# EDGAR Filing Document

**Accession Number:** 0000898745
**File Stem:** 0000898745-26-000433
**Filing Date:** 2026-3
**Character Count:** 135926
**Document Hash:** 1933722b1188678a241156d1a49c182f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000898745-26-000433.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0000898745-26-000433

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260325

**DATE AS OF CHANGE**: 20260325

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PRINCIPAL FUNDS, INC.
- **CENTRAL INDEX KEY:** 0000898745

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07572
- **FILM NUMBER:** 26789629

**BUSINESS ADDRESS:**
- **STREET 1:** 711 HIGH STREET
- **CITY:** DES MOINES
- **STATE:** IA
- **ZIP:** 50392
- **BUSINESS PHONE:** 515-235-9328

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRINCIPAL FUNDS, INC
- **DATE OF NAME CHANGE:** 20211220

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRINCIPAL FUNDS INC
- **DATE OF NAME CHANGE:** 20080616

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRINCIPAL INVESTORS FUND INC
- **DATE OF NAME CHANGE:** 20001012

## Series and Classes Contracts Data

### Government & High Quality Bond Fund (f/k/a Mortgage Securities Fund) (Series ID: S000014244)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000038760 | Class A             | CMPGX           |
| C000038763 | Institutional Class | PMRIX           |
| C000113842 | R-3                 | PRCMX           |
| C000113844 | R-5                 | PMREX           |
| C000113845 | Class J             | PMRJX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-07572

- **c. CIK number of Registrant:** 0000898745

- **d. LEI of Registrant:** 549300HZGBXSW6DSXF23

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

  - **Street Address 1:** 711 High St

  - **City:** Des Moines

  - **State:** IA

  - **Foreign country:** US

  - **Zip / Postal Code:** 50392

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

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

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

- **b. EDGAR series identifier (if any):** S000014244

- **c. LEI of Series:** XQSA5XKJBXF2IV4K6K06

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $682913702.36

**Total Liabilities:** $69345495.15

**Net Assets:** $613568207.21

**Delayed Delivery Securities:** $3674825.35

**Cash Not Reported:** $881169.87

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 676.89830000 | **1-Year:** 4626.46220000 | **5-Year:** 29343.21880000 | **10-Year:** 39351.87470000 | **30-Year:** 34959.82890000

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

- **3-Month:** 58.65250000 | **1-Year:** 400.87810000 | **5-Year:** 2542.55900000 | **10-Year:** 3409.79850000 | **30-Year:** 3029.23230000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000038763 | 0.72%                | -0.11%               | 0.54%                |
| Class ID C000038760 | 0.59%                | -0.13%               | 0.52%                |
| Class ID C000113844 | 0.60%                | -0.12%               | 0.53%                |
| Class ID C000113845 | 0.69%                | -0.14%               | 0.51%                |
| Class ID C000113842 | 0.68%                | -0.15%               | 0.50%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $42795.50                | $2579529.95                                |
| Month 2  | $16798.43                | $-2811422.77                               |
| Month 3  | $761811.86               | $282549.19                                 |

**Designated Index Information**

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

- **Index Identifier:** I16160

### Schedule of Portfolio Investments

| Name                                               | Title                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140XR3G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5228495 | PA      | $5263859.63   | 0.86%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31335AJX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2549187 | PA      | $2506162.24   | 0.41%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                  | Fannie Mae REMICS                                  | CUSIP: 3136AUSM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    265598 | PA      | $263487.23    | 0.04%             | 2042-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                        | United States Treasury Bill                        | CUSIP: 912797SR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7230000 | PA      | $7219109.81   | 1.18%             | 2026-02-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36179X5H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4691940 | PA      | $4768273.61   | 0.78%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 3128KE4E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     11756 | PA      | $12422.87     | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 3128LXGZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     83983 | PA      | $86043.86     | 0.01%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 3132QRQJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2159445 | PA      | $1991505.15   | 0.32%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3138EKU29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    906972 | PA      | $889525.91    | 0.14%             | 2043-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 21H052629<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    625000 | PA      | $631826.83    | 0.10%             | 2056-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                 | Freddie Mac REMICS                                 | CUSIP: 3137HAEG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |  13952172 | PA      | $1559386.81   | 0.25%             | 2049-09-25      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool                                   | CUSIP: 3132DT4K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   6746074 | PA      | $6974742.08   | 1.14%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31417B2S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    783090 | PA      | $746298.77    | 0.12%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31416WE57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    719098 | PA      | $737271.61    | 0.12%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool                                   | CUSIP: 3133KNAH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   8841351 | PA      | $7303055.44   | 1.19%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae                                         | CUSIP: 38382GT77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   5624757 | PA      | $894998.88    | 0.15%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36202DYM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    188076 | PA      | $195397.30    | 0.03%             | 2033-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Strips                                 | Freddie Mac Strips                                 | CUSIP: 3128HX5W1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    430374 | PA      | $419344.56    | 0.07%             | 2042-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31287PK51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2908 | PA      | $2978.92      | 0.00%             | 2032-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                  | Ginnie Mae I Pool                                  | CUSIP: 36213E5T9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       917 | PA      | $945.18       | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36202D4P3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    256203 | PA      | $265087.82    | 0.04%             | 2034-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31406FBU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    111357 | PA      | $112808.71    | 0.02%             | 2034-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool                                   | CUSIP: 3133KNGN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  11300182 | PA      | $9280746.87   | 1.51%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                  | Fannie Mae REMICS                                  | CUSIP: 3136AB5H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    771189 | PA      | $14101.04     | 0.00%             | 2028-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                  | Fannie Mae REMICS                                  | CUSIP: 3136B1F58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    646785 | PA      | $578315.28    | 0.09%             | 2048-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31406XKG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     51089 | PA      | $52256.66     | 0.01%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140XGDS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9584834 | PA      | $7970094.50   | 1.30%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140QEK35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3631328 | PA      | $3247810.80   | 0.53%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31414QWV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     22465 | PA      | $23643.30     | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140X8BA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5834935 | PA      | $5222352.07   | 0.85%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 3128L7YX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     17792 | PA      | $18323.73     | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31388X4C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       225 | PA      | $229.96       | 0.00%             | 2031-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31371HT32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6226 | PA      | $6389.67      | 0.00%             | 2029-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31400FCS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     27990 | PA      | $28049.69     | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36202EDQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26197 | PA      | $27153.27     | 0.00%             | 2035-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 3132H7DU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1743306 | PA      | $1658468.02   | 0.27%             | 2044-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31413AJK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7267 | PA      | $7688.97      | 0.00%             | 2037-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool                                   | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4925180 | PA      | $4269784.76   | 0.70%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31292HLZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     11387 | PA      | $11829.25     | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-1                | Drive Auto Receivables Trust 2025-1                | CUSIP: 262102AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2031531 | PA      | $2034787.97   | 0.33%             | 2028-08-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool                                   | CUSIP: 3133BH2H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4303700 | PA      | $4256673.77   | 0.69%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae                                         | CUSIP: 38382LXJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   6496472 | PA      | $1107991.48   | 0.18%             | 2050-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                  | Ginnie Mae I Pool                                  | CUSIP: 36225BNC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1127 | PA      | $1174.44      | 0.00%             | 2031-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                 | Freddie Mac REMICS                                 | CUSIP: 3133TAU83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |      3640 | PA      | $3616.40      | 0.00%             | 2027-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                  | Fannie Mae REMICS                                  | CUSIP: 3136ABH30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     70297 | PA      | $70015.24     | 0.01%             | 2043-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36202CP64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        97 | PA      | $99.84        | 0.00%             | 2026-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31418EE55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2351894 | PA      | $2252712.32   | 0.37%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31298PBS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     15084 | PA      | $15678.72     | 0.00%             | 2031-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31389XRY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2550 | PA      | $2637.45      | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                  | Ginnie Mae I Pool                                  | CUSIP: 36208HUV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1608 | PA      | $1627.42      | 0.00%             | 2027-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31292HL85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       535 | PA      | $552.98       | 0.00%             | 2031-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                  | Fannie Mae REMICS                                  | CUSIP: 3136BDS82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |  10191957 | PA      | $1798546.04   | 0.29%             | 2051-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31410TWZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5466 | PA      | $5652.89      | 0.00%             | 2036-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2024-3                     | Carmax Auto Owner Trust 2024-3                     | CUSIP: 14319GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    860715 | PA      | $862031.58    | 0.14%             | 2027-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31414HZ42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    275790 | PA      | $285442.75    | 0.05%             | 2037-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31283HLX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      7527 | PA      | $7871.75      | 0.00%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31418EXS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2871174 | PA      | $2818132.50   | 0.46%             | 2053-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                  | Ginnie Mae I Pool                                  | CUSIP: 36225BL97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1091 | PA      | $1138.10      | 0.00%             | 2030-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                  | Fannie Mae REMICS                                  | CUSIP: 3136ATVP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    495587 | PA      | $6666.59      | 0.00%             | 2040-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3138WDJN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1033072 | PA      | $1016113.40   | 0.17%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae                                         | CUSIP: 38382WKP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   6950167 | PA      | $930646.10    | 0.15%             | 2051-07-20      | Floating      | 2.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3138EKG33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    365306 | PA      | $372730.96    | 0.06%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31292GVT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       707 | PA      | $724.66       | 0.00%             | 2028-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSMC Trust 2015-1                                  | CSMC Trust 2015-1                                  | CUSIP: 12649NAT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1976459 | PA      | $1931577.74   | 0.31%             | 2045-01-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31409DZE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1238 | PA      | $1280.50      | 0.00%             | 2036-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                | Futures                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       306 | NC      | $129957.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sequoia Mortgage Trust 2024-5                      | Sequoia Mortgage Trust 2024-5                      | CUSIP: 81743CAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1464288 | PA      | $1465652.61   | 0.24%             | 2054-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31292HNN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1607 | PA      | $1672.12      | 0.00%             | 2032-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3138WRS43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1061568 | PA      | $1014031.77   | 0.17%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31298NM51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       532 | PA      | $556.23       | 0.00%             | 2028-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31296XUW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     18481 | PA      | $18824.07     | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140XFL41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9956226 | PA      | $8251224.12   | 1.34%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae                                         | CUSIP: 38382ATA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   9485913 | PA      | $1808780.61   | 0.29%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust 2025-1                             | BofA Auto Trust 2025-1                             | CUSIP: 05594BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1135194 | PA      | $1135903.41   | 0.19%             | 2027-11-22      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3138YEN37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1582049 | PA      | $1507937.77   | 0.25%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140QTG86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5410870 | PA      | $5553820.04   | 0.91%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31371G2Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5577 | PA      | $5677.15      | 0.00%             | 2028-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                  | Ginnie Mae I Pool                                  | CUSIP: 36208YZW2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18663 | PA      | $18919.27     | 0.00%             | 2029-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36179X2K1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5486871 | PA      | $5515507.31   | 0.90%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31292G2K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      9236 | PA      | $9658.34      | 0.00%             | 2029-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-4                      | Chase Auto Owner Trust 2024-4                      | CUSIP: 16144YAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     63861 | PA      | $63921.17     | 0.01%             | 2027-09-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36179XX50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11606914 | PA      | $11648785.56  | 1.90%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31385C3V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     16889 | PA      | $17323.27     | 0.00%             | 2031-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36202DYL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    231424 | PA      | $237703.60    | 0.04%             | 2033-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2024-A              | Mercedes-Benz Auto Lease Trust 2024-A              | CUSIP: 58770JAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385470 | PA      | $385794.00    | 0.06%             | 2027-02-16      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 3128K8DA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1606 | PA      | $1646.45      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31288JQN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       784 | PA      | $795.61       | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31412QFE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    793534 | PA      | $797732.39    | 0.13%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 3132L5B44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    854165 | PA      | $790845.39    | 0.13%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae                                         | CUSIP: 38380KAM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   2734953 | PA      | $338480.20    | 0.06%             | 2047-11-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                  | Ginnie Mae I Pool                                  | CUSIP: 36209L5J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7599 | PA      | $7772.73      | 0.00%             | 2029-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36202CNP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       316 | PA      | $323.57       | 0.00%             | 2026-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31292HP40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1442 | PA      | $1502.29      | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36179YHR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4688988 | PA      | $4706263.94   | 0.77%             | 2053-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31400FCU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     25676 | PA      | $25783.30     | 0.00%             | 2032-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 3128KMLP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     33115 | PA      | $34562.34     | 0.01%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31292HUR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     75559 | PA      | $77091.79     | 0.01%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool                                   | CUSIP: 3132DMCQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5265285 | PA      | $5009131.09   | 0.82%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                 | Freddie Mac REMICS                                 | CUSIP: 3137H7VL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |   8226216 | PA      | $951955.05    | 0.16%             | 2050-03-25      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                  | Fannie Mae REMICS                                  | CUSIP: 3136AAKC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   5500574 | PA      | $744292.54    | 0.12%             | 2042-12-25      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 3128LXB90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    851047 | PA      | $864933.34    | 0.14%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                  | Fannie Mae REMICS                                  | CUSIP: 3136AXEF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   2032761 | PA      | $100959.09    | 0.02%             | 2032-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4155694 | PA      | $3963607.50   | 0.65%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31418MZ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1828657 | PA      | $1891609.01   | 0.31%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31283HKQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1065 | PA      | $1081.42      | 0.00%             | 2031-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31335BBA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1443681 | PA      | $1367053.66   | 0.22%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140ARHY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4565743 | PA      | $4567006.82   | 0.74%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3138EP2G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1098206 | PA      | $1103933.82   | 0.18%             | 2045-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-2      | Santander Drive Auto Receivables Trust 2025-2      | CUSIP: 80287NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2345962 | PA      | $2349093.69   | 0.38%             | 2028-06-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae                                         | CUSIP: 38382WR58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   8427761 | PA      | $1149349.43   | 0.19%             | 2051-08-20      | Floating      | 2.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 3132GLQQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1404414 | PA      | $1383059.24   | 0.23%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140Q8KE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2395578 | PA      | $2347816.14   | 0.38%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31414BYA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     25905 | PA      | $27263.19     | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36202C5T6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       760 | PA      | $786.41       | 0.00%             | 2028-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                  | Ginnie Mae I Pool                                  | CUSIP: 36209ASX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        41 | PA      | $41.44        | 0.00%             | 2028-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool                                   | CUSIP: 3132DUA49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3099493 | PA      | $3229340.69   | 0.53%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7404668 | PA      | $7288473.49   | 1.19%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31292HHL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       160 | PA      | $164.83       | 0.00%             | 2031-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31371NHW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9719 | PA      | $10307.48     | 0.00%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 3128M45F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     44216 | PA      | $46583.85     | 0.01%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae                                         | CUSIP: 38383LES5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   8808569 | PA      | $1054457.93   | 0.17%             | 2047-08-20      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                  | Ginnie Mae I Pool                                  | CUSIP: 36200STN0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3115 | PA      | $3213.55      | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool                                   | CUSIP: 3132DVMV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3001079 | PA      | $3141621.29   | 0.51%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31371HHQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4744 | PA      | $4855.47      | 0.00%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae                                         | CUSIP: 38382LBZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |  15448786 | PA      | $2606984.25   | 0.42%             | 2050-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                  | Ginnie Mae I Pool                                  | CUSIP: 36213LLA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       228 | PA      | $235.08       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                  | Fannie Mae REMICS                                  | CUSIP: 3136B9ZB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |  10534036 | PA      | $1193584.27   | 0.19%             | 2050-05-25      | Floating      | 2.19%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36179XVR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2894590 | PA      | $2844795.17   | 0.46%             | 2053-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool                                   | CUSIP: 3132DMYD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   6528650 | PA      | $5681493.94   | 0.93%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36181BJY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1582019 | PA      | $1460097.19   | 0.24%             | 2043-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31404GBZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     40782 | PA      | $41189.88     | 0.01%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140Y7LC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6371249 | PA      | $6505168.48   | 1.06%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3138W0VH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    717641 | PA      | $686665.98    | 0.11%             | 2043-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool                                   | CUSIP: 3132DM2Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  15050461 | PA      | $12451457.65  | 2.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140XHK48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4195113 | PA      | $4152870.31   | 0.68%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31371HD96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7951 | PA      | $8091.86      | 0.00%             | 2028-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31298V7E1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     14630 | PA      | $15299.54     | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3138ERRX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3004511 | PA      | $3013126.02   | 0.49%             | 2045-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140XQ7L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5264988 | PA      | $5483492.94   | 0.89%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                  | Ginnie Mae I Pool                                  | CUSIP: 36208TFR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       212 | PA      | $213.09       | 0.00%             | 2027-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool                                   | CUSIP: 31427MMB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2925600 | PA      | $2951311.65   | 0.48%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                 | Freddie Mac REMICS                                 | CUSIP: 3137FPL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |   4956643 | PA      | $546110.58    | 0.09%             | 2049-11-25      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31292HJ47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     15290 | PA      | $15742.87     | 0.00%             | 2031-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31298DX44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1473 | PA      | $1482.10      | 0.00%             | 2030-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140XQGS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1530695 | PA      | $1544145.71   | 0.25%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest Strip                          | Fannie Mae Interest Strip                          | CUSIP: 31395Q5F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   1156394 | PA      | $151749.16    | 0.02%             | 2043-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Principal Government Money Market Fund - Class R-6 | Principal Government Money Market Fund - Class R-6 | CUSIP: 74257B639<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1958937 | NS      | $1958937.43   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae                                         | CUSIP: 38380FQP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |    642121 | PA      | $24870.77     | 0.00%             | 2046-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 3128M6ZF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     47995 | PA      | $50164.55     | 0.01%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool                                   | CUSIP: 31427QJN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2082739 | PA      | $1782991.57   | 0.29%             | 2053-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31296Q6M7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    105342 | PA      | $107929.26    | 0.02%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36179XVT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5315826 | PA      | $5423515.20   | 0.88%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 3128L9PU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2121 | PA      | $2191.12      | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 3132L5ME0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1597832 | PA      | $1520879.26   | 0.25%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 3132GDJ29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1473337 | PA      | $1481773.28   | 0.24%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31402RDB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     17094 | PA      | $17481.98     | 0.00%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36202C5S8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       512 | PA      | $525.38       | 0.00%             | 2028-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 3128K66Q8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       385 | PA      | $394.32       | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31380HGL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       906 | PA      | $937.10       | 0.00%             | 2028-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31391BDJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     19950 | PA      | $20631.39     | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                | Futures                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        34 | NC      | $-48152.60    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2351631 | PA      | $2127420.09   | 0.35%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 3128K64H0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      8433 | PA      | $8641.74      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31414MNP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9028 | PA      | $9552.52      | 0.00%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                  | Fannie Mae REMICS                                  | CUSIP: 3136BAML5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   7185993 | PA      | $835123.06    | 0.14%             | 2050-06-25      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36202DAN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6568 | PA      | $6738.26      | 0.00%             | 2029-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool                                   | CUSIP: 3132DUNQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7100797 | PA      | $7295516.63   | 1.19%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                | Futures                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       159 | NC      | $31814.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36179XNF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7109261 | PA      | $7137294.44   | 1.16%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                  | Ginnie Mae I Pool                                  | CUSIP: 36207BAZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7987 | PA      | $8078.10      | 0.00%             | 2029-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-4      | Santander Drive Auto Receivables Trust 2025-4      | CUSIP: 802923AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3935000 | PA      | $3942855.83   | 0.64%             | 2029-01-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3138ENGV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1246026 | PA      | $1225892.95   | 0.20%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36202DMR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8264 | PA      | $8611.65      | 0.00%             | 2031-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool                                   | CUSIP: 3142GRLC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4700313 | PA      | $4898992.29   | 0.80%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36179SWW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2251754 | PA      | $2061946.31   | 0.34%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 3618N5A25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16422586 | PA      | $16055179.13  | 2.62%             | 2054-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                  | Ginnie Mae I Pool                                  | CUSIP: 36181CD70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1134776 | PA      | $1098242.66   | 0.18%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31418DTR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9781867 | PA      | $8390460.36   | 1.37%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140XNCR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5560073 | PA      | $5719985.25   | 0.93%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31292H4J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     69591 | PA      | $71351.36     | 0.01%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2013-2                      | Sequoia Mortgage Trust 2013-2                      | CUSIP: 81745MAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    526671 | PA      | $520623.96    | 0.08%             | 2043-02-25      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae                                         | CUSIP: 38379AF62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   3596142 | PA      | $420652.56    | 0.07%             | 2044-03-20      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                  | Ginnie Mae I Pool                                  | CUSIP: 36208RP24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19310 | PA      | $19471.82     | 0.00%             | 2028-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  11120077 | PA      | $11161307.76  | 1.82%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                  | Fannie Mae REMICS                                  | CUSIP: 3136B5VS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |  15561840 | PA      | $1724399.76   | 0.28%             | 2049-08-25      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140XJGL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3948425 | PA      | $3999031.87   | 0.65%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                | Futures                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       207 | NC      | $131808.29    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool                                   | CUSIP: 3133KRPQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4797569 | PA      | $4929114.06   | 0.80%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3138WFEJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1844949 | PA      | $1814185.40   | 0.30%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140J5U56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2123590 | PA      | $2134656.27   | 0.35%             | 2045-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36179W5F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4345988 | PA      | $4278797.56   | 0.70%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool                                   | CUSIP: 3132DVHJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4251258 | PA      | $4280173.20   | 0.70%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2016-4                    | JP Morgan Mortgage Trust 2016-4                    | CUSIP: 46647JAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540632 | PA      | $495227.39    | 0.08%             | 2046-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3138ERT42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    849119 | PA      | $870554.28    | 0.14%             | 2044-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 3128MJAM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     15458 | PA      | $16095.35     | 0.00%             | 2034-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                  | Ginnie Mae I Pool                                  | CUSIP: 36211NMJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6826 | PA      | $6870.00      | 0.00%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-3       | GM Financial Automobile Leasing Trust 2024-3       | CUSIP: 38012QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1290406 | PA      | $1290640.35   | 0.21%             | 2027-01-20      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31410QA43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9480 | PA      | $10041.57     | 0.00%             | 2036-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                 | Freddie Mac REMICS                                 | CUSIP: 3137FPCA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |  11201416 | PA      | $1298402.07   | 0.21%             | 2049-10-25      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31402GSX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    137030 | PA      | $140099.60    | 0.02%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3138WA4D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1020355 | PA      | $1044589.28   | 0.17%             | 2044-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36179VSF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3337409 | PA      | $2779060.53   | 0.45%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31371KUG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     19244 | PA      | $19296.33     | 0.00%             | 2032-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3351521 | PA      | $2904757.90   | 0.47%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31417FBP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    580467 | PA      | $594883.35    | 0.10%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6329194 | PA      | $5267648.18   | 0.86%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36202D5T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    150816 | PA      | $156938.09    | 0.03%             | 2034-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31414CUW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    358498 | PA      | $367549.92    | 0.06%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                  | Fannie Mae REMICS                                  | CUSIP: 31359PMQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |       315 | PA      | $315.62       | 0.00%             | 2027-04-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31400FCA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    111665 | PA      | $113486.34    | 0.02%             | 2032-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140XQHN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  10837542 | PA      | $8860647.86   | 1.44%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                  | Ginnie Mae I Pool                                  | CUSIP: 36208LAV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        97 | PA      | $98.70        | 0.00%             | 2027-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31388PB83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     22242 | PA      | $23235.83     | 0.00%             | 2031-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3138WJNF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2859039 | PA      | $2607596.98   | 0.42%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                  | Ginnie Mae I Pool                                  | CUSIP: 36296HLM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23381 | PA      | $24279.64     | 0.00%             | 2038-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                  | Fannie Mae REMICS                                  | CUSIP: 3136ATWC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   2063602 | PA      | $112563.48    | 0.02%             | 2043-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NRP Mortgage Trust 2013-1                          | NRP Mortgage Trust 2013-1                          | CUSIP: 62942KAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1515733 | PA      | $1145952.34   | 0.19%             | 2043-07-25      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                 | Freddie Mac REMICS                                 | CUSIP: 3137FVLY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |   6888112 | PA      | $936092.40    | 0.15%             | 2050-08-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                  | Ginnie Mae I Pool                                  | CUSIP: 36210BV51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4313 | PA      | $4339.04      | 0.00%             | 2029-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool                                   | CUSIP: 3132DNQ97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4393893 | PA      | $4338247.06   | 0.71%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool                                   | CUSIP: 3142GUKM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2604748 | PA      | $2742430.62   | 0.45%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                  | Fannie Mae REMICS                                  | CUSIP: 3136B64Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   7387952 | PA      | $812005.35    | 0.13%             | 2049-11-25      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  13475105 | PA      | $13525066.59  | 2.20%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3138EJ6R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1455264 | PA      | $1389370.30   | 0.23%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31371MT56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       400 | PA      | $405.51       | 0.00%             | 2026-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31292GY42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4219 | PA      | $4367.59      | 0.00%             | 2029-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-1      | Santander Drive Auto Receivables Trust 2025-1      | CUSIP: 80288DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    114938 | PA      | $114973.13    | 0.02%             | 2027-08-16      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31416NET5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    104233 | PA      | $108546.10    | 0.02%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36180AB85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1213195 | PA      | $1186053.82   | 0.19%             | 2054-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3138WHKG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2237308 | PA      | $2040550.90   | 0.33%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 3617B9AK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1369791 | PA      | $1272612.30   | 0.21%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31390YLR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2722 | PA      | $2778.35      | 0.00%             | 2032-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae                                         | CUSIP: 38379XJB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   1665313 | PA      | $196268.28    | 0.03%             | 2046-06-20      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5156846 | PA      | $5074731.69   | 0.83%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool                                   | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3057696 | PA      | $2606223.44   | 0.42%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31410EDY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     13042 | PA      | $13800.21     | 0.00%             | 2036-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140K0SA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    834426 | PA      | $791952.06    | 0.13%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31292HEF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        70 | PA      | $73.01        | 0.00%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                          | Freddie Mac Non Gold Pool                          | CUSIP: 31336SDH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       376 | PA      | $384.98       | 0.00%             | 2032-10-01      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                   | Wheels Fleet Lease Funding 1 LLC                   | CUSIP: 96328GCF2<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   6876535 | PA      | $6886195.85   | 1.12%             | 2040-01-18      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool                                   | CUSIP: 3142GVBQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   9549250 | PA      | $9752880.20   | 1.59%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                  | Fannie Mae REMICS                                  | CUSIP: 3136ATTX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    202436 | PA      | $2465.07      | 0.00%             | 2043-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140F0HX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2670077 | PA      | $2442712.11   | 0.40%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool                                   | CUSIP: 3142GT2R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   9458428 | PA      | $9694735.91   | 1.58%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 3128MACW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    713661 | PA      | $732549.65    | 0.12%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 3128LA7C8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      8819 | PA      | $9164.71      | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae                                         | CUSIP: 38379QD69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   3769444 | PA      | $445320.59    | 0.07%             | 2045-10-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31297PRC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      8475 | PA      | $8700.76      | 0.00%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-1      | Santander Drive Auto Receivables Trust 2024-1      | CUSIP: 80288AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    263689 | PA      | $263842.36    | 0.04%             | 2028-04-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31414CJK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     61691 | PA      | $64296.98     | 0.01%             | 2038-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31413CJD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     98234 | PA      | $103884.08    | 0.02%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                  | Ginnie Mae I Pool                                  | CUSIP: 36209BTG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       630 | PA      | $636.66       | 0.00%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31388GTN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       947 | PA      | $979.69       | 0.00%             | 2031-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36202DMA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10268 | PA      | $10704.62     | 0.00%             | 2031-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                  | Fannie Mae REMICS                                  | CUSIP: 3136B5H40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   4380447 | PA      | $542662.95    | 0.09%             | 2049-09-25      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140Y65N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4169245 | PA      | $4278501.23   | 0.70%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-3      | Santander Drive Auto Receivables Trust 2025-3      | CUSIP: 80288JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5288768 | PA      | $5303007.41   | 0.86%             | 2028-10-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3138Y4PZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1105311 | PA      | $1100123.48   | 0.18%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool                                   | CUSIP: 3132DWCJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  10401308 | PA      | $8899491.81   | 1.45%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                  | Fannie Mae REMICS                                  | CUSIP: 3136APAG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   3066091 | PA      | $226475.61    | 0.04%             | 2045-06-25      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool                                   | CUSIP: 31427MNL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4330434 | PA      | $4506893.45   | 0.73%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                  | Ginnie Mae I Pool                                  | CUSIP: 36201TKE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4264 | PA      | $4328.27      | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36179YRG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2061294 | PA      | $2069414.73   | 0.34%             | 2054-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31400FCV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4101 | PA      | $4101.29      | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140W2HM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2717381 | PA      | $2823093.07   | 0.46%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31407BWY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5611 | PA      | $5738.73      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                  | Fannie Mae REMICS                                  | CUSIP: 31392CXX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    169454 | PA      | $175869.97    | 0.03%             | 2032-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 3128L9TP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     12235 | PA      | $12600.43     | 0.00%             | 2038-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3138EQZA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1477384 | PA      | $1481618.80   | 0.24%             | 2045-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140XQND5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4271030 | PA      | $4224327.34   | 0.69%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31293TKV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     30060 | PA      | $30774.62     | 0.01%             | 2029-07-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                  | Ginnie Mae I Pool                                  | CUSIP: 36213UKT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        62 | PA      | $63.11        | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140XB2U3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9754512 | PA      | $8446128.00   | 1.38%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae                                         | CUSIP: 38382HLM0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   9822749 | PA      | $1355567.88   | 0.22%             | 2050-08-20      | Floating      | 2.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140EVUX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2942506 | PA      | $2870396.21   | 0.47%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool                                   | CUSIP: 31427NHJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4236121 | PA      | $4348416.04   | 0.71%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 21H042620<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15150000 | PA      | $14791986.26  | 2.41%             | 2056-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140XQBV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3172237 | PA      | $3301338.07   | 0.54%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3138WDRX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2434278 | PA      | $2446967.68   | 0.40%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 21H050623<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6435000 | PA      | $6433469.44   | 1.05%             | 2056-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2017-3                      | Sequoia Mortgage Trust 2017-3                      | CUSIP: 81746XCC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1543316 | PA      | $1474729.64   | 0.24%             | 2047-04-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 3128M6WB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     22228 | PA      | $23479.47     | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2015-2         | New Residential Mortgage Loan Trust 2015-2         | CUSIP: 64829EAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2004972 | PA      | $2006849.75   | 0.33%             | 2055-08-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                          | Fannie Mae or Freddie Mac                          | CUSIP: 01F040636<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6100000 | PA      | $5819119.71   | 0.95%             | 2056-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3138EQ2X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2010827 | PA      | $1848655.81   | 0.30%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2025-HYB1                   | Sequoia Mortgage Trust 2025-HYB1                   | CUSIP: 816938AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8409434 | PA      | $8412553.55   | 1.37%             | 2055-10-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                  | Ginnie Mae I Pool                                  | CUSIP: 36209JHD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5514 | PA      | $5569.00      | 0.00%             | 2028-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31391KSU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3817 | PA      | $3906.58      | 0.00%             | 2032-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2025-1    | Capital One Prime Auto Receivables Trust 2025-1    | CUSIP: 14043YAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2010000 | PA      | $2011599.76   | 0.33%             | 2029-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36179YU51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6502598 | PA      | $6518584.40   | 1.06%             | 2054-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                          | Fannie Mae or Freddie Mac                          | CUSIP: 01F042632<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7000000 | PA      | $6849387.09   | 1.12%             | 2056-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140XHE37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  11047602 | PA      | $9685137.94   | 1.58%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                  | Fannie Mae REMICS                                  | CUSIP: 3136ATTW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   9233338 | PA      | $997919.80    | 0.16%             | 2046-09-25      | Floating      | 2.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140W3VT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6842038 | PA      | $6573455.64   | 1.07%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool                                   | CUSIP: 31427NWW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3653053 | PA      | $3745966.20   | 0.61%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140J8SB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1574144 | PA      | $1612914.36   | 0.26%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31413RXY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8515 | PA      | $8770.78      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140XFDY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  12196608 | PA      | $10056086.61  | 1.64%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool                                   | CUSIP: 3132DTMK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4235679 | PA      | $4351825.05   | 0.71%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31411AVF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5133 | PA      | $5396.18      | 0.00%             | 2036-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31335BP67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1424057 | PA      | $1460301.87   | 0.24%             | 2048-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140W2PR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3826985 | PA      | $3896901.14   | 0.64%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2017-5                      | Sequoia Mortgage Trust 2017-5                      | CUSIP: 81746DAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    163223 | PA      | $148963.66    | 0.02%             | 2047-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140Y6TZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2502607 | PA      | $2565132.15   | 0.42%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                   | Freddie Mac Pool                                   | CUSIP: 3142GTE44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2035896 | PA      | $2056984.34   | 0.34%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                 | Freddie Mac REMICS                                 | CUSIP: 3137BP7L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    698720 | PA      | $654412.94    | 0.11%             | 2046-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31283HUT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5528 | PA      | $5535.33      | 0.00%             | 2032-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                  | Fannie Mae REMICS                                  | CUSIP: 3136B6QQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |  10026983 | PA      | $1234065.92   | 0.20%             | 2049-10-25      | Floating      | 2.19%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2015-PS1             | Citigroup Mortgage Loan Trust 2015-PS1             | CUSIP: 17324VAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1992084 | PA      | $1997659.52   | 0.33%             | 2042-09-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                 | Freddie Mac REMICS                                 | CUSIP: 3137AWBP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    985089 | PA      | $130300.20    | 0.02%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31387D5K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     34127 | PA      | $35292.79     | 0.01%             | 2031-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae                                         | CUSIP: 38382LBY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |  10361548 | PA      | $1774229.68   | 0.29%             | 2050-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3140J5XH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2699530 | PA      | $2650882.49   | 0.43%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36179YFK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4577106 | PA      | $4595586.19   | 0.75%             | 2053-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                  | Fannie Mae REMICS                                  | CUSIP: 3136AQ2X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   1531240 | PA      | $111070.05    | 0.02%             | 2036-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                  | Ginnie Mae I Pool                                  | CUSIP: 3620ASWZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1856233 | PA      | $1801090.21   | 0.29%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                  | Fannie Mae REMICS                                  | CUSIP: 3136AXT39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |  14040403 | PA      | $1629989.64   | 0.27%             | 2047-09-25      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31292HP65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     33432 | PA      | $34960.89     | 0.01%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae                                         | CUSIP: 38382JA89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   6198588 | PA      | $902987.91    | 0.15%             | 2050-09-20      | Floating      | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 3132WHJV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3228875 | PA      | $2970670.44   | 0.48%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31381CQM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4543 | PA      | $4698.53      | 0.00%             | 2029-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31400B4F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     27066 | PA      | $28094.74     | 0.00%             | 2033-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36179YDK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10897411 | PA      | $11117124.24  | 1.81%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                         | Ginnie Mae                                         | CUSIP: 38380GHP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |    866828 | PA      | $44055.68     | 0.01%             | 2044-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 3128M4V67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4422 | PA      | $4617.50      | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                 | Ginnie Mae II Pool                                 | CUSIP: 36179VN22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11075819 | PA      | $9599525.64   | 1.56%             | 2050-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 31403NPV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9560 | PA      | $9795.94      | 0.00%             | 2033-12-01      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                    | Fannie Mae Pool                                    | CUSIP: 3138EGXA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1971583 | PA      | $2021418.87   | 0.33%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                              | Freddie Mac Gold Pool                              | CUSIP: 31296NYL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3816 | PA      | $3875.21      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-27

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

**Signature:** Megan Hoffmann

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

**Title:** Vice President and Treasurer