NPORT-P false 0000012601 XXXXXXXX S000014088 C000038539 Principal Variable Contract Funds, Inc 811-01944 0000012601 ICS43THKTGQL3EQ10426 801 Grand Ave Des Moines 50309 515-235-1719 Government & High Quality Bond Account S000014088 GYQKVAZKEVMXP6Q0OZ65 2023-12-31 2023-12-31 N 135391237.46 13708680.09 121682557.37 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 281625.84000000 USD N Bloomberg US Agency FixedRate MBS TR USD FOUSA06TU1 Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31292HU28 39229.96400000 PA USD 40453.92000000 0.033245455120 Long ABS-MBS USGA US N 2 2033-03-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418CQF4 267664.29000000 PA USD 260983.20000000 0.214478726976 Long ABS-MBS USGA US N 2 2037-10-01 Fixed 4.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CDJ7 250000.00000000 PA USD 207558.60000000 0.170573831193 Long DBT UST US N 2 2031-11-15 Fixed 1.38000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31375XU72 286.22000000 PA USD 295.35000000 0.000242721723 Long ABS-MBS USGA US N 2 2026-06-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128K8DA1 13296.02000000 PA USD 13530.47000000 0.011119481947 Long ABS-MBS USGA US N 2 2035-10-01 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202DMA6 3416.09310000 PA USD 3520.95000000 0.002893553584 Long ABS-MBS USGA US N 2 2031-03-20 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31292GUV6 651.24900000 PA USD 669.09000000 0.000549865169 Long ABS-MBS USGA US N 2 2028-03-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XAPQ9 1806964.07000000 PA USD 1506321.93000000 1.237911137435 Long ABS-MBS USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38380KAM7 581124.94000000 PA USD 76221.10000000 0.062639298225 Long ABS-MBS CORP US N 2 2047-11-20 Floating 0.73000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31371FH39 654.10000000 PA USD 674.02000000 0.000553916694 Long ABS-MBS USGA US N 2 2026-05-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128KE4E0 17540.69000000 PA USD 18348.36000000 0.015078874406 Long ABS-MBS USGA US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202DMR9 3846.25790000 PA USD 4012.04000000 0.003297136489 Long ABS-MBS USGA US N 2 2031-04-20 Fixed 6.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 21H060614 3590000.00000000 PA USD 3650160.54000000 2.999740159060 Long ABS-MBS USGA US N 2 2054-01-20 Fixed 6.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31412WJN7 2883.86000000 PA USD 3007.10000000 0.002471266272 Long ABS-MBS USGA US N 2 2037-07-01 Fixed 6.50000000 N N N N N N EverBank Mortgage Loan Trust 18-1 N/A 29978CAU4 96284.32000000 PA USD 84375.97000000 0.069341055796 Long ABS-MBS CORP US N 2 2048-02-25 Variable 3.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31292GUB0 828.90790000 PA USD 861.20000000 0.000707743179 Long ABS-MBS USGA US N 2 2028-01-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417B5S2 218422.23000000 PA USD 210626.17000000 0.173094792345 Long ABS-MBS USGA US N 2 2027-06-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417DF81 730141.90000000 PA USD 671666.89000000 0.551982884414 Long ABS-MBS USGA US N 2 2042-10-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31371G2Y5 4597.22740000 PA USD 4677.95000000 0.003844388301 Long ABS-MBS USGA US N 2 2028-08-01 Fixed 7.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36179W2X5 852882.23000000 PA USD 813792.28000000 0.668783018362 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36179SLR6 604898.04000000 PA USD 555674.95000000 0.456659493365 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36179T7L3 988163.49000000 PA USD 976481.18000000 0.802482460185 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36196WXY8 432470.83000000 PA USD 408550.50000000 0.335751079555 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31298V7E1 4784.28170000 PA USD 4941.56000000 0.004061025759 Long ABS-MBS USGA US N 2 2031-10-01 Fixed 7.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36179SGK7 225948.49000000 PA USD 207658.09000000 0.170655593117 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.00000000 N N N N N N N/A N/A N/A 41.00000000 NC USD 236442.37000000 0.194310815872 N/A DIR N/A N 1 CBT N/A Long N/A US Long Bond; March 2024 2024-03-20 5122437.50000000 USD 236442.37000000 N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128METT8 173257.99000000 PA USD 166803.35000000 0.137080739922 Long ABS-MBS USGA US N 2 2031-01-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XHBW6 1265673.34000000 PA USD 1090560.46000000 0.896234007215 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3132WHJV8 380557.29000000 PA USD 348604.23000000 0.286486607065 Long ABS-MBS USGA US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31371HD96 4873.00220000 PA USD 4944.02000000 0.004063047413 Long ABS-MBS USGA US N 2 2028-12-01 Fixed 7.00000000 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 3133GAQ25 1145239.99560000 PA USD 1033115.47000000 0.849025112825 Long ABS-MBS USGA US N 2 2035-11-01 Fixed 2.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31374WGB2 4065.30000000 PA USD 4049.39000000 0.003327831110 Long ABS-MBS USGA US N 2 2025-08-01 Fixed 6.50000000 N N N N N N Freddie Mac REMICS S6XOOCT0IEG5ABCC6L87 3137BBQM5 972643.93000000 PA USD 41721.76000000 0.034287379310 Long ABS-MBS CORP US N 2 2038-05-15 Variable 0.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XB2U3 3355271.55000000 PA USD 2884153.61000000 2.370227641772 Long ABS-MBS USGA US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138W6EE2 405866.61000000 PA USD 366995.81000000 0.301601000120 Long ABS-MBS USGA US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36179SWW3 397064.38000000 PA USD 364492.31000000 0.299543597601 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 3.00000000 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 3133B0SQ7 2417446.71000000 PA USD 2092726.11000000 1.719824233835 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128L9TP8 15499.52000000 PA USD 16084.95000000 0.013218780363 Long ABS-MBS USGA US N 2 2038-04-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128FCWS8 644.32800000 PA USD 665.56000000 0.000546964178 Long ABS-MBS USGA US N 2 2026-05-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36209L5J1 2282.88380000 PA USD 2297.06000000 0.001887747964 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 7.00000000 N N N N N N Fannie Mae Grantor Trust 2005-T1 N/A 31394C7E6 103966.50000000 PA USD 99336.93000000 0.081636129406 Long ABS-MBS CORP US N 2 2035-05-25 Floating 5.41000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 3620AATY4 14069.58000000 PA USD 14097.43000000 0.011585415613 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31413AJK0 9798.22000000 PA USD 10251.70000000 0.008424954423 Long ABS-MBS USGA US N 2 2037-07-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128K66Q8 3156.16000000 PA USD 3211.78000000 0.002639474440 Long ABS-MBS USGA US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138W9B33 182928.66000000 PA USD 175464.06000000 0.144198202102 Long ABS-MBS USGA US N 2 2028-08-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36208TYP9 1476.38920000 PA USD 1497.74000000 0.001230858417 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31414AQ96 5159.14000000 PA USD 5352.15000000 0.004398452921 Long ABS-MBS USGA US N 2 2037-12-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138Y4PJ2 694193.15000000 PA USD 673943.52000000 0.553853842790 Long ABS-MBS USGA US N 2 2044-10-01 Fixed 4.00000000 N N N N N N AmeriCredit Automobile Receivables Trust 2023-2 N/A 03065UAB5 975000.00000000 PA USD 979198.94000000 0.804715943816 Long ABS-O CORP US N 2 2027-04-19 Fixed 6.19000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ERN55 278288.41000000 PA USD 259611.97000000 0.213351835802 Long ABS-MBS USGA US N 2 2036-10-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X7PT0 981016.81000000 PA USD 912851.92000000 0.750191267943 Long ABS-MBS USGA US N 2 2035-08-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31401H2H4 25586.56000000 PA USD 26347.99000000 0.021653054118 Long ABS-MBS USGA US N 2 2033-06-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31288J2W5 86277.89000000 PA USD 86862.43000000 0.071384454664 Long ABS-MBS USGA US N 2 2033-06-01 Fixed 5.00000000 N N N N N N JP Morgan Mortgage Trust 2016-4 N/A 46647JAN0 118363.32000000 PA USD 105064.28000000 0.086342925617 Long ABS-MBS CORP US N 2 2046-10-25 Variable 3.50000000 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 3133KJMD1 863215.47770000 PA USD 768441.38000000 0.631513173793 Long ABS-MBS USGA US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38380FHJ8 632597.40000000 PA USD 37067.17000000 0.030462188501 Long ABS-MBS CORP US N 2 2044-02-20 Fixed 4.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 21H062610 1325000.00000000 PA USD 1356313.47000000 1.114632614003 Long ABS-MBS USGA US N 2 2054-01-20 Fixed 6.50000000 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 3133KNAH6 1727690.41000000 PA USD 1431890.91000000 1.176742945700 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 2.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31292HFV1 4025.95100000 PA USD 4238.88000000 0.003483555976 Long ABS-MBS USGA US N 2 2030-10-01 Fixed 8.00000000 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 3132DM2Q7 2660373.15000000 PA USD 2204882.63000000 1.811995636560 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JXNY0 572361.54000000 PA USD 513116.48000000 0.421684497014 Long ABS-MBS USGA US N 2 2049-10-01 Fixed 3.00000000 N N N N N N Fannie Mae REMICS B1V7KEBTPIMZEU4LTD58 3136AUSM4 95164.44000000 PA USD 91980.02000000 0.075590143721 Long ABS-MBS CORP US N 2 2042-04-25 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36207BAZ3 6519.85340000 PA USD 6603.69000000 0.005426981600 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X9SN6 1279179.39000000 PA USD 1209956.29000000 0.994354750714 Long ABS-MBS USGA US N 2 2050-03-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140EXCM3 269579.09000000 PA USD 262308.73000000 0.215568061412 Long ABS-MBS USGA US N 2 2031-08-01 Fixed 3.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 21H052611 2065000.00000000 PA USD 2079847.35000000 1.709240333991 Long ABS-MBS USGA US N 2 2054-01-20 Fixed 5.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XFDY4 1758653.40000000 PA USD 1450823.55000000 1.192301987530 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 2.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36179SSP3 310900.38000000 PA USD 285725.94000000 0.234812569833 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31292HHL1 2306.86200000 PA USD 2361.40000000 0.001940623250 Long ABS-MBS USGA US N 2 2031-02-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31411CD32 9053.17000000 PA USD 9439.75000000 0.007757685410 Long ABS-MBS USGA US N 2 2036-12-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128L9PU1 2449.10000000 PA USD 2525.69000000 0.002075638492 Long ABS-MBS USGA US N 2 2038-04-01 Fixed 5.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810FT0 1000000.00000000 PA USD 1066484.38000000 0.876448032528 Long DBT UST US N 2 2036-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202DYM7 45508.60860000 PA USD 48054.48000000 0.039491674927 Long ABS-MBS USGA US N 2 2033-07-20 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36200SR28 14663.31800000 PA USD 14914.23000000 0.012256670407 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31298NM51 7249.17990000 PA USD 7487.50000000 0.006153305914 Long ABS-MBS USGA US N 2 2028-01-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QNU26 4784106.13000000 PA USD 4150244.60000000 3.410714476833 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J5XH7 495035.61000000 PA USD 481001.74000000 0.395292267352 Long ABS-MBS USGA US N 2 2047-07-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3132L5B44 331690.55000000 PA USD 305274.38000000 0.250877682552 Long ABS-MBS USGA US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31292HFU3 3000.18900000 PA USD 3111.61000000 0.002557153685 Long ABS-MBS USGA US N 2 2030-10-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31406XKG6 39988.71000000 PA USD 40635.67000000 0.033394819173 Long ABS-MBS USGA US N 2 2035-04-01 Fixed 5.00000000 N N N N N N GM Financial Automobile Leasing Trust 2023-3 N/A 379929AC6 1065000.00000000 PA USD 1064592.00000000 0.874892854826 Long ABS-O CORP US N 2 2026-01-20 Floating 5.79000000 N N N N N N Sequoia Mortgage Trust 2017-3 N/A 81746XCC8 382681.51000000 PA USD 345572.35000000 0.283994976329 Long ABS-MBS CORP US N 2 2047-04-25 Variable 3.75000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31292GXD3 1061.39000000 PA USD 1090.61000000 0.000896274719 Long ABS-MBS USGA US N 2 2028-11-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36225BNC8 2929.80600000 PA USD 3030.33000000 0.002490356929 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 7.00000000 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 3133KQUT1 1916051.02000000 PA USD 1910814.93000000 1.570327720997 Long ABS-MBS USGA US N 2 2053-04-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31400FCS4 8633.41110000 PA USD 8572.73000000 0.007045159294 Long ABS-MBS USGA US N 2 2033-05-01 Fixed 5.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38379QD69 805249.36000000 PA USD 112155.53000000 0.092170589132 Long ABS-MBS CORP US N 2 2045-10-20 Floating 0.73000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36184SPQ7 249176.04000000 PA USD 234355.95000000 0.192596174065 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3.50000000 N N N N N N Fannie Mae REMICS B1V7KEBTPIMZEU4LTD58 31392CXX7 45950.56150000 PA USD 47818.53000000 0.039297768746 Long ABS-MBS CORP US N 2 2032-04-25 Fixed 7.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138YEN37 258987.26000000 PA USD 243626.36000000 0.200214694090 Long ABS-MBS USGA US N 2 2045-03-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202C3X9 1999.04600000 PA USD 2077.13000000 0.001707007187 Long ABS-MBS USGA US N 2 2028-07-20 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36207FYF2 288.60600000 PA USD 288.67000000 0.000237232029 Long ABS-MBS USGA US N 2 2026-07-15 Fixed 8.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38382GT77 1091623.25000000 PA USD 165569.55000000 0.136066790161 Long ABS-MBS CORP US N 2 2050-07-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36178DPF2 292776.99000000 PA USD 267152.90000000 0.219549051050 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31388X4C5 1802.29000000 PA USD 1856.12000000 0.001525378854 Long ABS-MBS USGA US N 2 2031-12-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31298WP25 5618.59400000 PA USD 5860.44000000 0.004816170967 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 1869.68500000 PA USD 1842.46000000 0.001514152923 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WJMX3 313133.46000000 PA USD 295411.64000000 0.242772379529 Long ABS-MBS USGA US N 2 2031-12-01 Fixed 2.50000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 3622A23X8 440887.67000000 PA USD 426698.64000000 0.350665411068 Long ABS-MBS USGA US N 2 2047-05-20 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128LXB90 165289.45000000 PA USD 168194.20000000 0.138223755019 Long ABS-MBS USGA US N 2 2034-01-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128MJAM2 17932.70000000 PA USD 18757.15000000 0.015414822309 Long ABS-MBS USGA US N 2 2034-09-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31381CQM2 2399.60390000 PA USD 2474.99000000 0.002033972701 Long ABS-MBS USGA US N 2 2029-03-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140EVUX3 610238.62000000 PA USD 588509.10000000 0.483642941699 Long ABS-MBS USGA US N 2 2046-08-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31414MNP7 12500.76000000 PA USD 13206.62000000 0.010853338625 Long ABS-MBS USGA US N 2 2038-02-01 Fixed 6.50000000 N N N N N N Toyota Auto Loan Extended Note Trust 2019-1 549300R73PIC25YY4X12 89231XAA9 1250000.00000000 PA USD 1234256.38000000 1.014324819166 Long ABS-O CORP US N 2 2031-11-25 Fixed 2.56000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128M6EY0 32227.94000000 PA USD 33700.53000000 0.027695448491 Long ABS-MBS USGA US N 2 2038-01-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ERRX0 642665.83000000 PA USD 637870.57000000 0.524208714697 Long ABS-MBS USGA US N 2 2045-11-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X4EN2 196185.50000000 PA USD 185638.20000000 0.152559416906 Long ABS-MBS USGA US N 2 2039-06-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31292GUZ7 4611.91800000 PA USD 4763.53000000 0.003914718841 Long ABS-MBS USGA US N 2 2028-04-01 Fixed 7.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38382ATA3 1739068.44000000 PA USD 303052.67000000 0.249051858006 Long ABS-MBS CORP US N 2 2049-10-20 Fixed 3.50000000 N N N N N N Fannie Mae Interest Strip B1V7KEBTPIMZEU4LTD58 31395Q5F3 547556.89000000 PA USD 76174.13000000 0.062600697788 Long ABS-MBS CORP US N 2 2043-12-25 Variable 3.50000000 N N N N N N Principal Government Money Market Fund - Class R-6 N/A 74257B639 1693118.56000000 NS USD 1693118.56000000 1.391422564247 Long STIV RF US N 1 N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202DA50 4451.77300000 PA USD 4638.68000000 0.003812115803 Long ABS-MBS USGA US N 2 2029-03-20 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128KMLP8 19620.15000000 PA USD 20396.48000000 0.016762040871 Long ABS-MBS USGA US N 2 2037-03-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31416XQT0 562923.63000000 PA USD 546486.18000000 0.449108065947 Long ABS-MBS USGA US N 2 2041-02-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WFEJ1 358941.58000000 PA USD 348669.63000000 0.286540353470 Long ABS-MBS USGA US N 2 2045-08-01 Fixed 4.00000000 N N N N N N New Residential Mortgage Loan Trust 2015-2 N/A 64829EAJ3 667520.27000000 PA USD 645543.37000000 0.530514302092 Long ABS-MBS CORP US N 2 2055-08-25 Variable 5.35000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3132H7DU5 306665.19000000 PA USD 287754.39000000 0.236479571287 Long ABS-MBS USGA US N 2 2044-02-01 Fixed 3.50000000 N N N N N N Fannie Mae REMICS B1V7KEBTPIMZEU4LTD58 3136ATVP6 253406.83000000 PA USD 7217.03000000 0.005931030836 Long ABS-MBS CORP US N 2 2040-10-25 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128P7RH8 353402.22000000 PA USD 341192.65000000 0.280395693001 Long ABS-MBS USGA US N 2 2032-02-01 Fixed 3.50000000 N N N N N N Santander Drive Auto Receivables Trust 2022-7 N/A 80287FAB8 216053.83000000 PA USD 216047.91000000 0.177550435057 Long ABS-O CORP US N 2 2026-01-15 Fixed 5.81000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31373YA58 2935.04000000 PA USD 3023.08000000 0.002484398804 Long ABS-MBS USGA US N 2 2025-07-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31412V4L9 45739.62000000 PA USD 47727.11000000 0.039222638833 Long ABS-MBS USGA US N 2 2037-07-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XD3X2 2696622.06000000 PA USD 2205500.33000000 1.812503268889 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 2.00000000 N N N N N N Fannie Mae REMICS B1V7KEBTPIMZEU4LTD58 3136B1F58 78109.45000000 PA USD 68848.17000000 0.056580147136 Long ABS-MBS CORP US N 2 2048-05-25 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36178DXS5 709582.40000000 PA USD 647520.14000000 0.532138832380 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 3.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38382LHP9 1258805.04000000 PA USD 171082.30000000 0.140597225845 Long ABS-MBS CORP US N 2 2050-11-20 Floating 0.83000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31414QWV5 30637.55000000 PA USD 31977.27000000 0.026279255376 Long ABS-MBS USGA US N 2 2038-03-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31283HKQ7 836.72840000 PA USD 838.68000000 0.000689236007 Long ABS-MBS USGA US N 2 2031-02-01 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36178EDE6 830030.16000000 PA USD 757470.11000000 0.622496869207 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EJ6R4 562462.66000000 PA USD 532357.19000000 0.437496713995 Long ABS-MBS USGA US N 2 2042-11-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140F0HX5 491452.98000000 PA USD 448019.79000000 0.368187355429 Long ABS-MBS USGA US N 2 2046-10-01 Fixed 3.00000000 N N N N N N N/A N/A N/A 50.00000000 NC USD 175284.60000000 0.144050719995 N/A DIR N/A N 1 CBT N/A Long N/A US 10 Year Note; March 2024 2024-03-20 5644531.25000000 USD 175284.60000000 N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36225ARS1 185.51500000 PA USD 189.56000000 0.000155782393 Long ABS-MBS USGA US N 2 2027-01-15 Fixed 8.00000000 N N N N N N Santander Drive Auto Receivables Trust 2022-7 N/A 80287FAC6 1000000.00000000 PA USD 1000211.90000000 0.821984614408 Long ABS-O CORP US N 2 2027-04-15 Fixed 5.75000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F060618 2500000.00000000 PA USD 2538281.25000000 2.085986114083 Long ABS-MBS USGA US N 2 2054-01-01 Fixed 6.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38380GHP2 442810.65000000 PA USD 31068.84000000 0.025532698088 Long ABS-MBS CORP US N 2 2044-04-20 Fixed 4.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138W9MS6 681731.69000000 PA USD 679450.19000000 0.558379281866 Long ABS-MBS USGA US N 2 2043-09-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31388R4P9 2675.58060000 PA USD 2786.89000000 0.002290295388 Long ABS-MBS USGA US N 2 2032-01-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31292GVA1 624.86800000 PA USD 645.41000000 0.000530404697 Long ABS-MBS USGA US N 2 2028-05-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31387D5K1 7254.27710000 PA USD 7559.56000000 0.006212525577 Long ABS-MBS USGA US N 2 2031-06-01 Fixed 6.50000000 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 3133B5NY4 2031780.34000000 PA USD 1681892.16000000 1.382196591156 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36181BJY7 343120.62000000 PA USD 321544.89000000 0.264248958067 Long ABS-MBS USGA US N 2 2043-06-20 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31335AJX7 502136.42000000 PA USD 487068.20000000 0.400277747712 Long ABS-MBS USGA US N 2 2045-10-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128LXBE9 38096.88000000 PA USD 38767.34000000 0.031859406013 Long ABS-MBS USGA US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128M9WA6 381124.03000000 PA USD 379448.52000000 0.311834767612 Long ABS-MBS USGA US N 2 2043-11-01 Fixed 4.50000000 N N N N N N Americredit Automobile Receivables Trust 2023-1 N/A 03067BAB5 420548.64000000 PA USD 420576.35000000 0.345634049029 Long ABS-O CORP US N 2 2026-10-19 Fixed 5.84000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QMRA4 2603737.89000000 PA USD 2157961.74000000 1.773435557767 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128K64H0 7958.65000000 PA USD 8098.91000000 0.006655769056 Long ABS-MBS USGA US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36179TEY7 235891.44000000 PA USD 216199.88000000 0.177675325595 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36209CT89 527.14910000 PA USD 529.14000000 0.000434852793 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31292HMU5 5048.09000000 PA USD 5212.77000000 0.004283908978 Long ABS-MBS USGA US N 2 2031-12-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WDJN2 241540.77000000 PA USD 234528.78000000 0.192738207569 Long ABS-MBS USGA US N 2 2044-11-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EJUG1 348490.70000000 PA USD 338987.62000000 0.278583576255 Long ABS-MBS USGA US N 2 2042-02-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31292HJ47 4558.34040000 PA USD 4722.52000000 0.003881016393 Long ABS-MBS USGA US N 2 2031-05-01 Fixed 6.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810TB4 250000.00000000 PA USD 158046.88000000 0.129884581172 Long DBT UST US N 2 2051-11-15 Fixed 1.88000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WJU63 157555.31000000 PA USD 145486.10000000 0.119562000622 Long ABS-MBS USGA US N 2 2032-02-01 Fixed 2.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417FBP2 186357.14000000 PA USD 189369.85000000 0.155626125956 Long ABS-MBS USGA US N 2 2038-02-01 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36179V4U1 1469261.90000000 PA USD 1244629.11000000 1.022849237311 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 2.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 3620ASS67 305104.51000000 PA USD 297684.47000000 0.244640215026 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31292GKC9 2.08000000 PA USD 2.08000000 0.000001709365 Long ABS-MBS USGA US N 2 2024-01-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418MZ39 542648.94000000 PA USD 556425.09000000 0.457275966273 Long ABS-MBS USGA US N 2 2040-02-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XHMJ3 951186.03250000 PA USD 872807.28000000 0.717282163413 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ENGV5 250703.49000000 PA USD 243501.59000000 0.200112156797 Long ABS-MBS USGA US N 2 2044-08-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36208SN40 31475.71900000 PA USD 31556.72000000 0.025933642982 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36206WY90 292.46210000 PA USD 296.24000000 0.000243453134 Long ABS-MBS USGA US N 2 2026-08-15 Fixed 8.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418DJK9 377649.59000000 PA USD 358169.52000000 0.294347462562 Long ABS-MBS USGA US N 2 2034-12-01 Fixed 3.00000000 N N N N N N Fannie Mae REMICS B1V7KEBTPIMZEU4LTD58 3136AMW88 1076446.15000000 PA USD 226900.42000000 0.186469141431 Long ABS-MBS CORP US N 2 2045-04-25 Fixed 4.50000000 N N N N N N Fannie Mae REMICS B1V7KEBTPIMZEU4LTD58 3136B5H40 953615.68000000 PA USD 121894.78000000 0.100174406779 Long ABS-MBS CORP US N 2 2049-09-25 Floating 0.60000000 N N N N N N Ally Auto Receivables Trust 2023-1 N/A 02007WAB4 1075000.00000000 PA USD 1076400.62000000 0.884597302411 Long ABS-O CORP US N 2 2026-11-15 Fixed 5.76000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202C3K7 4678.07800000 PA USD 4867.50000000 0.004000162476 Long ABS-MBS USGA US N 2 2028-06-20 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31283HPA7 2288.78000000 PA USD 2381.06000000 0.001956780044 Long ABS-MBS USGA US N 2 2031-10-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3132GUY57 385237.06000000 PA USD 375253.93000000 0.308387609621 Long ABS-MBS USGA US N 2 2042-07-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31292HMV3 4326.79000000 PA USD 4482.79000000 0.003684003769 Long ABS-MBS USGA US N 2 2031-12-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36178DS36 650982.29000000 PA USD 594096.96000000 0.488235103568 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31292HLZ5 2871.17140000 PA USD 2970.85000000 0.002441475643 Long ABS-MBS USGA US N 2 2031-10-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36202UDL4 17011.14100000 PA USD 17195.19000000 0.014131187223 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31400B4F0 5190.25990000 PA USD 5400.14000000 0.004437891606 Long ABS-MBS USGA US N 2 2033-02-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36201M3E0 29909.08000000 PA USD 30155.48000000 0.024782089275 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138W0VH9 252099.49000000 PA USD 238864.31000000 0.196301191528 Long ABS-MBS USGA US N 2 2043-02-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418A6A1 181573.08000000 PA USD 177726.53000000 0.146057523642 Long ABS-MBS USGA US N 2 2034-01-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128MMVF7 238440.17000000 PA USD 222015.79000000 0.182454901342 Long ABS-MBS USGA US N 2 2031-10-01 Fixed 2.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128MJCA6 2741.44000000 PA USD 2958.38000000 0.002431227666 Long ABS-MBS USGA US N 2 2035-04-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31292LW68 230310.90000000 PA USD 212543.64000000 0.174670589272 Long ABS-MBS USGA US N 2 2042-10-01 Fixed 3.00000000 N N N N N N Capital One Multi-Asset Execution Trust R42WS16M9R97TJJKGU15 14041NFY2 1500000.00000000 PA USD 1446872.10000000 1.189054644537 Long ABS-O CORP US N 2 2026-11-15 Fixed 1.04000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202DCR0 4491.22000000 PA USD 4678.04000000 0.003844462264 Long ABS-MBS USGA US N 2 2029-07-20 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31292HUR3 46252.74080000 PA USD 47064.42000000 0.038678033250 Long ABS-MBS USGA US N 2 2033-02-01 Fixed 5.00000000 N N N N N N Chase Funding Trust Series 2004-1 N/A 161546HZ2 64942.02000000 PA USD 62894.69000000 0.051687514923 Long ABS-O CORP US N 2 2033-12-25 Floating 5.93000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31411YEQ2 101101.50000000 PA USD 102866.61000000 0.084536857396 Long ABS-MBS USGA US N 2 2037-05-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EGXA7 404025.16000000 PA USD 410575.18000000 0.337414982783 Long ABS-MBS USGA US N 2 2041-07-01 Fixed 5.00000000 N N N N N N J.P. Morgan Mortgage Trust 2023-8 N/A 46657CAD4 1882175.90000000 PA USD 1889439.22000000 1.552760938656 Long ABS-MBS CORP US N 2 2054-02-25 Variable 6.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31407BWY1 2064.72000000 PA USD 2098.06000000 0.001724207680 Long ABS-MBS USGA US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38382LXJ5 1194499.79220000 PA USD 188815.30000000 0.155170390959 Long ABS-MBS CORP US N 2 2050-12-20 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36179V7D6 3200101.06000000 PA USD 2710378.81000000 2.227417691229 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 2.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31410LMD1 420775.55000000 PA USD 415278.10000000 0.341279891691 Long ABS-MBS USGA US N 2 2043-10-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31297PRC7 8640.46000000 PA USD 9037.39000000 0.007427021748 Long ABS-MBS USGA US N 2 2035-02-01 Fixed 6.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378PEZ7 675745.82000000 PA USD 73932.61000000 0.060758593177 Long ABS-MBS CORP US N 2 2043-12-20 Floating 0.67000000 N N N N N N AmeriCredit Automobile Receivables Trust 2022-2 N/A 03065WAC9 222092.20000000 PA USD 222315.69000000 0.182701362302 Long ABS-O CORP US N 2 2025-12-18 Floating 6.49000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31294MMB4 45412.80000000 PA USD 44197.27000000 0.036321779353 Long ABS-MBS USGA US N 2 2027-02-01 Fixed 3.00000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F052615 2700000.00000000 PA USD 2711390.63000000 2.228249215502 Long ABS-MBS USGA US N 2 2054-01-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36225B3L0 112137.66000000 PA USD 112849.42000000 0.092740835201 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EQZA3 283980.92000000 PA USD 281862.16000000 0.231637274965 Long ABS-MBS USGA US N 2 2045-09-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J7L45 399257.90000000 PA USD 386777.11000000 0.317857479625 Long ABS-MBS USGA US N 2 2047-10-01 Fixed 4.00000000 N N N N N N American Express Credit Account Master Trust 549300Y4SA5G3GIJTP18 02582JJR2 2014000.00000000 PA USD 1941429.94000000 1.595487456839 Long ABS-O CORP US N 2 2026-11-15 Fixed 0.90000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38380FQP4 265175.14000000 PA USD 14561.22000000 0.011966563092 Long ABS-MBS CORP US N 2 2046-01-20 Fixed 4.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31411DS67 1286.07000000 PA USD 1324.37000000 0.001088381135 Long ABS-MBS USGA US N 2 2037-02-01 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36179VN22 2518711.14000000 PA USD 2213551.55000000 1.819119845804 Long ABS-MBS USGA US N 2 2050-06-20 Fixed 2.50000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36179SJS7 497983.91000000 PA USD 457558.60000000 0.376026449385 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38382KWX7 1485546.71000000 PA USD 235177.05000000 0.193270962644 Long ABS-MBS CORP US N 2 2050-10-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36208FAU4 130.83330000 PA USD 131.04000000 0.000107690044 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QCUY0 924045.47000000 PA USD 826678.67000000 0.679373188620 Long ABS-MBS USGA US N 2 2050-01-01 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 3622A3AU4 291111.38000000 PA USD 281198.20000000 0.231091625683 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31403NPV3 21698.08000000 PA USD 21494.82000000 0.017664668186 Long ABS-MBS USGA US N 2 2033-12-01 Floating 5.94000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XFL41 2167889.18000000 PA USD 1800032.81000000 1.479285814586 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 2.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QEK35 662543.59000000 PA USD 589516.70000000 0.484470997932 Long ABS-MBS USGA US N 2 2050-08-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31292GY42 945.44590000 PA USD 979.87000000 0.000805267427 Long ABS-MBS USGA US N 2 2029-03-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36207JTX1 271.50690000 PA USD 273.85000000 0.000225052797 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 7.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202DAN1 2047.72400000 PA USD 2121.22000000 0.001743240811 Long ABS-MBS USGA US N 2 2029-02-20 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31292HP65 18593.80550000 PA USD 19229.76000000 0.015803218156 Long ABS-MBS USGA US N 2 2032-04-01 Fixed 7.00000000 N N N N N N Toyota Auto Receivables 2023-C Owner Trust N/A 89231FAB6 1065000.00000000 PA USD 1066768.43000000 0.876681467793 Long ABS-O CORP US N 2 2026-08-17 Fixed 5.60000000 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 3132DMCQ6 1047651.00000000 PA USD 990778.80000000 0.814232394037 Long ABS-MBS USGA US N 2 2048-11-01 Fixed 3.50000000 N N N N N N Tesla Electric Vehicle Trust 2023-1 N/A 881943AB0 865000.00000000 PA USD 867503.40000000 0.712923379282 Long ABS-O CORP US N 2 2026-12-21 Fixed 5.54000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31380Q5G8 7472.22000000 PA USD 7719.76000000 0.006344179615 Long ABS-MBS USGA US N 2 2028-11-01 Fixed 6.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38382LBY6 1854150.37000000 PA USD 289789.43000000 0.238151988471 Long ABS-MBS CORP US N 2 2050-11-20 Fixed 3.00000000 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 3132DMYD1 2630038.63000000 PA USD 2284550.31000000 1.877467370326 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138W92S8 116454.99000000 PA USD 113277.68000000 0.093092783754 Long ABS-MBS USGA US N 2 2043-10-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128LA7C8 10065.04000000 PA USD 10380.16000000 0.008530524197 Long ABS-MBS USGA US N 2 2038-05-01 Fixed 5.50000000 N N N N N N United States Treasury Bill 254900HROIFWPRGM1V77 912797HH3 4750000.00000000 PA USD 4667663.07000000 3.835934394283 Long DBT UST US N 2 2024-05-02 None 0.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31388PB83 7669.70610000 PA USD 7912.94000000 0.006502936962 Long ABS-MBS USGA US N 2 2031-11-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31406XCY6 43886.75000000 PA USD 44596.18000000 0.036649607769 Long ABS-MBS USGA US N 2 2035-04-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36180NDA0 548396.05000000 PA USD 517983.52000000 0.425684281457 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Freddie Mac REMICS S6XOOCT0IEG5ABCC6L87 3137BP7L7 94390.78000000 PA USD 86407.87000000 0.071010892495 Long ABS-MBS CORP US N 2 2046-04-15 Fixed 3.00000000 N N N N N N Santander Drive Auto Receivables Trust 2022-5 N/A 80287HAC2 689685.42000000 PA USD 686434.73000000 0.564119249986 Long ABS-O CORP US N 2 2026-08-17 Fixed 4.11000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36209ARZ5 472.28610000 PA USD 476.05000000 0.000391222875 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31293TKV8 10538.48280000 PA USD 10626.20000000 0.008732722445 Long ABS-MBS USGA US N 2 2029-07-01 Fixed 8.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EQB68 374273.03000000 PA USD 352262.83000000 0.289493282861 Long ABS-MBS USGA US N 2 2045-09-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31400FCU9 8861.43470000 PA USD 8943.01000000 0.007349459276 Long ABS-MBS USGA US N 2 2032-11-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J6DC8 219257.98000000 PA USD 206139.20000000 0.169407353408 Long ABS-MBS USGA US N 2 2032-09-01 Fixed 2.50000000 N N N N N N JP Morgan Mortgage Trust 2023-10 N/A 465986AK3 1956387.21000000 PA USD 1952913.25000000 1.604924561259 Long ABS-MBS CORP US N 2 2054-05-25 Variable 6.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XJQN6 1913435.47250000 PA USD 1693134.91000000 1.391436000849 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31391TWX2 20025.55700000 PA USD 20751.88000000 0.017054112313 Long ABS-MBS USGA US N 2 2033-01-01 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202CLQ4 1093.47000000 PA USD 1122.45000000 0.000922441165 Long ABS-MBS USGA US N 2 2025-12-20 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WHR87 492321.11000000 PA USD 471774.38000000 0.387709126268 Long ABS-MBS USGA US N 2 2031-08-01 Fixed 3.00000000 N N N N N N Sequoia Mortgage Trust 2023-4 N/A 81743JAK6 1877211.55000000 PA USD 1875489.40000000 1.541296830487 Long ABS-MBS CORP US N 2 2053-11-25 Variable 6.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31391BDJ3 4065.93400000 PA USD 4231.13000000 0.003477186945 Long ABS-MBS USGA US N 2 2032-08-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31335GEJ0 66.48300000 PA USD 68.20000000 0.000056047474 Long ABS-MBS USGA US N 2 2024-04-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31375KHE0 407.77000000 PA USD 419.99000000 0.000345152180 Long ABS-MBS USGA US N 2 2026-02-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31412QFE4 681129.78000000 PA USD 679901.10000000 0.558749844427 Long ABS-MBS USGA US N 2 2039-08-01 Fixed 4.50000000 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 31334XZZ5 232603.74000000 PA USD 208354.49000000 0.171227901930 Long ABS-MBS USGA US N 2 2049-08-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31283GZ26 867.91600000 PA USD 896.45000000 0.000736711998 Long ABS-MBS USGA US N 2 2027-09-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31296Q6M7 17632.41190000 PA USD 18318.32000000 0.015054187219 Long ABS-MBS USGA US N 2 2033-11-01 Fixed 6.00000000 N N N N N N HPEFS Equipment Trust 2022-2 N/A 40441TAB5 292403.61000000 PA USD 291380.02000000 0.239459151991 Long ABS-O CORP US N 2 2029-09-20 Fixed 3.15000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QEK68 914241.29000000 PA USD 856844.15000000 0.704163496000 Long ABS-MBS USGA US N 2 2050-08-01 Fixed 3.50000000 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 3133AXBL5 1492366.75000000 PA USD 1231029.32000000 1.011672787461 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 2.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138XBBQ6 396670.30000000 PA USD 391918.46000000 0.322082694899 Long ABS-MBS USGA US N 2 2043-11-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31335GNC5 355.57400000 PA USD 366.88000000 0.000301505826 Long ABS-MBS USGA US N 2 2026-04-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31387DG86 2485.87000000 PA USD 2564.71000000 0.002107705537 Long ABS-MBS USGA US N 2 2031-05-01 Fixed 7.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36179RJD2 432347.80000000 PA USD 397611.24000000 0.326761081122 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3132LQES2 138768.02000000 PA USD 129302.18000000 0.106261885675 Long ABS-MBS USGA US N 2 2037-03-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128M9SH6 379010.98000000 PA USD 367271.64000000 0.301827680103 Long ABS-MBS USGA US N 2 2043-06-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31413RXY7 2687.50000000 PA USD 2766.60000000 0.002273620853 Long ABS-MBS USGA US N 2 2037-11-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31384VWL2 333.65000000 PA USD 344.39000000 0.000283023308 Long ABS-MBS USGA US N 2 2030-06-01 Fixed 8.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38379XJB7 295364.43000000 PA USD 34037.50000000 0.027972373966 Long ABS-MBS CORP US N 2 2046-06-20 Floating 0.63000000 N N N N N N New Residential Mortgage Loan Trust 2014-1 N/A 64828AAD5 820117.64000000 PA USD 796769.22000000 0.654793289376 Long ABS-MBS CORP US N 2 2054-01-25 Variable 5.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31402AQH2 460825.47000000 PA USD 465770.31000000 0.382774918662 Long ABS-MBS USGA US N 2 2033-05-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31335GNP6 19.28300000 PA USD 19.93000000 0.000016378682 Long ABS-MBS USGA US N 2 2026-05-01 Fixed 6.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38382WR58 1634783.22000000 PA USD 232968.38000000 0.191455854508 Long ABS-MBS CORP US N 2 2051-08-20 Floating 0.83000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202CMQ3 806.67400000 PA USD 830.82000000 0.000682776576 Long ABS-MBS USGA US N 2 2026-02-20 Fixed 6.50000000 N N N N N N Santander Drive Auto Receivables Trust 2023-2 N/A 80287JAB0 1034175.02000000 PA USD 1034357.86000000 0.850046121939 Long ABS-O CORP US N 2 2026-03-16 Fixed 5.87000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140F47L4 911580.59400000 PA USD 828609.10000000 0.680959636211 Long ABS-MBS USGA US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 3622A24L3 1054770.64450000 PA USD 1019309.33000000 0.837679082385 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 4.00000000 N N N N N N Freddie Mac Non Gold Pool S6XOOCT0IEG5ABCC6L87 31295NXK9 3387.61000000 PA USD 3364.10000000 0.002764652611 Long ABS-MBS USGA US N 2 2032-09-01 Floating 6.23000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202CN74 774.93300000 PA USD 802.84000000 0.000659782319 Long ABS-MBS USGA US N 2 2026-05-20 Fixed 6.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38382HLM0 2100174.26000000 PA USD 273842.77000000 0.225046856278 Long ABS-MBS CORP US N 2 2050-08-20 Floating 0.83000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38382WKP1 1412804.66000000 PA USD 196058.15000000 0.161122640941 Long ABS-MBS CORP US N 2 2051-07-20 Floating 0.83000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202EDQ9 46076.67500000 PA USD 47981.29000000 0.039431526618 Long ABS-MBS USGA US N 2 2035-05-20 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31292GWT9 4483.99000000 PA USD 4600.03000000 0.003780352829 Long ABS-MBS USGA US N 2 2028-10-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X8BA4 1103979.48000000 PA USD 986293.19000000 0.810546072762 Long ABS-MBS USGA US N 2 2050-09-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31292GXS0 2298.64900000 PA USD 2360.20000000 0.001939637077 Long ABS-MBS USGA US N 2 2028-12-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XHE37 2201796.27000000 PA USD 1914394.28000000 1.573269268313 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128M9N73 377362.21000000 PA USD 367583.17000000 0.302083698719 Long ABS-MBS USGA US N 2 2043-01-01 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202CNP4 1039.66300000 PA USD 1076.77000000 0.000884900862 Long ABS-MBS USGA US N 2 2026-04-20 Fixed 6.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31391TU55 7224.07000000 PA USD 7201.50000000 0.005918268119 Long ABS-MBS USGA US N 2 2032-12-01 Floating 4.02000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 3622A3AP5 310782.07000000 PA USD 308485.56000000 0.253516663906 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 4.00000000 N N N N N N Fannie Mae REMICS B1V7KEBTPIMZEU4LTD58 3136APAG7 1115377.05000000 PA USD 53728.72000000 0.044154824784 Long ABS-MBS CORP US N 2 2045-06-25 Variable 0.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128M9FV9 835062.44000000 PA USD 791295.21000000 0.650294690630 Long ABS-MBS USGA US N 2 2042-07-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31292HNN0 5107.44000000 PA USD 5278.21000000 0.004337688255 Long ABS-MBS USGA US N 2 2032-02-01 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202CZ30 439.11100000 PA USD 453.31000000 0.000372534905 Long ABS-MBS USGA US N 2 2028-03-20 Fixed 6.00000000 N N N N N N Freddie Mac REMICS S6XOOCT0IEG5ABCC6L87 3137B1CB6 232009.77000000 PA USD 220084.33000000 0.180867607286 Long ABS-MBS CORP US N 2 2028-04-15 Fixed 1.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31371HYA0 3833.42000000 PA USD 3954.99000000 0.003250252201 Long ABS-MBS USGA US N 2 2029-10-01 Fixed 7.00000000 N N N N N N Sequoia Mortgage Trust 2013-2 N/A 81745MAD3 116761.55000000 PA USD 111037.07000000 0.091251426991 Long ABS-MBS CORP US N 2 2043-02-25 Variable 3.63000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 3620AMF80 172930.76000000 PA USD 172074.45000000 0.141412585105 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36180CYS2 520349.89000000 PA USD 491505.14000000 0.403924071471 Long ABS-MBS USGA US N 2 2043-01-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J5U56 412244.23000000 PA USD 409257.71000000 0.336332272139 Long ABS-MBS USGA US N 2 2045-10-01 Fixed 4.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38382JCF1 1973418.16000000 PA USD 312191.60000000 0.256562326390 Long ABS-MBS CORP US N 2 2050-09-20 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140KNLD8 770381.25000000 PA USD 637194.16000000 0.523652833875 Long ABS-MBS USGA US N 2 2050-10-01 Fixed 2.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31298TVF6 3246.34000000 PA USD 3375.70000000 0.002774185612 Long ABS-MBS USGA US N 2 2031-08-01 Fixed 6.50000000 N N N N N N Freddie Mac REMICS S6XOOCT0IEG5ABCC6L87 3137FPL52 1069073.68000000 PA USD 122896.43000000 0.100997573239 Long ABS-MBS CORP US N 2 2049-11-25 Floating 0.60000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128P7AZ6 14879.85000000 PA USD 14741.59000000 0.012114793047 Long ABS-MBS USGA US N 2 2025-10-01 Fixed 5.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38380JQL5 1783313.48000000 PA USD 68608.88000000 0.056383496108 Long ABS-MBS CORP US N 2 2060-03-16 Variable 0.58000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3132GVL67 242966.57000000 PA USD 225128.30000000 0.185012794656 Long ABS-MBS USGA US N 2 2042-08-01 Fixed 3.00000000 N N N N N N Fannie Mae REMICS B1V7KEBTPIMZEU4LTD58 3136B64Q3 1673827.52000000 PA USD 194455.57000000 0.159805623914 Long ABS-MBS CORP US N 2 2049-11-25 Floating 0.60000000 N N N N N N Fannie Mae REMICS B1V7KEBTPIMZEU4LTD58 3136BDS82 1806703.51000000 PA USD 294058.16000000 0.241660075491 Long ABS-MBS CORP US N 2 2051-01-25 Fixed 3.00000000 N N N N N N JP Morgan Mortgage Trust 2017-3 N/A 46647SCS7 467959.96000000 PA USD 426344.09000000 0.350374038165 Long ABS-MBS CORP US N 2 2047-08-25 Variable 3.76000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36194CS46 41821.90000000 PA USD 39331.50000000 0.032323038609 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31298QUU0 13394.12300000 PA USD 13924.05000000 0.011442930113 Long ABS-MBS USGA US N 2 2031-07-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31414CJK5 41164.09000000 PA USD 42392.98000000 0.034838994935 Long ABS-MBS USGA US N 2 2038-03-01 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36179WFG8 2451324.91000000 PA USD 2145604.12000000 1.763279936232 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36207QHE0 145.15000000 PA USD 144.93000000 0.000119104991 Long ABS-MBS USGA US N 2 2027-02-15 Fixed 8.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EPGF5 502635.28000000 PA USD 470463.81000000 0.386632086116 Long ABS-MBS USGA US N 2 2045-03-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31292HQC1 12017.00500000 PA USD 12448.11000000 0.010229987164 Long ABS-MBS USGA US N 2 2032-05-01 Fixed 6.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38382LBZ3 3036465.27590000 PA USD 485097.80000000 0.398658452357 Long ABS-MBS CORP US N 2 2050-11-20 Fixed 3.00000000 N N N N N N 2024-01-29 Principal Variable Contract Funds, Inc Megan Hoffmann /s/ Megan Hoffmann Vice President and Controller