             | 2056-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36179YU77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    830410 | PA      | $846821.11    | 0.79%             | 2054-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31298WP25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4438 | PA      | $4609.23      | 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        |   1761450 | PA      | $1763616.12   | 1.65%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-1                | Drive Auto Receivables Trust 2025-1                | CUSIP: 262102AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    425033 | PA      | $425745.76    | 0.40%             | 2028-08-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 3128LXB90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    113250 | PA      | $115159.26    | 0.11%             | 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        |     12955 | PA      | $13508.25     | 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        |   2001885 | PA      | $2005660.63   | 1.87%             | 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        |       990 | PA      | $1027.45      | 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        |    966691 | PA      | $132740.54    | 0.12%             | 2042-12-25      | Floating      | 2.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140EVUX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    485191 | PA      | $470120.19    | 0.44%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool                                   | CUSIP: 31427NHJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    709561 | PA      | $726616.33    | 0.68%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31414MNP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10989 | PA      | $11662.21     | 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        |     26395 | PA      | $27948.36     | 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        |    526822 | PA      | $527176.71    | 0.49%             | 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        |      1985 | PA      | $2086.98      | 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        |   1440251 | PA      | $275121.14    | 0.26%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36179YU69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1360594 | PA      | $1378912.33   | 1.29%             | 2054-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest Strip                          | Fannie Mae Interest Strip                          | CUSIP: 31395Q5F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    427512 | PA      | $56347.05     | 0.05%             | 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        |    901112 | NS      | $901111.98    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140XR3G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    908230 | PA      | $913648.16    | 0.85%             | 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        |      1930 | PA      | $1983.55      | 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        |     17569 | PA      | $18378.46     | 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        |    417673 | PA      | $407251.11    | 0.38%             | 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        |    278343 | PA      | $271885.89    | 0.25%             | 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        |    404388 | PA      | $404196.00    | 0.38%             | 2055-08-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 3132H7DU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    247917 | PA      | $235728.89    | 0.22%             | 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        |    100561 | PA      | $1423.80      | 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        |     41094 | PA      | $43337.90     | 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        |     63040 | PA      | $56348.81     | 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        |   2821757 | PA      | $318855.19    | 0.30%             | 2049-08-25      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-4      | Santander Drive Auto Receivables Trust 2025-4      | CUSIP: 802923AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1365000 | PA      | $1368115.75   | 1.28%             | 2029-01-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae                                         | CUSIP: 38382LHP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   1085350 | PA      | $157226.18    | 0.15%             | 2050-11-20      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31414QWV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     27051 | PA      | $28527.90     | 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        |       223 | PA      | $225.79       | 0.00%             | 2031-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3138EJ6R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    409771 | PA      | $393237.78    | 0.37%             | 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        |    401358 | PA      | $366417.75    | 0.34%             | 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        |    832052 | PA      | $854082.44    | 0.80%             | 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        |        24 | PA      | $24.00        | 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        |    230490 | PA      | $230612.69    | 0.22%             | 2027-11-22      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    694770 | PA      | $681452.74    | 0.64%             | 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        |    267688 | PA      | $13856.17     | 0.01%             | 2044-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3535000 | PA      | $3526644.78   | 3.29%             | 2056-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31292GVA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       259 | PA      | $272.22       | 0.00%             | 2028-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31387D5K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5662 | PA      | $5874.44      | 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        |    250905 | PA      | $230045.58    | 0.21%             | 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        |    396276 | PA      | $387004.69    | 0.36%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 3128LXBE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     27107 | PA      | $27838.17     | 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        |    257849 | PA      | $258952.88    | 0.24%             | 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        |      5618 | PA      | $5773.83      | 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        |       268 | PA      | $272.56       | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-3      | Santander Drive Auto Receivables Trust 2025-3      | CUSIP: 80288JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1032338 | PA      | $1035491.44   | 0.97%             | 2028-10-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31292HMU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2912 | PA      | $3024.07      | 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        |    194613 | PA      | $190149.45    | 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        |      2554 | PA      | $2632.26      | 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        |    485571 | PA      | $486295.17    | 0.45%             | 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        |    122638 | PA      | $126003.83    | 0.12%             | 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        |    921668 | PA      | $905126.14    | 0.84%             | 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        |   1236749 | PA      | $1024626.43   | 0.96%             | 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        |    738735 | PA      | $728572.60    | 0.68%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2025-S2                     | Sequoia Mortgage Trust 2025-S2                     | CUSIP: 81748UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1741060 | PA      | $1628954.59   | 1.52%             | 2055-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31418MZ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    403302 | PA      | $418428.90    | 0.39%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3138ENGV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    193717 | PA      | $189333.89    | 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        |     17634 | PA      | $17802.16     | 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        |        34 | PA      | $33.85        | 0.00%             | 2026-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140W2HM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    919131 | PA      | $955083.28    | 0.89%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                  | Fannie Mae REMICS                                  | CUSIP: 3136B5H40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    794682 | PA      | $100441.17    | 0.09%             | 2049-09-25      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae                                         | CUSIP: 38383LES5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   1595071 | PA      | $194872.81    | 0.18%             | 2047-08-20      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust Series 2025-11   | Chase Home Lending Mortgage Trust Series 2025-11   | CUSIP: 16162QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    492705 | PA      | $495841.89    | 0.46%             | 2056-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36202C3K7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1667 | PA      | $1698.60      | 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        |      1347 | PA      | $1416.15      | 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        |      2636 | PA      | $2720.90      | 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        |     84803 | PA      | $84821.12     | 0.08%             | 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        |      1895 | PA      | $1971.43      | 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        |     14320 | PA      | $14428.25     | 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        |      3718 | PA      | $3857.40      | 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        |     17700 | PA      | $18000.82     | 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        |    190903 | PA      | $183634.34    | 0.17%             | 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        |   1214670 | PA      | $1245730.06   | 1.16%             | 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        |    532419 | PA      | $555644.73    | 0.52%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36179YDK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    665662 | PA      | $676247.97    | 0.63%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36202DCR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2152 | PA      | $2192.32      | 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        |     29359 | PA      | $29983.35     | 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        |     87388 | PA      | $88925.26     | 0.08%             | 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        |   1880628 | PA      | $1884590.00   | 1.76%             | 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        |    298232 | PA      | $306687.60    | 0.29%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool                                   | CUSIP: 3142GT2R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1630912 | PA      | $1665604.30   | 1.55%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2023-8                    | JP Morgan Mortgage Trust 2023-8                    | CUSIP: 46657CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1029071 | PA      | $1040154.02   | 0.97%             | 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        |      1362 | PA      | $1397.44      | 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        |   1004833 | PA      | $171472.43    | 0.16%             | 2050-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    425421 | PA      | $352436.83    | 0.33%             | 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        |    321417 | PA      | $320148.01    | 0.30%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140Y65N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    739709 | PA      | $756981.30    | 0.71%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31297PRC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      7048 | PA      | $7246.83      | 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        |    534846 | PA      | $60268.10     | 0.06%             | 2043-12-20      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                          | Fannie Mae or Freddie Mac                          | CUSIP: 01F052615<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    400000 | PA      | $405593.04    | 0.38%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3138EQZA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    222244 | PA      | $222394.06    | 0.21%             | 2045-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2025-13                     | Sequoia Mortgage Trust 2025-13                     | CUSIP: 81750DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1508613.30   | 1.41%             | 2055-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae                                         | CUSIP: 38380FQP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |    118134 | PA      | $4623.17      | 0.00%             | 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        |   1925007 | PA      | $1663805.38   | 1.55%             | 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        |   2277389 | PA      | $1869222.09   | 1.74%             | 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        |   1006756 | PA      | $1030854.90   | 0.96%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool                                   | CUSIP: 31427MMB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    477530 | PA      | $480261.63    | 0.45%             | 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        |    757863 | PA      | $678486.62    | 0.63%             | 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        |    114973 | PA      | $115046.33    | 0.11%             | 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        |     14458 | PA      | $14826.78     | 0.01%             | 2033-12-01      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36179X5F9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    511805 | PA      | $500717.73    | 0.47%             | 2053-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool                                   | CUSIP: 3132DVHJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    667310 | PA      | $669908.90    | 0.63%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140XFL41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1828573 | PA      | $1509079.15   | 1.41%             | 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        |    550150 | PA      | $490991.04    | 0.46%             | 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        |       447 | PA      | $464.12       | 0.00%             | 2029-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool                                   | CUSIP: 3142GVBQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    792746 | PA      | $808422.44    | 0.75%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                  | Ginnie Mae I Pool                                  | CUSIP: 36207JTX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        86 | PA      | $86.37        | 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        |   1167869 | PA      | $948105.61    | 0.88%             | 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        |       926 | PA      | $948.35       | 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        |     12742 | PA      | $13393.40     | 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        |    852887 | PA      | $811508.94    | 0.76%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31380Q5G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4712 | PA      | $4833.68      | 0.00%             | 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        |   1608463 | PA      | $275173.18    | 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        |   2108374 | PA      | $1827035.26   | 1.71%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 3128LA7C8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      8794 | PA      | $9172.71      | 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        |      3391 | PA      | $3560.42      | 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        |    544687 | PA      | $567449.12    | 0.53%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                | Futures                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        18 | NC      | $-338.05      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31406XCY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     30321 | PA      | $31103.10     | 0.03%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2025-1    | Capital One Prime Auto Receivables Trust 2025-1    | CUSIP: 14043YAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1140000 | PA      | $1140805.75   | 1.06%             | 2029-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                 | Freddie Mac REMICS                                 | CUSIP: 3137BP7L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |     78033 | PA      | $73029.82     | 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        |       143 | PA      | $143.75       | 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        |    126721 | PA      | $126893.92    | 0.12%             | 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        |    354035 | PA      | $354701.67    | 0.33%             | 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        |      7101 | PA      | $7271.17      | 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        |   2417917 | PA      | $274063.88    | 0.26%             | 2049-09-25      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31400FCU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3905 | PA      | $3924.38      | 0.00%             | 2032-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK32                                    | BANK 2021-BNK32                                    | CUSIP: 06542BAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    113694 | PA      | $112993.84    | 0.11%             | 2054-04-15      | Fixed         | 0.63%                 | 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        |    525961 | PA      | $526582.00    | 0.49%             | 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        |   1531226 | PA      | $1359562.58   | 1.27%             | 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        |     13144 | PA      | $13597.41     | 0.01%             | 2033-01-01      | Fixed         | 6.00%                 | 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        |    163365 | PA      | $163102.72    | 0.15%             | 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        |    352741 | PA      | $352534.02    | 0.33%             | 2053-11-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31391BDJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2730 | PA      | $2832.84      | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                | Futures                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        27 | NC      | $-3667.11     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31412QFE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    497425 | PA      | $501725.32    | 0.47%             | 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        |       237 | PA      | $249.14       | 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        |     14864 | PA      | $15265.20     | 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        |    708851 | PA      | $669627.63    | 0.62%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31335GNC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        12 | PA      | $12.89        | 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        |      1644 | PA      | $1726.19      | 0.00%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2023-3                  | J.P. Morgan Mortgage Trust 2023-3                  | CUSIP: 46656RCU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    692160 | PA      | $683481.20    | 0.64%             | 2053-10-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36179YFK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    797698 | PA      | $799277.14    | 0.75%             | 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        |   1838193 | PA      | $231149.27    | 0.22%             | 2049-10-25      | Floating      | 2.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31413RXY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2431 | PA      | $2513.56      | 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        |    335742 | PA      | $320416.93    | 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        |       168 | PA      | $171.86       | 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        |    239698 | PA      | $28960.57     | 0.03%             | 2046-06-20      | Floating      | 2.25%                 | 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        |    553417 | PA      | $552617.40    | 0.52%             | 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        |    291808 | PA      | $296381.35    | 0.28%             | 2033-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140QTEX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    691212 | PA      | $726140.17    | 0.68%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae                                         | CUSIP: 38382WR58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   1411613 | PA      | $196255.15    | 0.18%             | 2051-08-20      | Floating      | 2.45%                 | 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        |    335844 | PA      | $335937.32    | 0.31%             | 2027-01-20      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140XQBV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    558749 | PA      | $581586.08    | 0.54%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36202CMQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        21 | PA      | $20.54        | 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        |    767911 | PA      | $697253.99    | 0.65%             | 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        |      2792 | PA      | $2857.22      | 0.00%             | 2032-09-01      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36202CN74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        51 | PA      | $51.86        | 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        |   1733984 | PA      | $243077.85    | 0.23%             | 2050-08-20      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae                                         | CUSIP: 38382WKP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   1136025 | PA      | $156591.07    | 0.15%             | 2051-07-20      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36202EDQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33380 | PA      | $34579.99     | 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        |      1772 | PA      | $1840.40      | 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        |    889978 | PA      | $796487.74    | 0.74%             | 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        |      1088 | PA      | $1130.01      | 0.00%             | 2028-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36179X2K1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    947514 | PA      | $947889.99    | 0.88%             | 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        |   1854644 | PA      | $1619112.24   | 1.51%             | 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        |    292184 | PA      | $286090.90    | 0.27%             | 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        |        57 | PA      | $58.14        | 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        |      4553 | PA      | $4659.41      | 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        |    251700 | PA      | $246812.05    | 0.23%             | 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        |    752294 | PA      | $55111.34     | 0.05%             | 2045-06-25      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31292HNN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3103 | PA      | $3232.83      | 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        |       182 | PA      | $185.18       | 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        |   1273984 | PA      | $150769.11    | 0.14%             | 2050-06-25      | Floating      | 2.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                 | Freddie Mac REMICS                                 | CUSIP: 3137B1CB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |     75315 | PA      | $73740.86     | 0.07%             | 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        |      1634 | PA      | $1715.48      | 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        |     55811 | PA      | $55027.55     | 0.05%             | 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        |    751177 | PA      | $770384.54    | 0.72%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36179YHR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    813513 | PA      | $816336.77    | 0.76%             | 2053-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140J5U56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    319931 | PA      | $320873.77    | 0.30%             | 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        |    770810 | PA      | $768960.94    | 0.72%             | 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        |    667082 | PA      | $549573.65    | 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        |      1304 | PA      | $1354.35      | 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        |    866623 | PA      | $97455.67     | 0.09%             | 2049-11-25      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool                                   | CUSIP: 3142GUKM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    454251 | PA      | $478888.11    | 0.45%             | 2055-04-01      | Fixed         | 6.50%                 | 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        |    240272 | PA      | $239837.62    | 0.22%             | 2054-01-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36179X5H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    734890 | PA      | $746504.26    | 0.70%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                  | Fannie Mae REMICS                                  | CUSIP: 3136B64Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   1363234 | PA      | $153155.43    | 0.14%             | 2049-11-25      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                  | Fannie Mae REMICS                                  | CUSIP: 3136BDS82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   1529779 | PA      | $271139.25    | 0.25%             | 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        |    392774 | PA      | $368489.54    | 0.34%             | 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        |     33220 | PA      | $30539.56     | 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        |     10439 | PA      | $10841.84     | 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        |     34582 | PA      | $36137.02     | 0.03%             | 2038-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1    | Wells Fargo Commercial Mortgage Trust 2016-BNK1    | CUSIP: 95000GAY0<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $445289.99    | 0.42%             | 2049-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31292HQC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      7707 | PA      | $8041.60      | 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        |   2410451 | PA      | $406663.98    | 0.38%             | 2050-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-30

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

**Signature:** Megan Hoffmann

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

**Title:** Vice President and Treasurer