# EDGAR Filing Document

**Accession Number:** 0000898745
**File Stem:** 0000898745-26-000700
**Filing Date:** 2026-6
**Character Count:** 137789
**Document Hash:** ce88cd89d0fec8a1b0143073d4fe3b8f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000898745-26-000700.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0000898745-26-000700

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**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:** 261118209

**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:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $625784689.09

**Total Liabilities:** $45218433.06

**Net Assets:** $580566256.03

**Delayed Delivery Securities:** $4090000.00

**Cash Not Reported:** $788563.39

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 403.01420000 | **1-Year:** 4558.03540000 | **5-Year:** 29789.05060000 | **10-Year:** 38233.54630000 | **30-Year:** 32694.18700000

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

- **3-Month:** 15.85650000 | **1-Year:** 179.33480000 | **5-Year:** 1172.04270000 | **10-Year:** 1504.28920000 | **30-Year:** 1286.34450000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000038760 | 1.48%                | -1.64%               | -0.02%               |
| Class ID C000038763 | 1.50%                | -1.72%               | 0.11%                |
| Class ID C000113842 | 1.46%                | -1.76%               | -0.04%               |
| Class ID C000113844 | 1.60%                | -1.73%               | -0.01%               |
| Class ID C000113845 | 1.47%                | -1.75%               | 0.08%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-711941.31              | $9079990.53                                |
| Month 2  | $303044.17               | $-13808807.57                              |
| Month 3  | $431053.39               | $-2152491.21                               |

**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 or Freddie Mac                                       | Fannie Mae or Freddie Mac                                       | CUSIP: 01F042657<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9500000 | PA      | $9137153.87   | 1.57%             | 2056-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                       | Fannie Mae or Freddie Mac                                       | CUSIP: 01F050650<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1525000 | PA      | $1502262.62   | 0.26%             | 2056-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust 2025-1                                          | BofA Auto Trust 2025-1                                          | CUSIP: 05594BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    588628 | PA      | $588809.37    | 0.10%             | 2027-11-22      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| CSMC Trust 2015-1                                               | CSMC Trust 2015-1                                               | CUSIP: 12649NAT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1886354 | PA      | $1824343.69   | 0.31%             | 2045-01-25      | Variable      | 3.88%                 | 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        |   1986147 | PA      | $1984548.31   | 0.34%             | 2029-01-16      | Fixed         | 3.88%                 | 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        |   1770244 | PA      | $1763136.89   | 0.30%             | 2042-09-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                      | Ginnie Mae                                                      | CUSIP: 21H042653<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15150000 | PA      | $14607914.06  | 2.52%             | 2056-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                      | Ginnie Mae                                                      | CUSIP: 21H050664<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6435000 | PA      | $6365314.10   | 1.10%             | 2056-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                      | Ginnie Mae                                                      | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    625000 | PA      | $629392.02    | 0.11%             | 2056-05-20      | Fixed         | 5.50%                 | 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        |    801281 | PA      | $801851.09    | 0.14%             | 2028-08-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                           | Freddie Mac Gold Pool                                           | CUSIP: 31283HLX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      7021 | PA      | $7413.66      | 0.00%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                           | Freddie Mac Gold Pool                                           | CUSIP: 31283HUT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5287 | PA      | $5268.45      | 0.00%             | 2032-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                           | Freddie Mac Gold Pool                                           | CUSIP: 31287PK51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2807 | PA      | $2866.66      | 0.00%             | 2032-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                           | Freddie Mac Gold Pool                                           | CUSIP: 31288JQN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       757 | PA      | $761.87       | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Strips                                              | Freddie Mac Strips                                              | CUSIP: 3128HX5W1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    421899 | PA      | $407499.92    | 0.07%             | 2042-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                           | Freddie Mac Gold Pool                                           | CUSIP: 3128K64H0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      7753 | PA      | $7857.21      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                           | Freddie Mac Gold Pool                                           | CUSIP: 3128K66Q8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       364 | PA      | $368.83       | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                           | Freddie Mac Gold Pool                                           | CUSIP: 3128K8DA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1561 | PA      | $1582.41      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                           | Freddie Mac Gold Pool                                           | CUSIP: 3128KE4E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     11476 | PA      | $11867.62     | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                           | Freddie Mac Gold Pool                                           | CUSIP: 3128KMLP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     32590 | PA      | $33837.41     | 0.01%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                           | Freddie Mac Gold Pool                                           | CUSIP: 3128L7YX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     17528 | PA      | $17997.82     | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                           | Freddie Mac Gold Pool                                           | CUSIP: 3128L9PU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2086 | PA      | $2132.81      | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                           | Freddie Mac Gold Pool                                           | CUSIP: 3128L9TP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     12061 | PA      | $12369.80     | 0.00%             | 2038-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                           | Freddie Mac Gold Pool                                           | CUSIP: 3128LA7C8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      8647 | PA      | $8889.63      | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                           | Freddie Mac Gold Pool                                           | CUSIP: 3128LXB90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    801458 | PA      | $809051.38    | 0.14%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                           | Freddie Mac Gold Pool                                           | CUSIP: 3128LXGZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     80770 | PA      | $81852.29     | 0.01%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                           | Freddie Mac Gold Pool                                           | CUSIP: 3128M45F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     43263 | PA      | $45286.38     | 0.01%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                           | Freddie Mac Gold Pool                                           | CUSIP: 3128M4V67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4276 | PA      | $4414.53      | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                           | Freddie Mac Gold Pool                                           | CUSIP: 3128M6WB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     21891 | PA      | $22963.95     | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                           | Freddie Mac Gold Pool                                           | CUSIP: 3128M6ZF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     47349 | PA      | $49324.24     | 0.01%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                           | Freddie Mac Gold Pool                                           | CUSIP: 3128MACW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    696875 | PA      | $706247.58    | 0.12%             | 2044-07-01      | 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        |     14692 | PA      | $15186.08     | 0.00%             | 2034-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                           | Freddie Mac Gold Pool                                           | CUSIP: 31292G2K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      7803 | PA      | $8239.18      | 0.00%             | 2029-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                           | Freddie Mac Gold Pool                                           | CUSIP: 31292GVT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       537 | PA      | $548.23       | 0.00%             | 2028-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                           | Freddie Mac Gold Pool                                           | CUSIP: 31292GY42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3728 | PA      | $3869.03      | 0.00%             | 2029-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                           | Freddie Mac Gold Pool                                           | CUSIP: 31292H4J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     66196 | PA      | $67562.79     | 0.01%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                           | Freddie Mac Gold Pool                                           | CUSIP: 31292HEF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        66 | PA      | $68.24        | 0.00%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                           | Freddie Mac Gold Pool                                           | CUSIP: 31292HJ47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     14434 | PA      | $14779.00     | 0.00%             | 2031-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                           | Freddie Mac Gold Pool                                           | CUSIP: 31292HL85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       505 | PA      | $515.36       | 0.00%             | 2031-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                           | Freddie Mac Gold Pool                                           | CUSIP: 31292HLZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     10816 | PA      | $11225.54     | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                           | Freddie Mac Gold Pool                                           | CUSIP: 31292HNN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1471 | PA      | $1526.29      | 0.00%             | 2032-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                           | Freddie Mac Gold Pool                                           | CUSIP: 31292HP40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1373 | PA      | $1424.97      | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                           | Freddie Mac Gold Pool                                           | CUSIP: 31292HP65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     30979 | PA      | $32711.78     | 0.01%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                           | Freddie Mac Gold Pool                                           | CUSIP: 31292HUR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     69656 | PA      | $70579.49     | 0.01%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                           | Freddie Mac Gold Pool                                           | CUSIP: 31293TKV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     27995 | PA      | $28579.42     | 0.00%             | 2029-07-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                           | Freddie Mac Gold Pool                                           | CUSIP: 31296NYL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3682 | PA      | $3709.97      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                           | Freddie Mac Gold Pool                                           | CUSIP: 31296Q6M7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    102676 | PA      | $104859.76    | 0.02%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                           | Freddie Mac Gold Pool                                           | CUSIP: 31296XUW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     18042 | PA      | $18149.92     | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                           | Freddie Mac Gold Pool                                           | CUSIP: 31297PRC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      7560 | PA      | $7721.10      | 0.00%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                           | Freddie Mac Gold Pool                                           | CUSIP: 31298PBS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     13889 | PA      | $14415.24     | 0.00%             | 2031-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                           | Freddie Mac Gold Pool                                           | CUSIP: 31298V7E1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     13619 | PA      | $14380.84     | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                | Freddie Mac Pool                                                | CUSIP: 3132DM2Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  14681563 | PA      | $11995768.65  | 2.07%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                | Freddie Mac Pool                                                | CUSIP: 3132DMYD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   6384840 | PA      | $5483993.89   | 0.94%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                | Freddie Mac Pool                                                | CUSIP: 3132DNQ97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4298344 | PA      | $4167481.65   | 0.72%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                | Freddie Mac Pool                                                | CUSIP: 3132DTMK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4110760 | PA      | $4190848.77   | 0.72%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                | Freddie Mac Pool                                                | CUSIP: 3132DUA49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2895907 | PA      | $3009189.16   | 0.52%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                | Freddie Mac Pool                                                | CUSIP: 3132DUNQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   6924674 | PA      | $7059591.71   | 1.22%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                | Freddie Mac Pool                                                | CUSIP: 3132DVHJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4157000 | PA      | $4126611.47   | 0.71%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                | Freddie Mac Pool                                                | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4832460 | PA      | $4128264.57   | 0.71%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                | Freddie Mac Pool                                                | CUSIP: 3132DWCJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  10209438 | PA      | $8606255.45   | 1.48%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                | Freddie Mac Pool                                                | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3002970 | PA      | $2531321.22   | 0.44%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                           | Freddie Mac Gold Pool                                           | CUSIP: 3132GDJ29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1399478 | PA      | $1389354.10   | 0.24%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                           | Freddie Mac Gold Pool                                           | CUSIP: 3132GLQQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1348696 | PA      | $1301032.42   | 0.22%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                           | Freddie Mac Gold Pool                                           | CUSIP: 3132H7DU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1701675 | PA      | $1595432.24   | 0.27%             | 2044-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                           | Freddie Mac Gold Pool                                           | CUSIP: 3132L5B44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    816193 | PA      | $746664.08    | 0.13%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                           | Freddie Mac Gold Pool                                           | CUSIP: 3132QRQJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2099758 | PA      | $1913882.51   | 0.33%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                           | Freddie Mac Gold Pool                                           | CUSIP: 3132WHJV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3019736 | PA      | $2744071.33   | 0.47%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                           | Freddie Mac Gold Pool                                           | CUSIP: 31335AJX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2476877 | PA      | $2384344.36   | 0.41%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                           | Freddie Mac Gold Pool                                           | CUSIP: 31335BBA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1376543 | PA      | $1285440.45   | 0.22%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                           | Freddie Mac Gold Pool                                           | CUSIP: 31335BP67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1372723 | PA      | $1385466.89   | 0.24%             | 2048-03-01      | Fixed         | 5.00%                 | 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        |       366 | PA      | $373.13       | 0.00%             | 2032-10-01      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                | Freddie Mac Pool                                                | CUSIP: 3133BH2H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4277312 | PA      | $4141148.98   | 0.71%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                | Freddie Mac Pool                                                | CUSIP: 3133KNAH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   8685330 | PA      | $7084611.74   | 1.22%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                | Freddie Mac Pool                                                | CUSIP: 3133KRPQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2339841 | PA      | $2385012.20   | 0.41%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                              | Freddie Mac REMICS                                              | CUSIP: 3133TAU83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |      3003 | PA      | $2982.85      | 0.00%             | 2027-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                               | Fannie Mae REMICS                                               | CUSIP: 31359PMQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |       212 | PA      | $212.42       | 0.00%             | 2027-04-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                               | Fannie Mae REMICS                                               | CUSIP: 3136AAKC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   5294861 | PA      | $683949.90    | 0.12%             | 2042-12-25      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                               | Fannie Mae REMICS                                               | CUSIP: 3136AB5H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    626231 | PA      | $9921.26      | 0.00%             | 2028-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                               | Fannie Mae REMICS                                               | CUSIP: 3136ABH30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     59942 | PA      | $59637.27     | 0.01%             | 2043-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                               | Fannie Mae REMICS                                               | CUSIP: 3136APAG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   2947496 | PA      | $218098.81    | 0.04%             | 2045-06-25      | Variable      | 2.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                               | Fannie Mae REMICS                                               | CUSIP: 3136AQ2X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   1435685 | PA      | $100137.29    | 0.02%             | 2036-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                               | Fannie Mae REMICS                                               | CUSIP: 3136ATTW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   8935670 | PA      | $916553.16    | 0.16%             | 2046-09-25      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                               | Fannie Mae REMICS                                               | CUSIP: 3136ATTX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    145960 | PA      | $2261.26      | 0.00%             | 2043-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                               | Fannie Mae REMICS                                               | CUSIP: 3136ATVP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    423450 | PA      | $4874.34      | 0.00%             | 2040-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                               | Fannie Mae REMICS                                               | CUSIP: 3136ATWC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   1866228 | PA      | $96112.23     | 0.02%             | 2043-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                               | Fannie Mae REMICS                                               | CUSIP: 3136AUSM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    196984 | PA      | $195625.44    | 0.03%             | 2042-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                               | Fannie Mae REMICS                                               | CUSIP: 3136AXEF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   1866243 | PA      | $88060.18     | 0.02%             | 2032-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                               | Fannie Mae REMICS                                               | CUSIP: 3136AXT39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |  13732454 | PA      | $1493245.09   | 0.26%             | 2047-09-25      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                               | Fannie Mae REMICS                                               | CUSIP: 3136B1F58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    635640 | PA      | $562154.51    | 0.10%             | 2048-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                               | Fannie Mae REMICS                                               | CUSIP: 3136B5H40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   4332186 | PA      | $515587.75    | 0.09%             | 2049-09-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                               | Fannie Mae REMICS                                               | CUSIP: 3136B5VS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |  15151454 | PA      | $1602040.51   | 0.28%             | 2049-08-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                               | Fannie Mae REMICS                                               | CUSIP: 3136B64Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   7206663 | PA      | $753934.38    | 0.13%             | 2049-11-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                               | Fannie Mae REMICS                                               | CUSIP: 3136B6QQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   9669803 | PA      | $1145985.74   | 0.20%             | 2049-10-25      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                               | Fannie Mae REMICS                                               | CUSIP: 3136B9ZB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |  10335596 | PA      | $1127712.79   | 0.19%             | 2050-05-25      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                               | Fannie Mae REMICS                                               | CUSIP: 3136BAML5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   6912941 | PA      | $768390.67    | 0.13%             | 2050-06-25      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                               | Fannie Mae REMICS                                               | CUSIP: 3136BDS82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |  10021853 | PA      | $1757961.22   | 0.30%             | 2051-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31371G2Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4568 | PA      | $4631.61      | 0.00%             | 2028-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31371HD96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7181 | PA      | $7278.94      | 0.00%             | 2028-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31371HHQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4082 | PA      | $4164.72      | 0.00%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31371HT32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5476 | PA      | $5590.91      | 0.00%             | 2029-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31371KUG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     17335 | PA      | $17337.11     | 0.00%             | 2032-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31371MT56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        35 | PA      | $34.93        | 0.00%             | 2026-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31371NHW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9535 | PA      | $10008.27     | 0.00%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                              | Freddie Mac REMICS                                              | CUSIP: 3137AWBP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    962969 | PA      | $125260.23    | 0.02%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                              | Freddie Mac REMICS                                              | CUSIP: 3137BP7L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    684199 | PA      | $634244.16    | 0.11%             | 2046-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                              | Freddie Mac REMICS                                              | CUSIP: 3137FPCA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |  10903581 | PA      | $1168328.55   | 0.20%             | 2049-10-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                              | Freddie Mac REMICS                                              | CUSIP: 3137FPL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |   4853978 | PA      | $508641.55    | 0.09%             | 2049-11-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                              | Freddie Mac REMICS                                              | CUSIP: 3137FVLY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |   6726585 | PA      | $840424.91    | 0.14%             | 2050-08-25      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                              | Freddie Mac REMICS                                              | CUSIP: 3137H7VL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |   8002048 | PA      | $874963.96    | 0.15%             | 2050-03-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                              | Freddie Mac REMICS                                              | CUSIP: 3137HAEG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |  13557890 | PA      | $1444315.20   | 0.25%             | 2049-09-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31381CQM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3656 | PA      | $3790.58      | 0.00%             | 2029-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31385C3V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     16048 | PA      | $16366.81     | 0.00%             | 2031-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31387D5K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     32802 | PA      | $34008.76     | 0.01%             | 2031-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31388GTN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       912 | PA      | $945.92       | 0.00%             | 2031-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31388PB83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     21479 | PA      | $22657.70     | 0.00%             | 2031-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31388X4C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       216 | PA      | $220.81       | 0.00%             | 2031-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31389XRY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1897 | PA      | $1967.12      | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 3138EGXA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1908505 | PA      | $1931847.68   | 0.33%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 3138EJ6R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1414488 | PA      | $1332043.91   | 0.23%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 3138EKG33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    347309 | PA      | $349841.85    | 0.06%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 3138EKU29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    890825 | PA      | $857529.55    | 0.15%             | 2043-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 3138EP2G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1077927 | PA      | $1061495.49   | 0.18%             | 2045-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 3138EQ2X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1937679 | PA      | $1760742.76   | 0.30%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 3138EQZA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1434420 | PA      | $1410910.84   | 0.24%             | 2045-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 3138ERRX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2933981 | PA      | $2885631.47   | 0.50%             | 2045-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 3138ERT42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    825023 | PA      | $835101.39    | 0.14%             | 2044-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 3138WA4D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    984986 | PA      | $992660.92    | 0.17%             | 2044-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 3138WDJN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    997268 | PA      | $961013.69    | 0.17%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 3138WDRX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2330463 | PA      | $2294944.69   | 0.40%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 3138WFEJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1794314 | PA      | $1728628.03   | 0.30%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 3138WHKG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2192815 | PA      | $1974539.66   | 0.34%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 3138WJNF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2760052 | PA      | $2485310.29   | 0.43%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 3138Y4PZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1093413 | PA      | $1065906.53   | 0.18%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 3138YEN37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1527784 | PA      | $1432682.92   | 0.25%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31391BDJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     13679 | PA      | $14181.99     | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31391KSU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3704 | PA      | $3778.45      | 0.00%             | 2032-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                               | Fannie Mae REMICS                                               | CUSIP: 31392CXX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    157289 | PA      | $161966.49    | 0.03%             | 2032-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest Strip                                       | Fannie Mae Interest Strip                                       | CUSIP: 31395Q5F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   1123271 | PA      | $145031.93    | 0.02%             | 2043-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31400B4F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     25575 | PA      | $26515.33     | 0.00%             | 2033-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31400FCA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    105842 | PA      | $106898.66    | 0.02%             | 2032-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31400FCS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     27065 | PA      | $26936.39     | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31400FCU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     24253 | PA      | $24238.24     | 0.00%             | 2032-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31400FCV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2777 | PA      | $2772.98      | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31402GSX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    129848 | PA      | $132154.84    | 0.02%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31402RDB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     16487 | PA      | $16541.31     | 0.00%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31403NPV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9140 | PA      | $9345.91      | 0.00%             | 2033-12-01      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31404GBZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     37608 | PA      | $37820.94     | 0.01%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31406FBU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    108220 | PA      | $108863.31    | 0.02%             | 2034-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31406XKG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     49950 | PA      | $50519.46     | 0.01%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31407BWY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5454 | PA      | $5520.22      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31409DZE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1199 | PA      | $1242.99      | 0.00%             | 2036-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 3140ARHY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4452406 | PA      | $4389361.10   | 0.76%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 3140EVUX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2883796 | PA      | $2754487.68   | 0.47%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 3140F0HX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2607114 | PA      | $2351616.78   | 0.41%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 3140J5U56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2056387 | PA      | $2025999.52   | 0.35%             | 2045-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 3140J8SB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1536830 | PA      | $1549749.72   | 0.27%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 3140Q8KE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2344735 | PA      | $2245354.67   | 0.39%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 3140QEK35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3479939 | PA      | $3075255.99   | 0.53%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 3140QTG86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5246711 | PA      | $5333476.83   | 0.92%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 3140W2HM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2537628 | PA      | $2632132.10   | 0.45%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 3140W2PR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3677632 | PA      | $3713556.32   | 0.64%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 3140W3VT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3365718 | PA      | $3166629.57   | 0.55%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 3140W5AG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3893579 | PA      | $3662047.03   | 0.63%             | 2054-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 3140W5BL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5902558 | PA      | $5833760.06   | 1.00%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 3140X8BA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5633122 | PA      | $4992035.92   | 0.86%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 3140XB2U3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9606586 | PA      | $8216563.68   | 1.42%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 3140XFDY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  11980301 | PA      | $9753448.72   | 1.68%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 3140XFL41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9743641 | PA      | $7971695.55   | 1.37%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 3140XGDS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9395408 | PA      | $7718037.84   | 1.33%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 3140XHE37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  10773854 | PA      | $9334800.56   | 1.61%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 3140XHK48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4147501 | PA      | $4033745.62   | 0.69%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 3140XJGL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3814672 | PA      | $3807025.49   | 0.66%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 3140XNCR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5348497 | PA      | $5456258.48   | 0.94%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 3140XQ7L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4869626 | PA      | $5016924.01   | 0.86%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 3140XQBV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3018319 | PA      | $3128157.70   | 0.54%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 3140XQGS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1520945 | PA      | $1508152.33   | 0.26%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 3140XQHN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  10626086 | PA      | $8578088.34   | 1.48%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 3140XQND5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4186927 | PA      | $4065467.28   | 0.70%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 3140XR3G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5127439 | PA      | $5086651.01   | 0.88%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 3140Y65N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4073715 | PA      | $4147233.70   | 0.71%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 3140Y6TZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2468792 | PA      | $2509561.29   | 0.43%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 3140Y7LC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6276879 | PA      | $6369236.87   | 1.10%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31410EDY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     12826 | PA      | $13598.05     | 0.00%             | 2036-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31410QA43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9323 | PA      | $9891.89      | 0.00%             | 2036-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31410TWZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5223 | PA      | $5414.95      | 0.00%             | 2036-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31411AVF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4895 | PA      | $5157.68      | 0.00%             | 2036-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31412QFE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    752091 | PA      | $745747.10    | 0.13%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31413AJK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7153 | PA      | $7581.28      | 0.00%             | 2037-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31413CJD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     84122 | PA      | $89182.51     | 0.02%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31413RXY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8393 | PA      | $8607.76      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31414BYA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     25407 | PA      | $26565.68     | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31414CJK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     60443 | PA      | $62290.48     | 0.01%             | 2038-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31414CUW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    351247 | PA      | $355537.71    | 0.06%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31414HZ42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    271580 | PA      | $278036.78    | 0.05%             | 2037-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31414MNP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8859 | PA      | $9254.78      | 0.00%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31414QWV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     18078 | PA      | $18902.79     | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31416NET5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    102259 | PA      | $105943.84    | 0.02%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31416WE57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    695143 | PA      | $703644.51    | 0.12%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31417B2S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    755067 | PA      | $710588.37    | 0.12%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31417FBP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    539493 | PA      | $546979.48    | 0.09%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31418DTR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9623491 | PA      | $8144101.40   | 1.40%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7227439 | PA      | $6988307.11   | 1.20%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4225093 | PA      | $4183264.79   | 0.72%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  10751021 | PA      | $10644031.85  | 1.83%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31418EXS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2919308 | PA      | $2814283.79   | 0.48%             | 2053-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31418MZ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1767926 | PA      | $1805732.11   | 0.31%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                | Freddie Mac Pool                                                | CUSIP: 31427MMB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2845832 | PA      | $2821894.30   | 0.49%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                | Freddie Mac Pool                                                | CUSIP: 31427MNL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4113811 | PA      | $4271925.51   | 0.74%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                | Freddie Mac Pool                                                | CUSIP: 31427NHJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4104285 | PA      | $4167029.83   | 0.72%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                | Freddie Mac Pool                                                | CUSIP: 31427NWW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3632747 | PA      | $3684362.17   | 0.63%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                | Freddie Mac Pool                                                | CUSIP: 31427QJN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2020738 | PA      | $1707148.99   | 0.29%             | 2053-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                | Freddie Mac Pool                                                | CUSIP: 31427SB56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  11421694 | PA      | $9181272.93   | 1.58%             | 2052-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                | Freddie Mac Pool                                                | CUSIP: 3142GRLC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4558617 | PA      | $4739706.07   | 0.82%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                | Freddie Mac Pool                                                | CUSIP: 3142GT2R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   9135932 | PA      | $9286801.67   | 1.60%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                | Freddie Mac Pool                                                | CUSIP: 3142GTE44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1988255 | PA      | $1978885.77   | 0.34%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                | Freddie Mac Pool                                                | CUSIP: 3142GVBQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   9224489 | PA      | $9325930.02   | 1.61%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC | CUSIP: 315961AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2550000 | PA      | $2524736.64   | 0.43%             | 2056-03-20      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                              | Ginnie Mae II Pool                                              | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6200083 | PA      | $5103354.46   | 0.88%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                              | Ginnie Mae II Pool                                              | CUSIP: 36179VN22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10852024 | PA      | $9306024.39   | 1.60%             | 2050-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                              | Ginnie Mae II Pool                                              | CUSIP: 36179VSF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3271752 | PA      | $2693013.80   | 0.46%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                              | Ginnie Mae II Pool                                              | CUSIP: 36179W5F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4244554 | PA      | $4130189.19   | 0.71%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                              | Ginnie Mae II Pool                                              | CUSIP: 36179WFF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3112268 | PA      | $2561740.92   | 0.44%             | 2051-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                              | Ginnie Mae II Pool                                              | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8942673 | PA      | $7668174.71   | 1.32%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                              | Ginnie Mae II Pool                                              | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2298624 | PA      | $2049638.96   | 0.35%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                              | Ginnie Mae II Pool                                              | CUSIP: 36179X2K1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5325902 | PA      | $5314128.76   | 0.92%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                              | Ginnie Mae II Pool                                              | CUSIP: 36179X5H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4415954 | PA      | $4481218.04   | 0.77%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                              | Ginnie Mae II Pool                                              | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5030830 | PA      | $4889323.56   | 0.84%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                              | Ginnie Mae II Pool                                              | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4054373 | PA      | $3823751.05   | 0.66%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                              | Ginnie Mae II Pool                                              | CUSIP: 36179XNF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6881335 | PA      | $6862470.12   | 1.18%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                              | Ginnie Mae II Pool                                              | CUSIP: 36179XVR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2823342 | PA      | $2741971.41   | 0.47%             | 2053-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                              | Ginnie Mae II Pool                                              | CUSIP: 36179XVT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4983257 | PA      | $5059827.79   | 0.87%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                              | Ginnie Mae II Pool                                              | CUSIP: 36179XX50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11222500 | PA      | $11183685.27  | 1.93%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                              | Ginnie Mae II Pool                                              | CUSIP: 36179YDK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5129274 | PA      | $5198556.90   | 0.90%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                              | Ginnie Mae II Pool                                              | CUSIP: 36179YFK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4461254 | PA      | $4440419.75   | 0.76%             | 2053-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                              | Ginnie Mae II Pool                                              | CUSIP: 36179YHR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4583471 | PA      | $4562065.81   | 0.79%             | 2053-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                              | Ginnie Mae II Pool                                              | CUSIP: 36179YRG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1983021 | PA      | $1972012.51   | 0.34%             | 2054-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                              | Ginnie Mae II Pool                                              | CUSIP: 36179YU51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6268483 | PA      | $6232388.40   | 1.07%             | 2054-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                              | Ginnie Mae II Pool                                              | CUSIP: 3617B9AK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1334648 | PA      | $1224173.90   | 0.21%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                              | Ginnie Mae II Pool                                              | CUSIP: 36180AB85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1187339 | PA      | $1146751.31   | 0.20%             | 2054-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                              | Ginnie Mae II Pool                                              | CUSIP: 36181BJY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1540476 | PA      | $1403460.49   | 0.24%             | 2043-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                               | Ginnie Mae I Pool                                               | CUSIP: 36181CD70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1066704 | PA      | $1019070.71   | 0.18%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                              | Ginnie Mae II Pool                                              | CUSIP: 3618N5A25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13814256 | PA      | $13363177.25  | 2.30%             | 2054-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                               | Ginnie Mae I Pool                                               | CUSIP: 36200STN0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2928 | PA      | $3007.23      | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                               | Ginnie Mae I Pool                                               | CUSIP: 36201TKE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4083 | PA      | $4127.19      | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                              | Ginnie Mae II Pool                                              | CUSIP: 36202C5S8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       441 | PA      | $450.82       | 0.00%             | 2028-10-20      | 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        |       646 | PA      | $676.03       | 0.00%             | 2028-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                              | Ginnie Mae II Pool                                              | CUSIP: 36202CP64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        33 | PA      | $34.36        | 0.00%             | 2026-07-20      | 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        |    242818 | PA      | $249967.48    | 0.04%             | 2034-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                              | Ginnie Mae II Pool                                              | CUSIP: 36202D5T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    146135 | PA      | $152858.24    | 0.03%             | 2034-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                              | Ginnie Mae II Pool                                              | CUSIP: 36202DAN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5700 | PA      | $5819.61      | 0.00%             | 2029-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                              | Ginnie Mae II Pool                                              | CUSIP: 36202DMA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9529 | PA      | $9967.54      | 0.00%             | 2031-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                              | Ginnie Mae II Pool                                              | CUSIP: 36202DMR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7669 | PA      | $8021.67      | 0.00%             | 2031-04-20      | 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        |    217692 | PA      | $222314.58    | 0.04%             | 2033-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                              | Ginnie Mae II Pool                                              | CUSIP: 36202DYM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    174902 | PA      | $180213.37    | 0.03%             | 2033-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                              | Ginnie Mae II Pool                                              | CUSIP: 36202EDQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25029 | PA      | $25816.40     | 0.00%             | 2035-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                               | Ginnie Mae I Pool                                               | CUSIP: 36207BAZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6735 | PA      | $6799.75      | 0.00%             | 2029-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                               | Ginnie Mae I Pool                                               | CUSIP: 36208LAV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        84 | PA      | $84.70        | 0.00%             | 2027-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                               | Ginnie Mae I Pool                                               | CUSIP: 36208RP24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16895 | PA      | $17015.36     | 0.00%             | 2028-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                               | Ginnie Mae I Pool                                               | CUSIP: 36208TFR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       179 | PA      | $179.92       | 0.00%             | 2027-10-15      | 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        |     13140 | PA      | $13272.03     | 0.00%             | 2029-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                               | Ginnie Mae I Pool                                               | CUSIP: 36209ASX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        36 | PA      | $36.18        | 0.00%             | 2028-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                               | Ginnie Mae I Pool                                               | CUSIP: 36209BTG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       563 | PA      | $568.33       | 0.00%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                               | Ginnie Mae I Pool                                               | CUSIP: 36209JHD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4679 | PA      | $4719.62      | 0.00%             | 2028-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                               | Ginnie Mae I Pool                                               | CUSIP: 36209L5J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6949 | PA      | $7092.98      | 0.00%             | 2029-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                               | Ginnie Mae I Pool                                               | CUSIP: 3620ASWZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1796289 | PA      | $1720557.88   | 0.30%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                               | Ginnie Mae I Pool                                               | CUSIP: 36210BV51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4003 | PA      | $4021.65      | 0.00%             | 2029-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                               | Ginnie Mae I Pool                                               | CUSIP: 36211NMJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6417 | PA      | $6449.05      | 0.00%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                               | Ginnie Mae I Pool                                               | CUSIP: 36213E5T9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       885 | PA      | $909.12       | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                               | Ginnie Mae I Pool                                               | CUSIP: 36213LLA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       214 | PA      | $219.63       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                               | Ginnie Mae I Pool                                               | CUSIP: 36213UKT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        52 | PA      | $52.88        | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                               | Ginnie Mae I Pool                                               | CUSIP: 36225BL97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1030 | PA      | $1068.03      | 0.00%             | 2030-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                               | Ginnie Mae I Pool                                               | CUSIP: 36225BNC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1021 | PA      | $1056.37      | 0.00%             | 2031-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                               | Ginnie Mae I Pool                                               | CUSIP: 36296HLM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23072 | PA      | $23888.63     | 0.00%             | 2038-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                      | Ginnie Mae                                                      | CUSIP: 38379AF62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   3500556 | PA      | $373694.17    | 0.06%             | 2044-03-20      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                      | Ginnie Mae                                                      | CUSIP: 38379QD69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   3638856 | PA      | $407935.39    | 0.07%             | 2045-10-20      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                      | Ginnie Mae                                                      | CUSIP: 38379XJB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   1618567 | PA      | $180656.19    | 0.03%             | 2046-06-20      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                      | Ginnie Mae                                                      | CUSIP: 38380FQP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |    557363 | PA      | $21030.65     | 0.00%             | 2046-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                      | Ginnie Mae                                                      | CUSIP: 38380GHP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |    800925 | PA      | $38072.44     | 0.01%             | 2044-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                      | Ginnie Mae                                                      | CUSIP: 38380KAM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   2706404 | PA      | $321781.41    | 0.06%             | 2047-11-20      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                      | Ginnie Mae                                                      | CUSIP: 38382ATA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   9249378 | PA      | $1744210.64   | 0.30%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                      | Ginnie Mae                                                      | CUSIP: 38382GT77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   5534435 | PA      | $868195.05    | 0.15%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                      | Ginnie Mae                                                      | CUSIP: 38382HLM0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   9607668 | PA      | $1236027.48   | 0.21%             | 2050-08-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                      | Ginnie Mae                                                      | CUSIP: 38382JA89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   6005902 | PA      | $837726.62    | 0.14%             | 2050-09-20      | Floating      | 2.61%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                      | Ginnie Mae                                                      | CUSIP: 38382LBY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |  10105145 | PA      | $1710670.72   | 0.29%             | 2050-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                      | Ginnie Mae                                                      | CUSIP: 38382LBZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |  15209460 | PA      | $2531170.56   | 0.44%             | 2050-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                      | Ginnie Mae                                                      | CUSIP: 38382LXJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   6387425 | PA      | $1075009.43   | 0.19%             | 2050-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                      | Ginnie Mae                                                      | CUSIP: 38382WKP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   6790809 | PA      | $872760.19    | 0.15%             | 2051-07-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                      | Ginnie Mae                                                      | CUSIP: 38382WR58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   8287667 | PA      | $1022470.22   | 0.18%             | 2051-08-20      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                      | Ginnie Mae                                                      | CUSIP: 38383LES5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   8600478 | PA      | $978653.53    | 0.17%             | 2047-08-20      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Iskandar Enterprise LLC                                         | Iskandar Enterprise LLC                                         | CUSIP: 464338AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4090000 | PA      | $4089232.72   | 0.70%             | 2056-04-17      | Fixed         | 5.05%                 | 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        |    522715 | PA      | $475273.05    | 0.08%             | 2046-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Lightpath Fiber Issuer LLC                                      | Lightpath Fiber Issuer LLC                                      | CUSIP: 53229YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1275000 | PA      | $1278060.00   | 0.22%             | 2056-03-25      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                              | MetroNet Infrastructure Issuer LLC                              | CUSIP: 59170JBD9<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |   1275000 | PA      | $1273872.01   | 0.22%             | 2055-12-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                              | MetroNet Infrastructure Issuer LLC                              | CUSIP: 59170JBK3<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |   2550000 | PA      | $2556778.41   | 0.44%             | 2056-04-20      | Fixed         | 5.27%                 | 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      | $1119839.89   | 0.19%             | 2043-07-25      | Variable      | 3.28%                 | 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        |   1850568 | PA      | $1841800.16   | 0.32%             | 2055-08-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Principal Funds, Inc - Government Money Market Fund - Class R-6 | Principal Funds, Inc - Government Money Market Fund - Class R-6 | CUSIP: 74257B639<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   7789496 | NS      | $7789496.34   | 1.34%             |  |  |  | No            |                  1 | 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        |   1001534 | PA      | $1002134.12   | 0.17%             | 2028-06-15      | Fixed         | 4.71%                 | 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        |   3468154 | PA      | $3473994.02   | 0.60%             | 2028-10-16      | Fixed         | 4.63%                 | 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        |   3279012 | PA      | $3281850.01   | 0.57%             | 2029-01-15      | Fixed         | 4.28%                 | 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        |   6975006 | PA      | $6947176.71   | 1.20%             | 2055-10-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-5                                   | Sequoia Mortgage Trust 2024-5                                   | CUSIP: 81743CAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    555640 | PA      | $554612.03    | 0.10%             | 2054-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2013-2                                   | Sequoia Mortgage Trust 2013-2                                   | CUSIP: 81745MAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    496865 | PA      | $489125.41    | 0.08%             | 2043-02-25      | Variable      | 3.64%                 | 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        |    155849 | PA      | $141540.35    | 0.02%             | 2047-08-25      | Variable      | 3.50%                 | 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        |   1485474 | PA      | $1403001.96   | 0.24%             | 2047-04-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2026-HYB1                                | Sequoia Mortgage Trust 2026-HYB1                                | CUSIP: 81750GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6871687 | PA      | $6746772.98   | 1.16%             | 2056-04-25      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                     | United States Treasury Bill                                     | CUSIP: 912797SW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15160000 | PA      | $15119409.10  | 2.60%             | 2026-05-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                | Wheels Fleet Lease Funding 1 LLC                                | CUSIP: 96328GCF2<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   6247538 | PA      | $6259352.90   | 1.08%             | 2040-01-18      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                 | Zayo Issuer LLC                                                 | CUSIP: 98919WAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2986249.80   | 0.51%             | 2055-10-20      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                 | Zayo Issuer LLC                                                 | CUSIP: 98919WAU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6375000 | PA      | $6359355.75   | 1.10%             | 2056-04-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                             | Futures                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       475 | NC      | $595056.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                             | Futures                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       147 | NC      | $387860.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                             | Futures                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        34 | NC      | $-161574.46   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-29

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

**Signature:** Megan Hoffmann

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

**Title:** Vice President and Treasurer