NPORT-P false 0000012601 XXXXXXXX S000014088 C000038539 Principal Variable Contract Funds, Inc 811-01944 0000012601 ICS43THKTGQL3EQ10426 801 Grand Ave Des Moines 50309 515-248-0156 Government & High Quality Bond Account S000014088 GYQKVAZKEVMXP6Q0OZ65 2019-12-31 2019-09-30 N 251579313.18 8828499.19 242750813.99 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 6302163.39000000 0.00000000 0.00000000 152183.14000000 USD N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138W6EE2 882165.08000000 PA USD 901350.11000000 0.371306730216 Long ABS-MBS USGA US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31382QJQ9 4215.11410000 PA USD 4696.06000000 0.001934518744 Long ABS-MBS USGA US N 2 2029-04-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GUZ7 13220.07800000 PA USD 14927.43000000 0.006149281130 Long ABS-MBS USGA US N 2 2028-04-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417DU43 1597934.39000000 PA USD 1647631.22000000 0.678733551051 Long ABS-MBS USGA US N 2 2042-11-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ENGV5 520799.69000000 PA USD 564092.63000000 0.232375175484 Long ABS-MBS USGA US N 2 2044-08-01 Fixed 4.00000000 N N N N N N Fannie Mae REMICS N/A 3136APAG7 3978841.89000000 PA USD 253024.11000000 0.104232033599 Long ABS-MBS CORP US N 2 2045-06-25 Variable 1.89000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202DYM7 108823.59860000 PA USD 125982.19000000 0.051897741527 Long ABS-MBS USGA US N 2 2033-07-20 Fixed 6.00000000 N N N N N N Freddie Mac REMICS N/A 3137BARS3 2509021.30000000 PA USD 160208.29000000 0.065997014537 Long ABS-MBS CORP US N 2 2040-08-15 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128LXBE9 93000.73000000 PA USD 102743.27000000 0.042324583102 Long ABS-MBS USGA US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38380JQL5 4669349.11000000 PA USD 269000.27000000 0.110813333878 Long ABS-MBS CORP US N 2 2060-03-16 Variable 0.59000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137F4D41 1330000.00000000 PA USD 1469295.42000000 0.605268998216 Long ABS-MBS CORP US N 2 2028-01-25 Fixed 3.60000000 N N N N N N Freddie Mac Gold Pool N/A 31335HQ22 755.10600000 PA USD 841.65000000 0.000346713564 Long ABS-MBS USGA US N 2 2021-08-01 Fixed 6.50000000 N N N N N N JP Morgan Mortgage Trust 2018-8 N/A 46650MAN7 872835.99000000 PA USD 889713.15000000 0.366512941965 Long ABS-MBS CORP US N 2 2049-01-25 Variable 4.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J5XH7 1027540.29000000 PA USD 1112896.86000000 0.458452370028 Long ABS-MBS USGA US N 2 2047-07-01 Fixed 4.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378KSD2 10436929.74000000 PA USD 594223.46000000 0.244787422226 Long ABS-MBS CORP US N 2 2052-03-16 Variable 0.94000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WHR87 1527013.00000000 PA USD 1575720.85000000 0.649110428962 Long ABS-MBS USGA US N 2 2031-08-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31410LMD1 879510.16000000 PA USD 974320.85000000 0.401366666494 Long ABS-MBS USGA US N 2 2043-10-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WD4H1 873344.23000000 PA USD 946006.57000000 0.389702738561 Long ABS-MBS USGA US N 2 2045-02-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417A4U0 1108717.81000000 PA USD 1174751.06000000 0.483932902506 Long ABS-MBS USGA US N 2 2042-02-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31335BMY9 1219756.38000000 PA USD 1321444.48000000 0.544362533035 Long ABS-MBS USGA US N 2 2048-01-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36209ARZ5 2489.71610000 PA USD 2714.59000000 0.001118261955 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MFMF2 924690.91000000 PA USD 952764.41000000 0.392486597404 Long ABS-MBS USGA US N 2 2033-01-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WF2R6 671908.29000000 PA USD 711118.91000000 0.292941926048 Long ABS-MBS USGA US N 2 2045-11-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31281ADU3 5936.81760000 PA USD 5973.70000000 0.002460836238 Long ABS-MBS USGA US N 2 2023-05-01 Fixed 6.50000000 N N N N N N Freddie Mac Pool N/A 3132DMCQ6 2000000.00000000 PA USD 2118576.64000000 0.872737192999 Long ABS-MBS USGA US N 2 2048-11-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138W92S8 386603.44000000 PA USD 411197.19000000 0.169390653419 Long ABS-MBS USGA US N 2 2043-10-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EJUG1 822094.56000000 PA USD 885000.41000000 0.364571551976 Long ABS-MBS USGA US N 2 2042-02-01 Fixed 4.00000000 N N N N N N Freddie Mac REMICS N/A 3137BBQM5 3405042.30000000 PA USD 159431.57000000 0.065677048566 Long ABS-MBS CORP US N 2 2038-05-15 Variable 1.90000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7RH8 1092734.16000000 PA USD 1137386.56000000 0.468540781101 Long ABS-MBS USGA US N 2 2032-02-01 Fixed 3.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BSP72 1595000.00000000 PA USD 1656367.78000000 0.682332533833 Long ABS-MBS CORP US N 2 2026-08-25 Fixed 2.65000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38380FQP4 1649816.03000000 PA USD 201010.12000000 0.082805127074 Long ABS-MBS CORP US N 2 2046-01-20 Fixed 4.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38380NEW5 3494266.37000000 PA USD 266591.21000000 0.109820933498 Long ABS-MBS CORP US N 2 2061-02-16 Variable 0.74000000 N N N N N N Freddie Mac Gold Pool N/A 3132WKMJ4 1905199.56000000 PA USD 2006148.65000000 0.826423037280 Long ABS-MBS USGA US N 2 2047-01-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36225ARS1 675.37500000 PA USD 773.99000000 0.000318841361 Long ABS-MBS USGA US N 2 2027-01-15 Fixed 8.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202CMQ3 5111.62400000 PA USD 5515.07000000 0.002271905873 Long ABS-MBS USGA US N 2 2026-02-20 Fixed 6.50000000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5 N/A 46636VAM8 2000000.00000000 PA USD 2098188.00000000 0.864338193356 Long ABS-MBS CORP US N 2 2046-08-15 Variable 5.55000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202DMR9 10410.89790000 PA USD 12052.93000000 0.004965145039 Long ABS-MBS USGA US N 2 2031-04-20 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202C3K7 12821.04800000 PA USD 14325.96000000 0.005901508532 Long ABS-MBS USGA US N 2 2028-06-20 Fixed 6.00000000 N N N N N N Fannie Mae REMICS N/A 3136AM6V6 2500000.00000000 PA USD 2675064.75000000 1.101979723993 Long ABS-MBS CORP US N 2 2042-11-25 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31386XW77 7202.40620000 PA USD 8024.21000000 0.003305533715 Long ABS-MBS USGA US N 2 2024-09-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WFUU8 663305.32000000 PA USD 705698.81000000 0.290709142598 Long ABS-MBS USGA US N 2 2045-10-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31388X4C5 6203.58000000 PA USD 6937.60000000 0.002857910087 Long ABS-MBS USGA US N 2 2031-12-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36201M3E0 85709.01000000 PA USD 93861.41000000 0.038665744702 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ERRX0 1369270.63000000 PA USD 1503567.69000000 0.619387290730 Long ABS-MBS USGA US N 2 2045-11-01 Fixed 4.50000000 N N N N N N CNH Equipment Trust 2016-C N/A 12635YAE3 500000.00000000 PA USD 498225.30000000 0.205241453905 Long ABS-O CORP US N 2 2023-09-15 Fixed 1.76000000 N N N N N N Freddie Mac Gold Pool N/A 31292GY42 3079.88590000 PA USD 3432.97000000 0.001414195051 Long ABS-MBS USGA US N 2 2029-03-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418MZ39 1269269.72000000 PA USD 1423608.53000000 0.586448509317 Long ABS-MBS USGA US N 2 2040-02-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292HFU3 6998.16900000 PA USD 8000.87000000 0.003295918917 Long ABS-MBS USGA US N 2 2030-10-01 Fixed 7.50000000 N N N N N N ACE Securities Corp Mortgage Loan Trust Series 2007-D1 N/A 00083BAD7 810354.20000000 PA USD 791233.24000000 0.325944628977 Long ABS-O CORP US N 2 2038-02-25 Variable 6.93000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31410LMM1 1786047.46000000 PA USD 1841599.13000000 0.758637674465 Long ABS-MBS USGA US N 2 2043-06-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31412QFE4 1616510.85000000 PA USD 1776959.67000000 0.732009767873 Long ABS-MBS USGA US N 2 2039-08-01 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202C3X9 6634.15600000 PA USD 7412.41000000 0.003053505723 Long ABS-MBS USGA US N 2 2028-07-20 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31298GCY4 4080.41000000 PA USD 4250.97000000 0.001751166115 Long ABS-MBS USGA US N 2 2031-02-01 Fixed 7.50000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36196WXY8 795780.46000000 PA USD 840934.00000000 0.346418611817 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31389USQ3 12649.46210000 PA USD 14092.78000000 0.005805451181 Long ABS-MBS USGA US N 2 2032-04-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31298QUU0 18418.86300000 PA USD 20530.41000000 0.008457401094 Long ABS-MBS USGA US N 2 2031-07-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31384G3C7 7297.63470000 PA USD 7332.98000000 0.003020784927 Long ABS-MBS USGA US N 2 2027-05-01 Fixed 8.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292HQC1 32200.39500000 PA USD 37540.21000000 0.015464504272 Long ABS-MBS USGA US N 2 2032-05-01 Fixed 6.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137B7MZ9 870000.00000000 PA USD 918533.12000000 0.378385186398 Long ABS-MBS CORP US N 2 2023-10-25 Variable 3.53000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31379Q3L2 15670.33000000 PA USD 17458.33000000 0.007191872897 Long ABS-MBS USGA US N 2 2028-09-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 313980MM3 4169.28600000 PA USD 4174.98000000 0.001719862410 Long ABS-MBS USGA US N 2 2023-09-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EQYZ9 667338.28000000 PA USD 709975.28000000 0.292470813312 Long ABS-MBS USGA US N 2 2046-01-01 Fixed 3.50000000 N N N N N N CD 2017-CD3 Mortgage Trust N/A 12515GAG2 1000000.00000000 PA USD 1075376.20000000 0.442995919282 Long ABS-MBS CORP US N 2 2050-02-10 Variable 3.98000000 N N N N N N Freddie Mac Gold Pool N/A 31335AWT1 692067.71000000 PA USD 731671.05000000 0.301408278709 Long ABS-MBS USGA US N 2 2046-07-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31381CQM2 4845.39390000 PA USD 5398.26000000 0.002223786569 Long ABS-MBS USGA US N 2 2029-03-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31283HKQ7 2262.78840000 PA USD 2464.20000000 0.001015115030 Long ABS-MBS USGA US N 2 2031-02-01 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36207VM52 5729.42000000 PA USD 5739.18000000 0.002364226881 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 7.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378KBK4 9542178.82000000 PA USD 371422.63000000 0.153005719690 Long ABS-MBS CORP US N 2 2053-09-16 Variable 0.79000000 N N N N N N COMM 2014-UBS5 Mortgage Trust N/A 12592KBH6 1000000.00000000 PA USD 1046218.20000000 0.430984425058 Long ABS-MBS CORP US N 2 2047-09-10 Variable 4.76000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EJ6R4 1246437.77000000 PA USD 1311582.12000000 0.540299782497 Long ABS-MBS USGA US N 2 2042-11-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31375B5S2 6789.64000000 PA USD 7332.24000000 0.003020480087 Long ABS-MBS USGA US N 2 2024-05-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128KE4E0 43367.99000000 PA USD 49861.24000000 0.020540091784 Long ABS-MBS USGA US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X4EN2 619093.12000000 PA USD 644937.00000000 0.265678614789 Long ABS-MBS USGA US N 2 2039-06-01 Fixed 3.50000000 N N N N N N United States Treasury Strip Principal 254900HROIFWPRGM1V77 912803AT0 2300000.00000000 PA USD 2275356.26000000 0.937321783849 Long DBT UST US N 2 2020-05-15 None 0.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36184SPQ7 741499.68000000 PA USD 778743.18000000 0.320799410391 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3.50000000 N N N N N N Freddie Mac REMICS N/A 3137FDCE0 315187.07000000 PA USD 335950.96000000 0.138393340264 Long ABS-MBS CORP US N 2 2029-03-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36206WY90 1752.97210000 PA USD 1920.95000000 0.000791325873 Long ABS-MBS USGA US N 2 2026-08-15 Fixed 8.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417ECE9 1431752.85000000 PA USD 1476219.23000000 0.608121227581 Long ABS-MBS USGA US N 2 2042-12-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31416XQT0 1365090.71000000 PA USD 1465099.22000000 0.603540394332 Long ABS-MBS USGA US N 2 2041-02-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36178EDE6 1920360.11000000 PA USD 1989472.93000000 0.819553556711 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31371KQ38 9211.43000000 PA USD 10170.18000000 0.004189555467 Long ABS-MBS USGA US N 2 2022-06-01 Fixed 6.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378BV30 11019411.67000000 PA USD 604191.04000000 0.248893517623 Long ABS-MBS CORP US N 2 2053-02-16 Variable 0.84000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36225B3L0 280372.04000000 PA USD 310787.49000000 0.128027372963 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EQZA3 730581.58000000 PA USD 802584.47000000 0.330620712164 Long ABS-MBS USGA US N 2 2045-09-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418A6A1 502047.33000000 PA USD 531712.08000000 0.219036167690 Long ABS-MBS USGA US N 2 2034-01-01 Fixed 4.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FK4M5 1300000.00000000 PA USD 1488917.43000000 0.613352188413 Long ABS-MBS CORP US N 2 2028-10-25 Variable 4.06000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36178DS36 1596142.67000000 PA USD 1645162.43000000 0.677716545192 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 3.00000000 N N N N N N Fannie Mae REMICS N/A 31392CXX7 112591.07150000 PA USD 129365.63000000 0.053291532940 Long ABS-MBS CORP US N 2 2032-04-25 Fixed 7.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31391BDJ3 8619.71400000 PA USD 9603.23000000 0.003956003212 Long ABS-MBS USGA US N 2 2032-08-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31405HJQ2 859.43000000 PA USD 885.22000000 0.000364662010 Long ABS-MBS USGA US N 2 2019-12-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36180CYS2 1136635.66000000 PA USD 1203571.01000000 0.495805138700 Long ABS-MBS USGA US N 2 2043-01-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140F0HX5 1015242.76000000 PA USD 1044303.74000000 0.430195772708 Long ABS-MBS USGA US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132GVL67 713155.21000000 PA USD 735200.58000000 0.302862251176 Long ABS-MBS USGA US N 2 2042-08-01 Fixed 3.00000000 N N N N N N Fannie Mae REMICS N/A 3136AUY47 305701.60000000 PA USD 312648.00000000 0.128793800877 Long ABS-MBS CORP US N 2 2042-08-25 Fixed 3.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378KZQ5 10247186.50000000 PA USD 286854.62000000 0.118168345261 Long ABS-MBS CORP US N 2 2054-10-16 Variable 0.54000000 N N N N N N Freddie Mac Gold Pool N/A 31298TVF6 4858.76000000 PA USD 5415.77000000 0.002230999728 Long ABS-MBS USGA US N 2 2031-08-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292HNN0 12242.16000000 PA USD 13759.01000000 0.005667956277 Long ABS-MBS USGA US N 2 2032-02-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GXS0 7147.90900000 PA USD 7973.70000000 0.003284726369 Long ABS-MBS USGA US N 2 2028-12-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMVF7 698181.94000000 PA USD 692942.63000000 0.285454297190 Long ABS-MBS USGA US N 2 2031-10-01 Fixed 2.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31380Q5G8 12274.59000000 PA USD 13555.00000000 0.005583915364 Long ABS-MBS USGA US N 2 2028-11-01 Fixed 6.00000000 N N N N N N Freddie Mac REMICS N/A 3137BDXX9 447240.00000000 PA USD 455781.30000000 0.187756857539 Long ABS-MBS CORP US N 2 2040-06-15 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31414MNP7 26670.38000000 PA USD 30587.10000000 0.012600204916 Long ABS-MBS USGA US N 2 2038-02-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J9A76 1822916.28000000 PA USD 2013483.33000000 0.829444522514 Long ABS-MBS USGA US N 2 2048-09-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31414QWV5 54912.31000000 PA USD 62852.98000000 0.025891974970 Long ABS-MBS USGA US N 2 2038-03-01 Fixed 6.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38380JRG5 11263753.17000000 PA USD 669544.52000000 0.275815561231 Long ABS-MBS CORP US N 2 2060-02-16 Variable 0.59000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138W4M32 1028526.31000000 PA USD 1064335.56000000 0.438447782112 Long ABS-MBS USGA US N 2 2043-02-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31402AQH2 1104837.00000000 PA USD 1226087.49000000 0.505080691531 Long ABS-MBS USGA US N 2 2033-05-01 Fixed 5.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828UF5 2200000.00000000 PA USD 2195531.25000000 0.904438264866 Long DBT UST US N 2 2019-12-31 Fixed 1.13000000 N N N N N N Freddie Mac Gold Pool N/A 31288CNW7 6438.79790000 PA USD 7120.86000000 0.002933403140 Long ABS-MBS USGA US N 2 2032-09-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31411YEQ2 162811.70000000 PA USD 178980.01000000 0.073729931965 Long ABS-MBS USGA US N 2 2037-05-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WDJN2 509543.04000000 PA USD 551941.99000000 0.227369779292 Long ABS-MBS USGA US N 2 2044-11-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J7L45 914596.53000000 PA USD 984380.70000000 0.405510772062 Long ABS-MBS USGA US N 2 2047-10-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KMLP8 39054.25000000 PA USD 43924.49000000 0.018094476915 Long ABS-MBS USGA US N 2 2037-03-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31335GNC5 1811.84400000 PA USD 2019.55000000 0.000831943657 Long ABS-MBS USGA US N 2 2026-04-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31298V7E1 11305.30170000 PA USD 12727.78000000 0.005243146167 Long ABS-MBS USGA US N 2 2031-10-01 Fixed 7.00000000 N N N N N N Fannie Mae REMICS N/A 3136ATVP6 5093710.48000000 PA USD 272907.76000000 0.112423005103 Long ABS-MBS CORP US N 2 2040-10-25 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36181BJY7 768294.02000000 PA USD 814681.89000000 0.335604184640 Long ABS-MBS USGA US N 2 2043-06-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36204HMN7 3064.15840000 PA USD 3223.83000000 0.001328040860 Long ABS-MBS USGA US N 2 2023-10-15 Fixed 7.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810FF0 1000000.00000000 PA USD 1302500.00000000 0.536558447978 Long DBT UST US N 2 2028-11-15 Fixed 5.25000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QBG93 1963279.88000000 PA USD 2111670.03000000 0.869892049089 Long ABS-MBS USGA US N 2 2049-07-01 Fixed 4.00000000 N N N N N N New Residential Mortgage Loan Trust 2014-1 N/A 64828AAD5 1506683.16000000 PA USD 1611778.23000000 0.663964088732 Long ABS-MBS CORP US N 2 2054-01-25 Variable 5.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36209L5J1 3736.09380000 PA USD 3753.13000000 0.001546083384 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31379YMG5 8808.91000000 PA USD 9814.01000000 0.004042832993 Long ABS-MBS USGA US N 2 2028-07-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WJU63 418527.05000000 PA USD 415159.95000000 0.171023092848 Long ABS-MBS USGA US N 2 2032-02-01 Fixed 2.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202CNP4 3795.00300000 PA USD 4173.10000000 0.001719087953 Long ABS-MBS USGA US N 2 2026-04-20 Fixed 6.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31411DS67 3649.62000000 PA USD 4064.02000000 0.001674152985 Long ABS-MBS USGA US N 2 2037-02-01 Fixed 5.50000000 N N N N N N Fannie Mae REMICS N/A 3136B1F58 206306.23000000 PA USD 209795.07000000 0.086424043879 Long ABS-MBS CORP US N 2 2048-05-25 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202CN74 2819.38300000 PA USD 3086.86000000 0.001271616745 Long ABS-MBS USGA US N 2 2026-05-20 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292HP65 43299.23550000 PA USD 49576.06000000 0.020422613290 Long ABS-MBS USGA US N 2 2032-04-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X4D52 962357.28000000 PA USD 1014631.37000000 0.417972386301 Long ABS-MBS USGA US N 2 2049-05-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132HNKA6 1074726.56000000 PA USD 1112743.72000000 0.458389284760 Long ABS-MBS USGA US N 2 2042-10-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GUV6 2051.12900000 PA USD 2286.27000000 0.000941817645 Long ABS-MBS USGA US N 2 2028-03-01 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202DA50 13835.44300000 PA USD 15460.44000000 0.006368851970 Long ABS-MBS USGA US N 2 2029-03-20 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132XCRZ0 1443780.33000000 PA USD 1554783.63000000 0.640485444495 Long ABS-MBS USGA US N 2 2047-08-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128LA7C8 37825.78000000 PA USD 42623.92000000 0.017558713521 Long ABS-MBS USGA US N 2 2038-05-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WDAP6 602972.52000000 PA USD 641510.09000000 0.264266916125 Long ABS-MBS USGA US N 2 2044-10-01 Fixed 3.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38379RTT0 675199.68000000 PA USD 679108.01000000 0.279755193746 Long ABS-MBS CORP US N 2 2059-05-16 Fixed 2.60000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJAM2 47090.44000000 PA USD 54220.14000000 0.022335719130 Long ABS-MBS USGA US N 2 2034-09-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31407BWY1 5030.58000000 PA USD 5548.12000000 0.002285520657 Long ABS-MBS USGA US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31371G2Y5 14824.31740000 PA USD 16734.85000000 0.006893838881 Long ABS-MBS USGA US N 2 2028-08-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J6FA0 736976.82000000 PA USD 784037.22000000 0.322980264046 Long ABS-MBS USGA US N 2 2047-10-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ERN55 603371.55000000 PA USD 624334.83000000 0.257191652517 Long ABS-MBS USGA US N 2 2036-10-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31385XVH7 471.79720000 PA USD 472.78000000 0.000194759388 Long ABS-MBS USGA US N 2 2030-09-01 Fixed 9.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132GUY57 750629.29000000 PA USD 813619.11000000 0.335166377663 Long ABS-MBS USGA US N 2 2042-07-01 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 3622A23X8 940498.75000000 PA USD 997403.42000000 0.410875417308 Long ABS-MBS USGA US N 2 2047-05-20 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31387D5K1 9961.85710000 PA USD 11098.51000000 0.004571976430 Long ABS-MBS USGA US N 2 2031-06-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138W0VH9 477306.28000000 PA USD 505782.54000000 0.208354621633 Long ABS-MBS USGA US N 2 2043-02-01 Fixed 3.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38380J7L6 7027680.22000000 PA USD 387582.89000000 0.159662859056 Long ABS-MBS CORP US N 2 2060-06-16 Variable 0.52000000 N N N N N N JP Morgan Mortgage Trust 2017-3 N/A 46647SCS7 569525.57000000 PA USD 577808.98000000 0.238025558185 Long ABS-MBS CORP US N 2 2047-08-25 Variable 3.86000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202CZ30 2131.47100000 PA USD 2381.61000000 0.000981092487 Long ABS-MBS USGA US N 2 2028-03-20 Fixed 6.00000000 N N N N N N Freddie Mac Pool N/A 3132DMA47 980605.30000000 PA USD 1014665.16000000 0.417986305925 Long ABS-MBS USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140Q9RA3 1010149.11000000 PA USD 1107086.47000000 0.456058808538 Long ABS-MBS USGA US N 2 2048-08-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36207FYF2 1024.64600000 PA USD 1100.03000000 0.000453151930 Long ABS-MBS USGA US N 2 2026-07-15 Fixed 8.00000000 N N N N N N Freddie Mac REMICS N/A 3137BXEC2 1200000.00000000 PA USD 1256259.36000000 0.517509844499 Long ABS-MBS CORP US N 2 2043-09-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138W9MS6 1659254.81000000 PA USD 1838150.64000000 0.757217086026 Long ABS-MBS USGA US N 2 2043-09-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292LL60 566194.07000000 PA USD 595070.62000000 0.245136405608 Long ABS-MBS USGA US N 2 2042-05-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132XCR49 1013652.46000000 PA USD 1073305.95000000 0.442143090010 Long ABS-MBS USGA US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31375KHE0 2715.40000000 PA USD 3025.23000000 0.001246228570 Long ABS-MBS USGA US N 2 2026-02-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128LXB90 467993.69000000 PA USD 517272.68000000 0.213087928109 Long ABS-MBS USGA US N 2 2034-01-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417B5S2 1040565.34000000 PA USD 1053387.92000000 0.433937955834 Long ABS-MBS USGA US N 2 2027-06-01 Fixed 2.50000000 N N N N N N Freddie Mac REMICS N/A 3137B1CB6 932051.88000000 PA USD 918009.59000000 0.378169520798 Long ABS-MBS CORP US N 2 2028-04-15 Fixed 1.50000000 N N N N N N Fannie Mae REMICS N/A 3136AMJ42 1000000.00000000 PA USD 1158959.90000000 0.477427812063 Long ABS-MBS CORP US N 2 2045-03-25 Fixed 4.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31375XU72 932.02000000 PA USD 1038.36000000 0.000427747278 Long ABS-MBS USGA US N 2 2026-06-01 Fixed 6.50000000 N N N N N N JP Morgan Mortgage Trust 2016-4 N/A 46647JAN0 730319.33000000 PA USD 736679.10000000 0.303471320195 Long ABS-MBS CORP US N 2 2046-10-25 Variable 3.50000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 3622A3AU4 730198.12000000 PA USD 767057.18000000 0.315985420354 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.50000000 N N N N N N N/A N/A N/A 14.00000000 NC USD 35779.98000000 0.014739386209 N/A DIR N/A N 1 CBT N/A Short N/A US Long Bond; December 2019 2019-12-19 2272375.00000000 USD 35779.98000000 N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36202UDL4 21763.30100000 PA USD 23452.10000000 0.009660976873 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WFEJ1 828584.91000000 PA USD 897529.99000000 0.369733050632 Long ABS-MBS USGA US N 2 2045-08-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31406XCY6 107361.00000000 PA USD 118541.95000000 0.048832771372 Long ABS-MBS USGA US N 2 2035-04-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36178DXS5 1387054.43000000 PA USD 1437795.92000000 0.592292934621 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31387DG86 3930.11000000 PA USD 3933.43000000 0.001620357079 Long ABS-MBS USGA US N 2 2031-05-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31406XKG6 81640.93000000 PA USD 89750.43000000 0.036972246776 Long ABS-MBS USGA US N 2 2035-04-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J6DC8 553221.71000000 PA USD 562086.11000000 0.231548599471 Long ABS-MBS USGA US N 2 2032-09-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31384DS86 12012.80580000 PA USD 12535.74000000 0.005164036236 Long ABS-MBS USGA US N 2 2029-11-01 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36224V5N1 5403.24140000 PA USD 5450.68000000 0.002245380730 Long ABS-MBS USGA US N 2 2023-04-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31403NPV3 102637.45000000 PA USD 106421.77000000 0.043839923026 Long ABS-MBS USGA US N 2 2033-12-01 Floating 4.48000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138Y4PJ2 1531253.51000000 PA USD 1616740.70000000 0.666008353762 Long ABS-MBS USGA US N 2 2044-10-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QACN8 1409191.79000000 PA USD 1533206.99000000 0.631597054114 Long ABS-MBS USGA US N 2 2048-12-01 Fixed 4.50000000 N N N N N N Freddie Mac REMICS N/A 3137BP7L7 288313.86000000 PA USD 300358.95000000 0.123731387369 Long ABS-MBS CORP US N 2 2046-04-15 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J7TT2 841393.28000000 PA USD 911292.42000000 0.375402415761 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128FCWS8 2437.17800000 PA USD 2716.58000000 0.001119081726 Long ABS-MBS USGA US N 2 2026-05-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292HLZ5 7593.33140000 PA USD 8544.09000000 0.003519695715 Long ABS-MBS USGA US N 2 2031-10-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36200MV83 4793.68500000 PA USD 5313.41000000 0.002188833031 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EPU85 995612.07000000 PA USD 1059243.87000000 0.436350285541 Long ABS-MBS USGA US N 2 2045-06-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36224VUL7 146.46460000 PA USD 146.55000000 0.000060370549 Long ABS-MBS USGA US N 2 2023-02-15 Fixed 7.50000000 N N N N N N Freddie Mac Pool N/A 3132DVKM6 2044380.54000000 PA USD 2198887.91000000 0.905821024390 Long ABS-MBS USGA US N 2 2049-07-01 Fixed 4.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137B5KW2 1200000.00000000 PA USD 1260720.60000000 0.519347630303 Long ABS-MBS CORP US N 2 2023-08-25 Variable 3.46000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J5U56 934758.96000000 PA USD 1035119.40000000 0.426412329164 Long ABS-MBS USGA US N 2 2045-10-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31391TWX2 45797.43700000 PA USD 52559.39000000 0.021651581362 Long ABS-MBS USGA US N 2 2033-01-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31335GEJ0 1962.38300000 PA USD 2187.35000000 0.000901068039 Long ABS-MBS USGA US N 2 2024-04-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138W9B33 701379.77000000 PA USD 711136.61000000 0.292949217475 Long ABS-MBS USGA US N 2 2028-08-01 Fixed 2.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828H52 2400000.00000000 PA USD 2394656.26000000 0.986466830178 Long DBT UST US N 2 2020-01-31 Fixed 1.25000000 N N N N N Freddie Mac Gold Pool N/A 3128DY6W2 5737.62570000 PA USD 5820.20000000 0.002397602670 Long ABS-MBS USGA US N 2 2022-05-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GJ72 2416.33700000 PA USD 2669.14000000 0.001099539052 Long ABS-MBS USGA US N 2 2023-12-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36204CKG5 1300.32080000 PA USD 1314.69000000 0.000541580058 Long ABS-MBS USGA US N 2 2023-09-15 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 31297PRC7 44754.97000000 PA USD 51500.90000000 0.021215541630 Long ABS-MBS USGA US N 2 2035-02-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36225BNC8 7499.93600000 PA USD 8661.71000000 0.003568148694 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 31298NM51 28681.52990000 PA USD 30757.02000000 0.012670202622 Long ABS-MBS USGA US N 2 2028-01-01 Fixed 7.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378KMT3 15417342.23000000 PA USD 513502.33000000 0.211534751031 Long ABS-MBS CORP US N 2 2045-11-16 Variable 0.61000000 N N N N N N Freddie Mac Gold Pool N/A 31288J2W5 173549.18000000 PA USD 188854.31000000 0.077797601126 Long ABS-MBS USGA US N 2 2033-06-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132HMZQ7 1005208.97000000 PA USD 1036391.12000000 0.426936207943 Long ABS-MBS USGA US N 2 2042-10-01 Fixed 3.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378AR45 459818.71000000 PA USD 2675.00000000 0.001101953050 Long ABS-MBS CORP US N 2 2034-12-20 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202DCR0 14135.17000000 PA USD 15598.61000000 0.006425770420 Long ABS-MBS USGA US N 2 2029-07-20 Fixed 6.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31384VHM7 24809.42150000 PA USD 25123.78000000 0.010349617200 Long ABS-MBS USGA US N 2 2027-10-01 Fixed 8.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 313615FD3 458.55000000 PA USD 473.96000000 0.000195245483 Long ABS-MBS USGA US N 2 2022-04-01 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36180NDA0 1302533.13000000 PA USD 1379121.66000000 0.568122362735 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36224S2C5 222.94470000 PA USD 225.53000000 0.000092905970 Long ABS-MBS USGA US N 2 2023-07-15 Fixed 7.50000000 N N N N N N WFRBS Commercial Mortgage Trust 2014-C23 N/A 92939HBB0 1000000.00000000 PA USD 1077489.60000000 0.443866523983 Long ABS-MBS CORP US N 2 2057-10-15 Variable 4.53000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EPGF5 1400047.33000000 PA USD 1473966.65000000 0.607193288365 Long ABS-MBS USGA US N 2 2045-03-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GXD3 3194.17000000 PA USD 3567.78000000 0.001469729366 Long ABS-MBS USGA US N 2 2028-11-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GWT9 14641.96000000 PA USD 16320.52000000 0.006723157682 Long ABS-MBS USGA US N 2 2028-10-01 Fixed 6.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828UQ1 2300000.00000000 PA USD 2293890.63000000 0.944956926115 Long DBT UST US N 2 2020-02-29 Fixed 1.25000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38377YEE6 84521.00000000 PA USD 85181.88000000 0.035090255146 Long ABS-MBS CORP US N 2 2039-05-20 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31335A5B0 992008.84000000 PA USD 1027089.56000000 0.423104476198 Long ABS-MBS USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31335GNP6 888.41300000 PA USD 990.26000000 0.000407932720 Long ABS-MBS USGA US N 2 2026-05-01 Fixed 6.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137ATRW4 1100000.00000000 PA USD 1109577.26000000 0.457084877188 Long ABS-MBS CORP US N 2 2022-05-25 Fixed 2.37000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31411CD32 32779.71000000 PA USD 37917.41000000 0.015619889950 Long ABS-MBS USGA US N 2 2036-12-01 Fixed 6.50000000 N N N N N N EverBank Mortgage Loan Trust 18-1 N/A 29978CAU4 621310.49000000 PA USD 625941.12000000 0.257853355756 Long ABS-MBS CORP US N 2 2048-02-25 Variable 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31412WJN7 13750.52000000 PA USD 15511.90000000 0.006390050663 Long ABS-MBS USGA US N 2 2037-07-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132H7DU5 827588.29000000 PA USD 867680.65000000 0.357436762307 Long ABS-MBS USGA US N 2 2044-02-01 Fixed 3.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828UB4 1800000.00000000 PA USD 1796891.76000000 0.740220693996 Long DBT UST US N 2 2019-11-30 Fixed 1.00000000 N N N N N N Fannie Mae REMICS N/A 3136AUSM4 939236.81000000 PA USD 961852.97000000 0.396230584849 Long ABS-MBS CORP US N 2 2042-04-25 Fixed 3.00000000 N N N N N N Freddie Mac Non Gold Pool N/A 31295NXK9 13025.44000000 PA USD 13683.36000000 0.005636792633 Long ABS-MBS USGA US N 2 2032-09-01 Floating 4.29000000 N N N N N N COMM 2014-CCRE19 Mortgage Trust N/A 12592GBJ1 600000.00000000 PA USD 641180.88000000 0.264131299690 Long ABS-MBS CORP US N 2 2047-08-10 Variable 4.91000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ETKN5 1241688.44000000 PA USD 1280280.91000000 0.527405403490 Long ABS-MBS USGA US N 2 2043-08-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 3620AATY4 36907.50000000 PA USD 41487.38000000 0.017090521476 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M9SH6 1178398.69000000 PA USD 1259013.85000000 0.518644543062 Long ABS-MBS USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ETEF9 472448.55000000 PA USD 502634.37000000 0.207057748535 Long ABS-MBS USGA US N 2 2046-03-01 Fixed 3.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378KRG6 11551884.60000000 PA USD 529419.41000000 0.218091713596 Long ABS-MBS CORP US N 2 2046-02-16 Variable 0.98000000 N N N N N N N/A N/A N/A 23.00000000 NC USD 118568.65000000 0.048843770305 N/A DIR N/A N 1 CBT N/A Short N/A US Ultra Bond; December 2019 2019-12-20 4413843.75000000 USD 118568.65000000 N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31383XNA3 1953.43550000 PA USD 1959.41000000 0.000807169281 Long ABS-MBS USGA US N 2 2027-09-01 Fixed 8.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M9N73 970091.91000000 PA USD 1037040.36000000 0.427203659157 Long ABS-MBS USGA US N 2 2043-01-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132LQES2 396417.96000000 PA USD 406615.38000000 0.167503199398 Long ABS-MBS USGA US N 2 2037-03-01 Fixed 3.00000000 N N N N N N Principal Government Money Market Fund 549300WWK3YB7DNN4U34 742537228 10052180.81000000 NS USD 10052180.81000000 4.140946283465 Long STIV RF US N 1 N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138YEN37 590001.04000000 PA USD 624429.41000000 0.257230614281 Long ABS-MBS USGA US N 2 2045-03-01 Fixed 3.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2014-LC16 549300PX4QZK7CUM8D08 94988XBA3 600000.00000000 PA USD 610045.20000000 0.251305109949 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 4.46000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31388R4P9 3595.93060000 PA USD 4006.23000000 0.001650346680 Long ABS-MBS USGA US N 2 2032-01-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128K66Q8 9719.87000000 PA USD 10727.61000000 0.004419186005 Long ABS-MBS USGA US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Freddie Mac REMICS N/A 3137AF7A4 4200000.00000000 PA USD 4373685.54000000 1.801718176805 Long ABS-MBS CORP US N 2 2039-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36208SN40 54912.57900000 PA USD 56574.83000000 0.023305722057 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 3620AMF80 497502.73000000 PA USD 542638.01000000 0.223537050640 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M9FV9 2042298.02000000 PA USD 2145827.72000000 0.883963140938 Long ABS-MBS USGA US N 2 2042-07-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31413AJK0 24828.91000000 PA USD 29407.34000000 0.012114208606 Long ABS-MBS USGA US N 2 2037-07-01 Fixed 6.50000000 N N N N N N New Residential Mortgage Loan Trust 2015-2 N/A 64829EAJ3 1091418.20000000 PA USD 1187514.19000000 0.489190610931 Long ABS-MBS CORP US N 2 2055-08-25 Variable 5.54000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31413RXY7 3135.74000000 PA USD 3467.60000000 0.001428460709 Long ABS-MBS USGA US N 2 2037-11-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJCA6 5789.73000000 PA USD 6704.10000000 0.002761720914 Long ABS-MBS USGA US N 2 2035-04-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31371LZL6 2488.42000000 PA USD 2563.10000000 0.001055856397 Long ABS-MBS USGA US N 2 2020-01-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31294MMB4 227375.76000000 PA USD 233698.15000000 0.096270799738 Long ABS-MBS USGA US N 2 2027-02-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31414AQ96 7759.26000000 PA USD 8567.52000000 0.003529347588 Long ABS-MBS USGA US N 2 2037-12-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36203XYK6 969.20810000 PA USD 971.15000000 0.000400060450 Long ABS-MBS USGA US N 2 2023-09-15 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36224JHS4 100.03520000 PA USD 103.99000000 0.000042838167 Long ABS-MBS USGA US N 2 2023-01-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31400FCU9 14075.68470000 PA USD 15336.66000000 0.006317861410 Long ABS-MBS USGA US N 2 2032-11-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31414CJK5 103715.99000000 PA USD 116908.67000000 0.048159949735 Long ABS-MBS USGA US N 2 2038-03-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31335CF58 2112148.17000000 PA USD 2221775.74000000 0.915249553021 Long ABS-MBS USGA US N 2 2049-04-01 Fixed 3.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FEZU7 1120000.00000000 PA USD 1263256.85000000 0.520392425976 Long ABS-MBS CORP US N 2 2028-04-25 Fixed 3.90000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36204FWN0 2317.61260000 PA USD 2322.42000000 0.000956709459 Long ABS-MBS USGA US N 2 2023-11-15 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128L9PU1 7073.68000000 PA USD 7647.76000000 0.003150456995 Long ABS-MBS USGA US N 2 2038-04-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31296Q6M7 49792.83190000 PA USD 56061.73000000 0.023094353043 Long ABS-MBS USGA US N 2 2033-11-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31296Q7B0 12193.87800000 PA USD 13505.50000000 0.005563524083 Long ABS-MBS USGA US N 2 2033-11-01 Fixed 6.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38380AKH9 4986077.47000000 PA USD 657037.87000000 0.270663508476 Long ABS-MBS CORP US N 2 2044-10-20 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31283GZ26 3223.21600000 PA USD 3592.71000000 0.001479999156 Long ABS-MBS USGA US N 2 2027-09-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M9WA6 854773.39000000 PA USD 947469.83000000 0.390305521298 Long ABS-MBS USGA US N 2 2043-11-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31335HRZ8 5636.35870000 PA USD 5808.08000000 0.002392609896 Long ABS-MBS USGA US N 2 2021-12-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ERCR9 1480304.12000000 PA USD 1529777.65000000 0.630184354423 Long ABS-MBS USGA US N 2 2046-09-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128L9TP8 40696.23000000 PA USD 45374.71000000 0.018691887888 Long ABS-MBS USGA US N 2 2038-04-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36207JTX1 1162.19690000 PA USD 1266.91000000 0.000521897323 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 7.00000000 N N N N N N Fannie Mae REMICS N/A 3136AUG39 438874.67000000 PA USD 450866.79000000 0.185732349395 Long ABS-MBS CORP US N 2 2043-02-25 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202DMA6 9639.23310000 PA USD 11126.62000000 0.004583556206 Long ABS-MBS USGA US N 2 2031-03-20 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31388PB83 19535.43610000 PA USD 21530.80000000 0.008869506818 Long ABS-MBS USGA US N 2 2031-11-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WDQV6 836510.86000000 PA USD 906124.04000000 0.373273327123 Long ABS-MBS USGA US N 2 2044-12-01 Fixed 4.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378KGP8 21693955.07000000 PA USD 645868.09000000 0.266062172721 Long ABS-MBS CORP US N 2 2055-02-16 Variable 0.83000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31400B4F0 18916.59990000 PA USD 21129.36000000 0.008704135591 Long ABS-MBS USGA US N 2 2033-02-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36178DPF2 866037.10000000 PA USD 890760.50000000 0.366944392630 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292HFV1 15204.63100000 PA USD 17984.28000000 0.007408535404 Long ABS-MBS USGA US N 2 2030-10-01 Fixed 8.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36224WA37 451.27320000 PA USD 452.15000000 0.000186260961 Long ABS-MBS USGA US N 2 2023-02-15 Fixed 7.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FBU79 1330000.00000000 PA USD 1429901.49000000 0.589040863137 Long ABS-MBS CORP US N 2 2027-09-25 Variable 3.19000000 N N N N N N Sequoia Mortgage Trust 2013-2 N/A 81745MAD3 728357.97000000 PA USD 749556.76000000 0.308776208688 Long ABS-MBS CORP US N 2 2043-02-25 Variable 3.64000000 N N N N N N Freddie Mac Gold Pool N/A 3128K8DA1 42569.94000000 PA USD 47014.15000000 0.019367247107 Long ABS-MBS USGA US N 2 2035-10-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138W9HG8 468339.46000000 PA USD 507322.62000000 0.208989049989 Long ABS-MBS USGA US N 2 2043-08-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417DF81 1457266.78000000 PA USD 1502588.08000000 0.618983745225 Long ABS-MBS USGA US N 2 2042-10-01 Fixed 3.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378B2X6 13100667.00000000 PA USD 514378.04000000 0.211895495444 Long ABS-MBS CORP US N 2 2052-11-16 Variable 0.70000000 N N N N N N Freddie Mac Gold Pool N/A 3128METT8 539052.23000000 PA USD 556542.72000000 0.229265027314 Long ABS-MBS USGA US N 2 2031-01-01 Fixed 3.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38380JBV9 7728894.30000000 PA USD 419968.79000000 0.173004070757 Long ABS-MBS CORP US N 2 2059-12-16 Variable 0.57000000 N N N N N N Towd Point Mortgage Trust N/A 89171DAD9 550000.00000000 PA USD 573317.42000000 0.236175282206 Long ABS-O CORP US N 2 2053-10-25 Variable 4.25000000 N N N N N N Fannie Mae REMICS N/A 3136ABDR1 2396003.01000000 PA USD 152623.00000000 0.062872291751 Long ABS-MBS CORP US N 2 2040-01-25 Fixed 3.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378B7K9 21706666.56000000 PA USD 642371.90000000 0.264621934502 Long ABS-MBS CORP US N 2 2054-04-16 Variable 0.80000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31412V4L9 129467.61000000 PA USD 148652.41000000 0.061236626792 Long ABS-MBS USGA US N 2 2037-07-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GKC9 1903.89000000 PA USD 2037.04000000 0.000839148576 Long ABS-MBS USGA US N 2 2024-01-01 Fixed 7.00000000 N N N N N N Freddie Mac REMICS N/A 3137B4U87 2159195.36000000 PA USD 88324.91000000 0.036385010846 Long ABS-MBS CORP US N 2 2030-11-15 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132XCR98 1389784.93000000 PA USD 1496268.26000000 0.616380326560 Long ABS-MBS USGA US N 2 2048-06-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 3620ASS67 969834.91000000 PA USD 1050208.74000000 0.432628308320 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31374WGB2 16097.62000000 PA USD 17060.00000000 0.007027782819 Long ABS-MBS USGA US N 2 2025-08-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EGXA7 998004.86000000 PA USD 1119297.89000000 0.461089242751 Long ABS-MBS USGA US N 2 2041-07-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31387D4H9 8800.81480000 PA USD 9805.00000000 0.004039121368 Long ABS-MBS USGA US N 2 2031-06-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292HMU5 13127.70000000 PA USD 14851.58000000 0.006118035097 Long ABS-MBS USGA US N 2 2031-12-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417FBP2 351686.91000000 PA USD 391665.92000000 0.161344843118 Long ABS-MBS USGA US N 2 2038-02-01 Fixed 5.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38380GHP2 1616194.42000000 PA USD 219934.16000000 0.090600791974 Long ABS-MBS CORP US N 2 2044-04-20 Fixed 4.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31372CNG9 5269.27000000 PA USD 5870.50000000 0.002418323507 Long ABS-MBS USGA US N 2 2024-05-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292HU28 101936.78400000 PA USD 113829.36000000 0.046891443175 Long ABS-MBS USGA US N 2 2033-03-01 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202DAN1 6832.19400000 PA USD 7634.57000000 0.003145023439 Long ABS-MBS USGA US N 2 2029-02-20 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292HMV3 11730.74000000 PA USD 13504.37000000 0.005563058585 Long ABS-MBS USGA US N 2 2031-12-01 Fixed 6.00000000 N N N N N N Freddie Mac Pool N/A 3132ADPL6 1656260.90000000 PA USD 1739714.45000000 0.716666783276 Long ABS-MBS USGA US N 2 2033-09-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 3622A3AP5 913388.80000000 PA USD 961904.02000000 0.396251614645 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 4.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WFPS9 1851731.12000000 PA USD 2005814.24000000 0.826285278731 Long ABS-MBS USGA US N 2 2045-09-01 Fixed 4.00000000 N N N N N N Sequoia Mortgage Trust 2018-5 N/A 81747GAU6 580249.27000000 PA USD 584202.91000000 0.240659506099 Long ABS-MBS CORP US N 2 2048-05-25 Variable 3.50000000 N N N N N N Freddie Mac REMICS N/A 3137BHRH2 950000.00000000 PA USD 966632.70000000 0.398199571038 Long ABS-MBS CORP US N 2 2035-11-15 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292HJ47 10738.39040000 PA USD 12351.10000000 0.005087974700 Long ABS-MBS USGA US N 2 2031-05-01 Fixed 6.00000000 N N N N N N BlackRock Liquidity FedFund 549300T8K043VZEOVK74 09248U700 2423521.23000000 NS USD 2423521.23000000 0.998357612139 Long STIV RF US N 1 N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828UV0 2200000.00000000 PA USD 2191921.86000000 0.902951394465 Long DBT UST US N 2 2020-03-31 Fixed 1.13000000 N N N N N N Fannie Mae Interest Strip B1V7KEBTPIMZEU4LTD58 31395Q5F3 1500891.15000000 PA USD 221380.99000000 0.091196806454 Long ABS-MBS CORP US N 2 2043-12-25 Variable 3.50000000 N N N N N N Fannie Mae REMICS N/A 3136AMW88 3123461.10000000 PA USD 584266.20000000 0.240685578102 Long ABS-MBS CORP US N 2 2045-04-25 Fixed 4.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31384VWL2 1762.30000000 PA USD 2035.25000000 0.000838411194 Long ABS-MBS USGA US N 2 2030-06-01 Fixed 8.00000000 N N N N N N Freddie Mac Gold Pool N/A 31298WP25 7648.82400000 PA USD 8525.69000000 0.003512115926 Long ABS-MBS USGA US N 2 2031-10-01 Fixed 6.50000000 N N N N N N Fannie Mae REMICS N/A 3136AF3B8 1164445.02000000 PA USD 83070.46000000 0.034220466096 Long ABS-MBS CORP US N 2 2039-12-25 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128CUGZ3 9011.49260000 PA USD 9321.72000000 0.003840036557 Long ABS-MBS USGA US N 2 2022-04-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31400FCS4 14066.34110000 PA USD 14534.35000000 0.005987353764 Long ABS-MBS USGA US N 2 2033-05-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ETJU1 1538175.26000000 PA USD 1655678.41000000 0.682048551263 Long ABS-MBS USGA US N 2 2046-05-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7AZ6 107565.29000000 PA USD 115090.20000000 0.047410839991 Long ABS-MBS USGA US N 2 2025-10-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138MF4B0 1341069.97000000 PA USD 1414460.51000000 0.582680027618 Long ABS-MBS USGA US N 2 2042-12-01 Fixed 3.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810EQ7 2600000.00000000 PA USD 3055710.94000000 1.258785043713 Long DBT UST US N 2 2023-08-15 Fixed 6.25000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828QN3 2500000.00000000 PA USD 2555175.78000000 1.052592054379 Long DBT UST US N 2 2021-05-15 Fixed 3.13000000 N N N N N N Freddie Mac Gold Pool N/A 3132J85K2 1230040.78000000 PA USD 1333140.45000000 0.549180630164 Long ABS-MBS USGA US N 2 2043-04-01 Fixed 4.00000000 N N N N N N BANK 2019-BNK21 N/A 06540BBJ7 2000000.00000000 PA USD 2059956.00000000 0.848588709607 Long ABS-MBS CORP US N 2 2052-10-15 Fixed 3.52000000 N N N N N N Freddie Mac Gold Pool N/A 3128L5AY7 7419.48000000 PA USD 8195.72000000 0.003376186413 Long ABS-MBS USGA US N 2 2038-01-01 Fixed 6.00000000 N N N N N N AmeriCredit Automobile Receivables 2016-1 N/A 03065VAF4 408494.77000000 PA USD 409210.25000000 0.168572143291 Long ABS-O CORP US N 2 2022-01-10 Fixed 2.89000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137F4X72 700000.00000000 PA USD 775947.76000000 0.319647850915 Long ABS-MBS CORP US N 2 2028-02-25 Variable 3.65000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140Q8NU5 1192093.70000000 PA USD 1254516.77000000 0.516791993147 Long ABS-MBS USGA US N 2 2033-02-01 Fixed 3.50000000 N N N N N N Chase Funding Trust Series 2004-1 N/A 161546HZ2 97183.22000000 PA USD 94869.87000000 0.039081174823 Long ABS-O CORP US N 2 2033-12-25 Floating 2.48000000 N N N N N N Freddie Mac Gold Pool N/A 31292LH24 1576684.26000000 PA USD 1657092.93000000 0.682631255798 Long ABS-MBS USGA US N 2 2042-04-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31371DDL8 15620.64000000 PA USD 17402.97000000 0.007169067618 Long ABS-MBS USGA US N 2 2023-11-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292HHL1 7859.44200000 PA USD 9173.69000000 0.003779056329 Long ABS-MBS USGA US N 2 2031-02-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31373YA58 9294.60000000 PA USD 10355.12000000 0.004265740587 Long ABS-MBS USGA US N 2 2025-07-01 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202CLQ4 7277.50000000 PA USD 7691.52000000 0.003168483711 Long ABS-MBS USGA US N 2 2025-12-20 Fixed 6.50000000 N N N N N N Freddie Mac REMICS N/A 3137BMZE9 902314.64000000 PA USD 921230.58000000 0.379496391735 Long ABS-MBS CORP US N 2 2041-10-15 Fixed 3.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137B3NX2 1300000.00000000 PA USD 1353317.16000000 0.557492326289 Long ABS-MBS CORP US N 2 2023-04-25 Variable 3.30000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WDJB8 586579.61000000 PA USD 624069.49000000 0.257082347013 Long ABS-MBS USGA US N 2 2044-11-01 Fixed 3.50000000 N N N N N N JPMDB Commercial Mortgage Securities Trust 2018-C8 N/A 46591ABG9 500000.00000000 PA USD 555217.40000000 0.228719068279 Long ABS-MBS CORP US N 2 2051-06-15 Variable 4.90000000 N N N N N N Freddie Mac Gold Pool N/A 31335AEK0 858839.59000000 PA USD 909456.03000000 0.374645923962 Long ABS-MBS USGA US N 2 2045-08-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292LW68 520746.04000000 PA USD 536889.39000000 0.221168934997 Long ABS-MBS USGA US N 2 2042-10-01 Fixed 3.00000000 N N N N N N Freddie Mac REMICS N/A 3137BUQZ4 749068.70000000 PA USD 768111.15000000 0.316419598095 Long ABS-MBS CORP US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WJMX3 817780.94000000 PA USD 829107.44000000 0.341546718782 Long ABS-MBS USGA US N 2 2031-12-01 Fixed 2.50000000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16 N/A 46641BAJ2 1800000.00000000 PA USD 1973499.12000000 0.812973224502 Long ABS-MBS CORP US N 2 2046-12-15 Variable 5.13000000 N N N N N N Fannie Mae REMICS N/A 3136B02Y1 674155.26000000 PA USD 688175.60000000 0.283490542704 Long ABS-MBS CORP US N 2 2046-03-25 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202EDQ9 118486.81500000 PA USD 133438.06000000 0.054969150383 Long ABS-MBS USGA US N 2 2035-05-20 Fixed 5.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378KTM1 9935125.82000000 PA USD 356903.50000000 0.147024635729 Long ABS-MBS CORP US N 2 2047-04-16 Variable 0.59000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31371FH39 2666.96000000 PA USD 2971.26000000 0.001223995895 Long ABS-MBS USGA US N 2 2026-05-01 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36194CS46 105430.11000000 PA USD 110726.48000000 0.045613227070 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810FT0 1000000.00000000 PA USD 1378515.62000000 0.567872707548 Long DBT UST US N 2 2036-02-15 Fixed 4.50000000 N N N N N N Fannie Mae REMICS N/A 3136ASMM5 715150.00000000 PA USD 737871.10000000 0.303962358713 Long ABS-MBS CORP US N 2 2046-01-25 Fixed 3.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38381A2M7 930000.00000000 PA USD 961087.20000000 0.395915129676 Long ABS-MBS CORP US N 2 2045-11-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36208TYP9 3974.80920000 PA USD 4390.07000000 0.001808467674 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 7.00000000 N N N N N N Freddie Mac REMICS N/A 3137AYL90 907611.18000000 PA USD 919046.81000000 0.378596798459 Long ABS-MBS CORP US N 2 2043-02-15 Fixed 2.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418CQF4 942654.83000000 PA USD 986331.50000000 0.406314394496 Long ABS-MBS USGA US N 2 2037-10-01 Fixed 4.00000000 N N N N N N Fannie Mae REMICS N/A 313603JJ2 15.44900000 PA USD 15.46000000 0.000006368670 Long ABS-MBS CORP US N 2 2019-12-25 Fixed 8.70000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WHMF6 702731.80000000 PA USD 761175.71000000 0.313562577809 Long ABS-MBS USGA US N 2 2046-07-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31404VHE1 15163.40000000 PA USD 15871.54000000 0.006538202586 Long ABS-MBS USGA US N 2 2034-07-01 Floating 4.56000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31391TU55 11655.25000000 PA USD 12048.64000000 0.004963377795 Long ABS-MBS USGA US N 2 2032-12-01 Floating 4.77000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WJGU6 1534886.95000000 PA USD 1588315.57000000 0.654298761719 Long ABS-MBS USGA US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31371HD96 11762.82220000 PA USD 13150.58000000 0.005417316541 Long ABS-MBS USGA US N 2 2028-12-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31375MHJ5 591.57000000 PA USD 659.07000000 0.000271500634 Long ABS-MBS USGA US N 2 2026-03-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36203AEU6 152.47260000 PA USD 153.73000000 0.000063328314 Long ABS-MBS USGA US N 2 2023-01-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140F9WN1 935155.95000000 PA USD 967700.03000000 0.398639252365 Long ABS-MBS USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Freddie Mac REMICS N/A 3137AVTX5 914355.92000000 PA USD 923154.40000000 0.380288899891 Long ABS-MBS CORP US N 2 2032-11-15 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128K64H0 21193.03000000 PA USD 23404.27000000 0.009641273541 Long ABS-MBS USGA US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Fannie Mae Grantor Trust 2005-T1 N/A 31394C7E6 211947.51000000 PA USD 211222.63000000 0.087012120177 Long ABS-MBS CORP US N 2 2035-05-25 Floating 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292HUR3 147055.59080000 PA USD 162564.63000000 0.066967697173 Long ABS-MBS USGA US N 2 2033-02-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GVA1 2116.18800000 PA USD 2378.26000000 0.000979712471 Long ABS-MBS USGA US N 2 2028-05-01 Fixed 7.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38380FHJ8 3172355.67000000 PA USD 441412.67000000 0.181837771311 Long ABS-MBS CORP US N 2 2044-02-20 Fixed 4.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140FNSN5 1005344.83000000 PA USD 1069540.67000000 0.440592001493 Long ABS-MBS USGA US N 2 2047-03-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132L5B44 712394.16000000 PA USD 734399.32000000 0.302532176073 Long ABS-MBS USGA US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36209CT89 966.57910000 PA USD 974.56000000 0.000401465183 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31371HYA0 12957.70000000 PA USD 14875.55000000 0.006127909420 Long ABS-MBS USGA US N 2 2029-10-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 31335AJX7 1179944.46000000 PA USD 1270822.12000000 0.523508901623 Long ABS-MBS USGA US N 2 2045-10-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EMCQ2 404557.18000000 PA USD 447980.97000000 0.184543550086 Long ABS-MBS USGA US N 2 2042-03-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ERY95 1901847.95000000 PA USD 2023247.16000000 0.833466684104 Long ABS-MBS USGA US N 2 2044-09-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31293TKV8 16126.43280000 PA USD 17007.49000000 0.007006151584 Long ABS-MBS USGA US N 2 2029-07-01 Fixed 8.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138XBBQ6 999878.54000000 PA USD 1107681.42000000 0.456303895255 Long ABS-MBS USGA US N 2 2043-11-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31401H2H4 52709.68000000 PA USD 59569.89000000 0.024539522245 Long ABS-MBS USGA US N 2 2033-06-01 Fixed 5.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828N30 2400000.00000000 PA USD 2440968.74000000 1.005545027791 Long DBT UST US N 2 2022-12-31 Fixed 2.13000000 N N N N N N GS Mortgage Securities Trust 2014-GC20 N/A 36252WBE7 300000.00000000 PA USD 312341.04000000 0.128667350220 Long ABS-MBS CORP US N 2 2047-04-10 Variable 5.13000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31382GJS7 2171.19090000 PA USD 2418.93000000 0.000996466277 Long ABS-MBS USGA US N 2 2029-02-01 Fixed 6.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38380JJX7 1151886.60000000 PA USD 1158927.97000000 0.477414658658 Long ABS-MBS CORP US N 2 2060-03-16 Fixed 2.60000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QAR51 1053480.71000000 PA USD 1140172.07000000 0.469688258201 Long ABS-MBS USGA US N 2 2049-03-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GUB0 3446.57790000 PA USD 3841.70000000 0.001582569358 Long ABS-MBS USGA US N 2 2028-01-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417CW50 1826354.37000000 PA USD 1921820.12000000 0.791684315455 Long ABS-MBS USGA US N 2 2042-09-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WGYJ7 1034721.75000000 PA USD 1100834.41000000 0.453483303271 Long ABS-MBS USGA US N 2 2046-04-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31335GCT0 1804.25800000 PA USD 1929.91000000 0.000795016901 Long ABS-MBS USGA US N 2 2023-12-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M6EY0 79475.43000000 PA USD 92069.95000000 0.037927761594 Long ABS-MBS USGA US N 2 2038-01-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31307AUK6 637610.42000000 PA USD 646236.13000000 0.266213784983 Long ABS-MBS USGA US N 2 2028-02-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140EXCM3 762083.54000000 PA USD 800442.98000000 0.329738535926 Long ABS-MBS USGA US N 2 2031-08-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36297C5N5 85748.12000000 PA USD 92507.03000000 0.038107814544 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WBTA3 798681.22000000 PA USD 824088.87000000 0.339479343634 Long ABS-MBS USGA US N 2 2029-05-01 Fixed 3.00000000 N N N N N N Fannie Mae REMICS N/A 3136AVV22 662992.13000000 PA USD 749295.67000000 0.308668653951 Long ABS-MBS CORP US N 2 2047-04-25 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283HPA7 5822.18000000 PA USD 6677.67000000 0.002750833206 Long ABS-MBS USGA US N 2 2031-10-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140EVUX3 1609153.88000000 PA USD 1718198.16000000 0.707803253780 Long ABS-MBS USGA US N 2 2046-08-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36200SR28 29220.28800000 PA USD 33447.25000000 0.013778429596 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36208FAU4 852.19330000 PA USD 899.33000000 0.000370474555 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132WHJV8 758670.83000000 PA USD 785505.89000000 0.323585275406 Long ABS-MBS USGA US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36207QHE0 590.98000000 PA USD 592.45000000 0.000244056854 Long ABS-MBS USGA US N 2 2027-02-15 Fixed 8.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138XJ6J1 309714.84000000 PA USD 335424.18000000 0.138176335842 Long ABS-MBS USGA US N 2 2044-04-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EQB68 869638.29000000 PA USD 917969.02000000 0.378152808187 Long ABS-MBS USGA US N 2 2045-09-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36207BAZ3 11571.29340000 PA USD 12645.72000000 0.005209341955 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 7.00000000 N N N N N N 2019-11-02 Principal Variable Contract Funds, Inc Sara Reece /s/ Sara Reece Vice President and Controller XXXX