NPORT-P false 0000898745 XXXXXXXX S000014244 C000038760 C000113840 C000113844 C000038763 C000038762 C000113842 C000113841 C000113843 C000113845 Principal Funds, Inc 811-07572 0000898745 549300HZGBXSW6DSXF23 801 Grand Ave Des Moines 50309 515-248-0156 Government & High Quality Bond Fund S000014244 XQSA5XKJBXF2IV4K6K06 2020-10-31 2020-04-30 N 1708888660.54 4420164.10 1704468496.44 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1909230.99000000 USD N Freddie Mac Gold Pool N/A 3128K66Q8 1578.94000000 PA USD 1798.34000000 0.000105507376 Long ABS-MBS USGA US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292HJ47 62088.18000000 PA USD 71234.16000000 0.004179259408 Long ABS-MBS USGA US N 2 2031-05-01 Fixed 6.00000000 N N N N N N Fannie Mae REMICS N/A 3136AB5H2 9469684.66000000 PA USD 515230.39000000 0.030228214312 Long ABS-MBS CORP US N 2 2028-02-25 Fixed 2.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38380MMQ1 22072768.07000000 PA USD 1297591.82000000 0.076128823894 Long ABS-MBS CORP US N 2 2060-07-16 Variable 0.61000000 N N N N N N Freddie Mac Gold Pool N/A 3128MFSY5 6257195.20000000 PA USD 6694244.14000000 0.392746721572 Long ABS-MBS USGA US N 2 2032-02-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31371JEE0 51455.87000000 PA USD 55908.63000000 0.003280121053 Long ABS-MBS USGA US N 2 2030-02-01 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36203CK43 7992.68000000 PA USD 8756.43000000 0.000513733754 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 313976TZ5 1137.02000000 PA USD 1267.12000000 0.000074341063 Long ABS-MBS USGA US N 2 2023-07-01 Fixed 6.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378KBK4 38265304.68000000 PA USD 1295104.54000000 0.075982896879 Long ABS-MBS CORP US N 2 2053-09-16 Variable 0.77000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378KHA0 50501937.87000000 PA USD 983767.65000000 0.057716974649 Long ABS-MBS CORP US N 2 2054-06-16 Variable 0.63000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202EDQ9 86407.46000000 PA USD 97681.18000000 0.005730887969 Long ABS-MBS USGA US N 2 2035-05-20 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36225BNC8 4817.69000000 PA USD 5750.97000000 0.000337405473 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 7.00000000 N N N N N N Freddie Mac Pool N/A 3132DMCQ6 11837659.32000000 PA USD 13105753.30000000 0.768905575396 Long ABS-MBS USGA US N 2 2048-11-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31381CQM2 22169.66000000 PA USD 24695.50000000 0.001448868081 Long ABS-MBS USGA US N 2 2029-03-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36224QT71 1613.58000000 PA USD 1619.62000000 0.000095021996 Long ABS-MBS USGA US N 2 2022-11-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36203DFZ8 1639.50000000 PA USD 1796.16000000 0.000105379477 Long ABS-MBS USGA US N 2 2023-09-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138W0VH9 1672103.46000000 PA USD 1854034.92000000 0.108774959694 Long ABS-MBS USGA US N 2 2043-02-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36178DXS5 4346745.25000000 PA USD 4714662.68000000 0.276606032311 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ERRX0 7392869.15000000 PA USD 8345023.31000000 0.489596805539 Long ABS-MBS USGA US N 2 2045-11-01 Fixed 4.50000000 N N N N N N Fannie Mae REMICS N/A 3136AM6V6 9707606.00000000 PA USD 10525650.43000000 0.617532706059 Long ABS-MBS CORP US N 2 2042-11-25 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31389USQ3 68600.40000000 PA USD 77788.10000000 0.004563774582 Long ABS-MBS USGA US N 2 2032-04-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QCUY0 14837066.90000000 PA USD 15679401.61000000 0.919899760115 Long ABS-MBS USGA US N 2 2050-01-01 Fixed 3.00000000 N N N N N N TAL Advantage V LLC 549300DUZ8I1AWFHN784 87407PAP5 1947916.83000000 PA USD 1916736.91000000 0.112453642528 Long ABS-O CORP US N 2 2039-05-20 Fixed 3.33000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36201TKE6 16144.35000000 PA USD 18076.68000000 0.001060546442 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38380JJX7 7017687.40000000 PA USD 7292398.98000000 0.427840056605 Long ABS-MBS CORP US N 2 2060-03-16 Fixed 2.60000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36204JAX4 4200.52000000 PA USD 4653.21000000 0.000273000645 Long ABS-MBS USGA US N 2 2023-11-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128EYW77 1359.96000000 PA USD 1450.66000000 0.000085109229 Long ABS-MBS USGA US N 2 2024-07-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31385XVH7 1182.73000000 PA USD 1187.94000000 0.000069695626 Long ABS-MBS USGA US N 2 2030-09-01 Fixed 9.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31404GBZ3 159809.48000000 PA USD 174504.99000000 0.010238088316 Long ABS-MBS USGA US N 2 2033-04-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31409DZE6 2332.67000000 PA USD 2718.83000000 0.000159511895 Long ABS-MBS USGA US N 2 2036-04-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31371HD96 38804.44000000 PA USD 43581.33000000 0.002556886800 Long ABS-MBS USGA US N 2 2028-12-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 31335CF58 12831699.04000000 PA USD 13981590.83000000 0.820290363782 Long ABS-MBS USGA US N 2 2049-04-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EQ2X9 4650645.71000000 PA USD 5015709.17000000 0.294268223817 Long ABS-MBS USGA US N 2 2046-01-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36203VMN7 7557.50000000 PA USD 8279.66000000 0.000485761984 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 6.50000000 N N N N N N Fannie Mae REMICS N/A 3136AT2X1 4320745.09000000 PA USD 1001901.72000000 0.058780888123 Long ABS-MBS CORP US N 2 2046-10-25 Floating 5.51000000 N N N N N N JP Morgan Mortgage Trust 2019-9 N/A 46651YAS9 2994790.00000000 PA USD 3012183.44000000 0.176722740625 Long ABS-MBS CORP US N 2 2050-05-25 Variable 3.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378WNP4 8165909.12000000 PA USD 1459882.45000000 0.085650304071 Long ABS-MBS CORP US N 2 2042-08-20 Floating 5.48000000 N N N N N N Fannie Mae REMICS N/A 3136AYAY9 2931456.00000000 PA USD 3292529.01000000 0.193170423324 Long ABS-MBS CORP US N 2 2045-08-25 Fixed 3.50000000 N N N N N N Freddie Mac REMICS N/A 3137FGG66 553000.00000000 PA USD 616801.43000000 0.036187317705 Long ABS-MBS CORP US N 2 2045-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202C5S8 3633.79000000 PA USD 4067.10000000 0.000238613973 Long ABS-MBS USGA US N 2 2028-10-20 Fixed 6.00000000 N N N N N N Fannie Mae REMICS N/A 3136ATTX2 12987206.46000000 PA USD 942623.13000000 0.055303053824 Long ABS-MBS CORP US N 2 2043-02-25 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292LH24 5950370.02000000 PA USD 6423063.19000000 0.376836720855 Long ABS-MBS USGA US N 2 2042-04-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418A6A1 1018495.90000000 PA USD 1101728.89000000 0.064637679857 Long ABS-MBS USGA US N 2 2034-01-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36203DMZ0 662.00000000 PA USD 725.26000000 0.000042550507 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EPU85 5329774.84000000 PA USD 5907131.76000000 0.346567377005 Long ABS-MBS USGA US N 2 2045-06-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202BZT5 3010.94000000 PA USD 3194.58000000 0.000187423821 Long ABS-MBS USGA US N 2 2024-04-20 Fixed 6.50000000 N N N N N N Fannie Mae REMICS N/A 3136AMW88 18204679.04000000 PA USD 2831464.75000000 0.166120098782 Long ABS-MBS CORP US N 2 2045-04-25 Fixed 4.50000000 N N N N N N Freddie Mac REMICS N/A 3137AF7A4 4825000.00000000 PA USD 5052905.50000000 0.296450507038 Long ABS-MBS CORP US N 2 2039-05-15 Fixed 4.00000000 N N N N N N COMM 2013-CCRE9 Mortgage Trust 549300C72XVZH4MIKU63 12625UAG8 2400000.00000000 PA USD 2167779.12000000 0.127182117154 Long ABS-MBS CORP US N 2 2045-07-10 Variable 4.39000000 N N N N N N Freddie Mac Gold Pool N/A 3128M45F6 88424.04000000 PA USD 103963.77000000 0.006099483224 Long ABS-MBS USGA US N 2 2037-05-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31371NHW8 27311.18000000 PA USD 32161.40000000 0.001886887323 Long ABS-MBS USGA US N 2 2037-08-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ERCR9 5402013.24000000 PA USD 5860106.39000000 0.343808430736 Long ABS-MBS USGA US N 2 2046-09-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X4MX1 9062996.02000000 PA USD 9839871.51000000 0.577298526229 Long ABS-MBS USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378BV30 99216619.80000000 PA USD 4904674.38000000 0.287753888689 Long ABS-MBS CORP US N 2 2053-02-16 Variable 0.83000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38379XJB7 4592439.38000000 PA USD 952661.60000000 0.055892003987 Long ABS-MBS CORP US N 2 2046-06-20 Floating 5.38000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31371MPJ0 36659.58000000 PA USD 39756.18000000 0.002332467868 Long ABS-MBS USGA US N 2 2026-01-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128CUGZ3 40899.88000000 PA USD 42407.47000000 0.002488017237 Long ABS-MBS USGA US N 2 2022-04-01 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 3622A23X8 12154035.01000000 PA USD 13204675.01000000 0.774709244411 Long ABS-MBS USGA US N 2 2047-05-20 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36179SGK7 5712070.63000000 PA USD 6100197.95000000 0.357894438221 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31379RD70 55240.90000000 PA USD 59274.40000000 0.003477588475 Long ABS-MBS USGA US N 2 2024-12-01 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 31283HKQ7 9826.91000000 PA USD 10713.92000000 0.000628578352 Long ABS-MBS USGA US N 2 2031-02-01 Fixed 7.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38381A2M7 4500000.00000000 PA USD 4775655.15000000 0.280184418777 Long ABS-MBS CORP US N 2 2045-11-20 Fixed 3.50000000 N N N N N N Fannie Mae REMICS N/A 3136APQZ8 8798822.14000000 PA USD 1699488.98000000 0.099707855178 Long ABS-MBS CORP US N 2 2042-03-25 Floating 5.41000000 N N N N N N Freddie Mac Gold Pool N/A 31292HNN0 6046.02000000 PA USD 6938.02000000 0.000407048884 Long ABS-MBS USGA US N 2 2032-02-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WJN38 5130212.17000000 PA USD 5532984.46000000 0.324616411013 Long ABS-MBS USGA US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Freddie Mac REMICS N/A 3137B14S8 1203432.99000000 PA USD 1270479.97000000 0.074538190213 Long ABS-MBS CORP US N 2 2042-10-15 Fixed 3.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2014-LC16 549300PX4QZK7CUM8D08 94988XBA3 5250000.00000000 PA USD 4654110.83000000 0.273053496718 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 4.46000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36209L5J1 19639.53000000 PA USD 19716.31000000 0.001156742412 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138YTSJ4 4588751.13000000 PA USD 5126295.56000000 0.300756251623 Long ABS-MBS USGA US N 2 2045-07-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31371HT32 45850.27000000 PA USD 52309.68000000 0.003068973120 Long ABS-MBS USGA US N 2 2029-07-01 Fixed 7.00000000 N N N N N N Sequoia Mortgage Trust 2013-2 N/A 81745MAD3 6322471.46000000 PA USD 6280072.97000000 0.368447582523 Long ABS-MBS CORP US N 2 2043-02-25 Variable 3.64000000 N N N N N N Fannie Mae REMICS N/A 3136ATVP6 22328087.94000000 PA USD 1127371.95000000 0.066142140635 Long ABS-MBS CORP US N 2 2040-10-25 Fixed 3.00000000 N N N N N N United States Treasury Bill 254900HROIFWPRGM1V77 912796WY1 78900000.00000000 PA USD 78881261.25000000 4.627909604357 Long DBT UST US N 2 2020-07-30 None 0.11000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31400FCU9 90485.08000000 PA USD 99788.26000000 0.005854508910 Long ABS-MBS USGA US N 2 2032-11-01 Fixed 6.50000000 N N N N N N AmeriCredit Automobile Receivables 2016-1 N/A 03065VAF4 731016.06000000 PA USD 730967.96000000 0.042885389875 Long ABS-O CORP US N 2 2022-01-10 Fixed 2.89000000 N N N N N N COMM 2014-CCRE19 Mortgage Trust N/A 12592GBJ1 3700000.00000000 PA USD 3140752.40000000 0.184265793504 Long ABS-MBS CORP US N 2 2047-08-10 Variable 4.89000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36204QFC9 5188.05000000 PA USD 5683.80000000 0.000333464655 Long ABS-MBS USGA US N 2 2024-04-15 Fixed 6.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828N30 4920000.00000000 PA USD 5167153.15000000 0.303153338462 Long DBT UST US N 2 2022-12-31 Fixed 2.13000000 N N N N N N Freddie Mac Gold Pool N/A 3128PCBA9 5234.93000000 PA USD 5264.94000000 0.000308890426 Long ABS-MBS USGA US N 2 2021-01-01 Fixed 6.00000000 N N N N N N Freddie Mac REMICS N/A 3137B4U87 3611752.76000000 PA USD 97101.97000000 0.005696906114 Long ABS-MBS CORP US N 2 2030-11-15 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31374CPJ9 1573877.07000000 PA USD 1661510.77000000 0.097479699593 Long ABS-MBS USGA US N 2 2028-05-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138YEN37 4388865.25000000 PA USD 4825390.65000000 0.283102366519 Long ABS-MBS USGA US N 2 2045-03-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36204M4L0 42873.08000000 PA USD 47487.81000000 0.002786077307 Long ABS-MBS USGA US N 2 2023-10-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31371KQF1 2697.64000000 PA USD 2792.38000000 0.000163827023 Long ABS-MBS USGA US N 2 2022-05-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128K8DA1 6038.54000000 PA USD 6886.51000000 0.000404026827 Long ABS-MBS USGA US N 2 2035-10-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31388PB83 119479.86000000 PA USD 136079.94000000 0.007983716934 Long ABS-MBS USGA US N 2 2031-11-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JAFA1 6771847.25000000 PA USD 7653878.19000000 0.449047794428 Long ABS-MBS USGA US N 2 2046-01-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J9TS0 7162724.45000000 PA USD 7955352.97000000 0.466735113416 Long ABS-MBS USGA US N 2 2048-11-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31413RXY7 10845.21000000 PA USD 12047.16000000 0.000706798631 Long ABS-MBS USGA US N 2 2037-11-01 Fixed 6.00000000 N N N N N N Chase Issuance Trust 5493008SHVCX2Y068L12 161571HN7 17208000.00000000 PA USD 17158366.97000000 1.006669645454 Long ABS-O CORP US N 2 2023-04-17 Floating 1.01000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202DYL9 793254.01000000 PA USD 897596.58000000 0.052661376955 Long ABS-MBS USGA US N 2 2033-07-20 Fixed 5.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38380HLF7 5419288.96000000 PA USD 1021990.65000000 0.059959491896 Long ABS-MBS CORP US N 2 2047-09-20 Floating 5.48000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36213E5T9 2387.98000000 PA USD 2616.16000000 0.000153488316 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WHMF6 6345396.43000000 PA USD 7180691.28000000 0.421286242309 Long ABS-MBS USGA US N 2 2046-07-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36224V6Y6 3280.91000000 PA USD 3293.25000000 0.000193212723 Long ABS-MBS USGA US N 2 2023-01-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ELAF0 4135627.00000000 PA USD 4548995.24000000 0.266886437003 Long ABS-MBS USGA US N 2 2043-05-01 Fixed 3.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38380JQL5 22553362.72000000 PA USD 1186854.93000000 0.069631966356 Long ABS-MBS CORP US N 2 2060-03-16 Variable 0.58000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J6FA0 4541854.01000000 PA USD 5031790.34000000 0.295211695053 Long ABS-MBS USGA US N 2 2047-10-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M4V67 13957.46000000 PA USD 15950.29000000 0.000935792596 Long ABS-MBS USGA US N 2 2037-07-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31371KUG4 102091.53000000 PA USD 110331.80000000 0.006473091185 Long ABS-MBS USGA US N 2 2032-01-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31416WTT9 2176375.47000000 PA USD 2406739.18000000 0.141201740309 Long ABS-MBS USGA US N 2 2040-09-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J5U56 5710766.13000000 PA USD 6499082.97000000 0.381296749313 Long ABS-MBS USGA US N 2 2045-10-01 Fixed 4.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38379TAY5 13957408.99000000 PA USD 715967.63000000 0.042005330781 Long ABS-MBS CORP US N 2 2039-08-20 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31371MT56 40904.25000000 PA USD 44861.52000000 0.002631994671 Long ABS-MBS USGA US N 2 2026-06-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WFAB2 4884658.53000000 PA USD 5042352.01000000 0.295831341003 Long ABS-MBS USGA US N 2 2030-07-01 Fixed 2.00000000 N N N N N N Fannie Mae REMICS N/A 3136AUSM4 6030309.18000000 PA USD 6388880.41000000 0.374831240550 Long ABS-MBS CORP US N 2 2042-04-25 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31414QWV5 44718.63000000 PA USD 51377.53000000 0.003014284517 Long ABS-MBS USGA US N 2 2038-03-01 Fixed 6.00000000 N N N N N N N/A N/A N/A 173.00000000 NC USD -793112.02000000 -0.04653133933 N/A DIR N/A N 1 CBT N/A Short N/A US Long Bond; June 2020 2020-06-22 31318406.25000000 USD -793112.02000000 N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36203MJL5 2149.69000000 PA USD 2379.95000000 0.000139630037 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ERN55 5344114.19000000 PA USD 5741571.67000000 0.336854079849 Long ABS-MBS USGA US N 2 2036-10-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WDJB8 4826592.35000000 PA USD 5348764.15000000 0.313808331522 Long ABS-MBS USGA US N 2 2044-11-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36205XVY7 581.36000000 PA USD 583.77000000 0.000034249386 Long ABS-MBS USGA US N 2 2024-08-15 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292G2K1 56098.92000000 PA USD 64910.97000000 0.003808282179 Long ABS-MBS USGA US N 2 2029-06-01 Fixed 7.00000000 N N N N N N N/A N/A N/A 304.00000000 NC USD -1336186.67000000 -0.07839315732 N/A DIR N/A N 1 CBT N/A Short N/A US 10 Year Note; June 2020 2020-06-22 42275000.00000000 USD -1336186.67000000 N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36201SHE2 52664.46000000 PA USD 58462.11000000 0.003429931977 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36224DKM6 5868.91000000 PA USD 5892.80000000 0.000345726542 Long ABS-MBS USGA US N 2 2022-08-15 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36203CH54 8877.86000000 PA USD 9726.19000000 0.000570628909 Long ABS-MBS USGA US N 2 2023-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36225ADX5 1255.70000000 PA USD 1261.38000000 0.000074004301 Long ABS-MBS USGA US N 2 2021-08-15 Fixed 9.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MFMF2 4174184.80000000 PA USD 4456910.02000000 0.261483860177 Long ABS-MBS USGA US N 2 2033-01-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132XCR49 8888569.14000000 PA USD 9768722.63000000 0.573124270140 Long ABS-MBS USGA US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138W4M32 5092938.76000000 PA USD 5533262.53000000 0.324632725190 Long ABS-MBS USGA US N 2 2043-02-01 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36196WXY8 1994806.15000000 PA USD 2177442.08000000 0.127749036403 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202DMA6 41383.45000000 PA USD 48789.06000000 0.002862420754 Long ABS-MBS USGA US N 2 2031-03-20 Fixed 6.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38379FN70 4625790.83000000 PA USD 1001278.33000000 0.058744314259 Long ABS-MBS CORP US N 2 2045-11-20 Floating 5.48000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36178DDP3 3755226.60000000 PA USD 4084238.07000000 0.239619451959 Long ABS-MBS USGA US N 2 2042-08-20 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJAM2 50705.19000000 PA USD 58539.03000000 0.003434444820 Long ABS-MBS USGA US N 2 2034-09-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292HL85 1734.06000000 PA USD 1989.69000000 0.000116733750 Long ABS-MBS USGA US N 2 2031-10-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31406XKG6 107985.54000000 PA USD 122791.27000000 0.007204079761 Long ABS-MBS USGA US N 2 2035-04-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418CQF4 5183867.81000000 PA USD 5598943.53000000 0.328486184502 Long ABS-MBS USGA US N 2 2037-10-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ELC50 1751871.78000000 PA USD 1983132.96000000 0.116349053334 Long ABS-MBS USGA US N 2 2043-01-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140F0HX5 6303929.14000000 PA USD 6769807.97000000 0.397179999755 Long ABS-MBS USGA US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M9JU7 2190299.88000000 PA USD 2409688.18000000 0.141374756120 Long ABS-MBS USGA US N 2 2041-12-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31335AJX7 6968619.19000000 PA USD 7815640.22000000 0.458538262005 Long ABS-MBS USGA US N 2 2045-10-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31298V7E1 75668.71000000 PA USD 87431.22000000 0.005129529831 Long ABS-MBS USGA US N 2 2031-10-01 Fixed 7.00000000 N N N N N N Freddie Mac REMICS N/A 3137BXEC2 7680000.00000000 PA USD 7948089.60000000 0.466308976469 Long ABS-MBS CORP US N 2 2043-09-15 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292LW68 6270580.75000000 PA USD 6713559.59000000 0.393879945802 Long ABS-MBS USGA US N 2 2042-10-01 Fixed 3.00000000 N N N N N N Freddie Mac REMICS N/A 3137BP7L7 2289365.24000000 PA USD 2468559.12000000 0.144828673874 Long ABS-MBS CORP US N 2 2046-04-15 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132JMAX7 3233818.19000000 PA USD 3662006.86000000 0.214847435880 Long ABS-MBS USGA US N 2 2043-07-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140KB2G8 14034516.00000000 PA USD 14623604.14000000 0.857956845230 Long ABS-MBS USGA US N 2 2050-04-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31403NPV3 45336.45000000 PA USD 45689.86000000 0.002680592812 Long ABS-MBS USGA US N 2 2033-12-01 Floating 3.61000000 N N N N N N Fannie Mae REMICS N/A 3136ATWC4 9470163.04000000 PA USD 751076.74000000 0.044065158233 Long ABS-MBS CORP US N 2 2043-07-25 Fixed 3.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378KZQ5 39970199.35000000 PA USD 825548.49000000 0.048434364831 Long ABS-MBS CORP US N 2 2054-10-16 Variable 0.52000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36208HUV6 6341.63000000 PA USD 6459.06000000 0.000378948629 Long ABS-MBS USGA US N 2 2027-10-15 Fixed 7.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202BWC5 44.47000000 PA USD 44.66000000 0.000002620171 Long ABS-MBS USGA US N 2 2021-01-20 Fixed 9.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128L9PU1 3448.54000000 PA USD 3778.93000000 0.000221707236 Long ABS-MBS USGA US N 2 2038-04-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 3620ASWZ8 5214312.77000000 PA USD 5743752.24000000 0.336982012398 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.00000000 N N N N N N Freddie Mac REMICS N/A 3137FBX27 3019086.26000000 PA USD 3226665.05000000 0.189306229873 Long ABS-MBS CORP US N 2 2046-11-15 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132GLQQ0 3580739.54000000 PA USD 4052850.20000000 0.237777947111 Long ABS-MBS USGA US N 2 2041-12-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MACW7 2518497.41000000 PA USD 2875071.81000000 0.168678495144 Long ABS-MBS USGA US N 2 2044-07-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36204FDH4 1253.57000000 PA USD 1373.36000000 0.000080574091 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292H4J0 241519.04000000 PA USD 275918.12000000 0.016187927238 Long ABS-MBS USGA US N 2 2033-12-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EKU29 3209677.67000000 PA USD 3554917.08000000 0.208564551789 Long ABS-MBS USGA US N 2 2043-03-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31386FVS1 491.28000000 PA USD 506.87000000 0.000029737715 Long ABS-MBS USGA US N 2 2031-01-01 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36208WTX1 569.50000000 PA USD 571.70000000 0.000033541247 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 7.00000000 N N N N N N N/A N/A N/A 21.00000000 NC USD -459177.75000000 -0.02693964429 N/A DIR N/A N 1 CBT N/A Short N/A US Ultra Bond; June 2020 2020-06-22 4720406.25000000 USD -459177.75000000 N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378XPE5 15815979.82000000 PA USD 611656.13000000 0.035885446476 Long ABS-MBS CORP US N 2 2056-01-16 Variable 0.73000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EMCQ2 6271552.28000000 PA USD 7141403.85000000 0.418981275683 Long ABS-MBS USGA US N 2 2042-03-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ERT42 2594870.86000000 PA USD 2961093.42000000 0.173725324122 Long ABS-MBS USGA US N 2 2044-06-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WBTA3 4227204.56000000 PA USD 4501029.94000000 0.264072345684 Long ABS-MBS USGA US N 2 2029-05-01 Fixed 3.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137B3NX2 13000000.00000000 PA USD 13863363.80000000 0.813354064856 Long ABS-MBS CORP US N 2 2023-04-25 Variable 3.30000000 N N N N N N Fannie Mae REMICS N/A 3136AQ2X7 6985783.95000000 PA USD 747035.29000000 0.043828049128 Long ABS-MBS CORP US N 2 2036-02-25 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ETEF9 6020766.49000000 PA USD 6673108.89000000 0.391506730921 Long ABS-MBS USGA US N 2 2046-03-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132QRQJ2 6026514.47000000 PA USD 6473332.85000000 0.379786007398 Long ABS-MBS USGA US N 2 2045-07-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128LA7C8 28679.42000000 PA USD 32166.32000000 0.001887175976 Long ABS-MBS USGA US N 2 2038-05-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EPGF5 2576010.23000000 PA USD 2803107.87000000 0.164456420042 Long ABS-MBS USGA US N 2 2045-03-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EQYZ9 4301233.20000000 PA USD 4767262.40000000 0.279692021879 Long ABS-MBS USGA US N 2 2046-01-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31287PK51 13973.10000000 PA USD 15669.91000000 0.000919342893 Long ABS-MBS USGA US N 2 2032-02-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132L5ME0 4957850.50000000 PA USD 5429307.18000000 0.318533735961 Long ABS-MBS USGA US N 2 2043-08-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128KRRC0 27272.90000000 PA USD 31570.60000000 0.001852225492 Long ABS-MBS USGA US N 2 2037-02-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36224V7J8 9713.69000000 PA USD 9750.28000000 0.000572042253 Long ABS-MBS USGA US N 2 2023-02-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36207BAZ3 33142.79000000 PA USD 37241.93000000 0.002184958541 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ERY95 11983634.87000000 PA USD 13275824.71000000 0.778883548609 Long ABS-MBS USGA US N 2 2044-09-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M9WA6 3473318.14000000 PA USD 3956761.69000000 0.232140500001 Long ABS-MBS USGA US N 2 2043-11-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31296NYL5 11084.62000000 PA USD 12547.37000000 0.000736145609 Long ABS-MBS USGA US N 2 2033-10-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417FBP2 1583934.98000000 PA USD 1806897.40000000 0.106009433660 Long ABS-MBS USGA US N 2 2038-02-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ENGV5 3100371.45000000 PA USD 3509468.04000000 0.205898087722 Long ABS-MBS USGA US N 2 2044-08-01 Fixed 4.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378KWZ8 39032282.94000000 PA USD 819845.78000000 0.048099790739 Long ABS-MBS CORP US N 2 2054-10-16 Variable 0.51000000 N N N N N N Freddie Mac Gold Pool N/A 31292HP65 105437.28000000 PA USD 124491.13000000 0.007303809384 Long ABS-MBS USGA US N 2 2032-04-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132XUSF3 2275480.29000000 PA USD 2574838.20000000 0.151063994751 Long ABS-MBS USGA US N 2 2047-11-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EJUG1 1749710.86000000 PA USD 1960240.93000000 0.115005993604 Long ABS-MBS USGA US N 2 2042-02-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31288CNW7 45991.84000000 PA USD 51111.55000000 0.002998679653 Long ABS-MBS USGA US N 2 2032-09-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132LQES2 4360207.29000000 PA USD 4614667.07000000 0.270739358318 Long ABS-MBS USGA US N 2 2037-03-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WJNF1 7409201.04000000 PA USD 7929487.29000000 0.465217591675 Long ABS-MBS USGA US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31335GLX1 566.89000000 PA USD 631.73000000 0.000037063166 Long ABS-MBS USGA US N 2 2025-09-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JXNY0 13547712.68000000 PA USD 14310303.81000000 0.839575729319 Long ABS-MBS USGA US N 2 2049-10-01 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202CP64 1284.31000000 PA USD 1288.98000000 0.000075623574 Long ABS-MBS USGA US N 2 2026-07-20 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31391BDJ3 60703.98000000 PA USD 68921.78000000 0.004043593656 Long ABS-MBS USGA US N 2 2032-08-01 Fixed 6.50000000 N N N N N N Verizon Owner Trust 2018-A 549300DBBHVB9QKK8Q94 92348XAA3 4834000.00000000 PA USD 4930774.75000000 0.289285179532 Long ABS-O CORP US N 2 2023-04-20 Fixed 3.23000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378KTM1 61570892.00000000 PA USD 1830219.39000000 0.107377718850 Long ABS-MBS CORP US N 2 2047-04-16 Variable 0.55000000 N N N N N N Freddie Mac Gold Pool N/A 31293TKV8 66997.86000000 PA USD 71479.33000000 0.004193643364 Long ABS-MBS USGA US N 2 2029-07-01 Fixed 8.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36181BRS1 5254440.91000000 PA USD 5682665.13000000 0.333398073468 Long ABS-MBS USGA US N 2 2043-08-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J7L45 5648196.19000000 PA USD 6329973.12000000 0.371375190167 Long ABS-MBS USGA US N 2 2047-10-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M6ZF8 131732.02000000 PA USD 148499.66000000 0.008712373406 Long ABS-MBS USGA US N 2 2038-07-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128DY6W2 26464.07000000 PA USD 26877.61000000 0.001576890981 Long ABS-MBS USGA US N 2 2022-05-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132LNZC1 1924637.26000000 PA USD 2056303.81000000 0.120641937019 Long ABS-MBS USGA US N 2 2035-04-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WA4D6 2740946.54000000 PA USD 3147919.27000000 0.184686268861 Long ABS-MBS USGA US N 2 2044-02-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31297PRC7 44794.18000000 PA USD 51611.37000000 0.003028003750 Long ABS-MBS USGA US N 2 2035-02-01 Fixed 6.00000000 N N N N N N Towd Point Mortgage Trust N/A 89171DAD9 5000000.00000000 PA USD 5105764.50000000 0.299551708386 Long ABS-O CORP US N 2 2053-10-25 Variable 4.25000000 N N N N N N Freddie Mac Gold Pool N/A 31298NM51 169743.05000000 PA USD 185555.38000000 0.010886407134 Long ABS-MBS USGA US N 2 2028-01-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36223VWN2 461.34000000 PA USD 463.17000000 0.000027173866 Long ABS-MBS USGA US N 2 2022-04-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31386XW77 77258.06000000 PA USD 86060.25000000 0.005049095960 Long ABS-MBS USGA US N 2 2024-09-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128LXB90 3233304.02000000 PA USD 3692625.28000000 0.216643797624 Long ABS-MBS USGA US N 2 2034-01-01 Fixed 5.00000000 N N N N N N Fannie Mae REMICS N/A 3136AF3B8 4408544.54000000 PA USD 189700.11000000 0.011129575606 Long ABS-MBS CORP US N 2 2039-12-25 Fixed 4.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38380AKH9 16283910.74000000 PA USD 1792285.38000000 0.105152156448 Long ABS-MBS CORP US N 2 2044-10-20 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31406FBU4 344784.13000000 PA USD 388435.59000000 0.022789250186 Long ABS-MBS USGA US N 2 2034-09-01 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36195LPZ9 4279324.47000000 PA USD 4602377.74000000 0.270018351739 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31414BYA2 40538.42000000 PA USD 46453.99000000 0.002725423796 Long ABS-MBS USGA US N 2 2038-02-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31382GJS7 3726.73000000 PA USD 4151.33000000 0.000243555689 Long ABS-MBS USGA US N 2 2029-02-01 Fixed 6.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38377YGS3 11279359.46000000 PA USD 11510254.72000000 0.675298765805 Long ABS-MBS CORP US N 2 2037-05-16 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36203KRA4 1094.80000000 PA USD 1099.10000000 0.000064483444 Long ABS-MBS USGA US N 2 2023-06-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WFEJ1 4955553.05000000 PA USD 5608105.73000000 0.329023724504 Long ABS-MBS USGA US N 2 2045-08-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WDJN2 2483806.97000000 PA USD 2811532.46000000 0.164950684971 Long ABS-MBS USGA US N 2 2044-11-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36203XU38 1424.98000000 PA USD 1429.64000000 0.000083876000 Long ABS-MBS USGA US N 2 2023-07-15 Fixed 7.00000000 N N N N N N Fannie Mae REMICS N/A 3136B1F58 1909152.86000000 PA USD 1994943.13000000 0.117041947924 Long ABS-MBS CORP US N 2 2048-05-25 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36225ABC3 12972.09000000 PA USD 14211.65000000 0.000833787777 Long ABS-MBS USGA US N 2 2024-07-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31296Q6M7 344127.40000000 PA USD 388633.57000000 0.022800865537 Long ABS-MBS USGA US N 2 2033-11-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QACN8 7806771.78000000 PA USD 8713137.28000000 0.511193800190 Long ABS-MBS USGA US N 2 2048-12-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138W9HG8 6010715.25000000 PA USD 6804261.48000000 0.399201363604 Long ABS-MBS USGA US N 2 2043-08-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36203L2G6 3516.07000000 PA USD 3530.54000000 0.000207134365 Long ABS-MBS USGA US N 2 2023-05-15 Fixed 7.50000000 N N N N N N Fannie Mae REMICS N/A 31392CXX7 701665.51000000 PA USD 828375.28000000 0.048600210665 Long ABS-MBS CORP US N 2 2032-04-25 Fixed 7.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417ETM3 4662125.36000000 PA USD 5014933.98000000 0.294222743950 Long ABS-MBS USGA US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31288JQN9 6475.16000000 PA USD 7367.74000000 0.000432260262 Long ABS-MBS USGA US N 2 2033-05-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WBQC2 2282586.42000000 PA USD 2583757.45000000 0.151587281043 Long ABS-MBS USGA US N 2 2044-04-01 Fixed 4.00000000 N N N N N N Freddie Mac Pool N/A 3132DMA47 8213539.07000000 PA USD 8917211.11000000 0.523166672110 Long ABS-MBS USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WHKG6 6507558.76000000 PA USD 6964517.13000000 0.408603452897 Long ABS-MBS USGA US N 2 2046-07-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36203W3N6 3295.16000000 PA USD 3610.03000000 0.000211797989 Long ABS-MBS USGA US N 2 2023-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36213UKT6 1111.50000000 PA USD 1253.29000000 0.000073529666 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WGYJ7 6298254.05000000 PA USD 6980697.78000000 0.409552760557 Long ABS-MBS USGA US N 2 2046-04-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31371KXR7 3932.45000000 PA USD 4368.27000000 0.000256283410 Long ABS-MBS USGA US N 2 2022-12-01 Fixed 6.00000000 N N N N N N NRP Mortgage Trust 2013-1 N/A 62942KAH9 6303982.42000000 PA USD 6003868.73000000 0.352242868820 Long ABS-MBS CORP US N 2 2043-07-25 Variable 3.30000000 N N N N N N Freddie Mac Gold Pool N/A 31298SUV4 459.00000000 PA USD 483.98000000 0.000028394775 Long ABS-MBS USGA US N 2 2031-01-01 Fixed 7.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202BWW1 49.31000000 PA USD 49.49000000 0.000002903544 Long ABS-MBS USGA US N 2 2021-02-20 Fixed 9.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378BL23 24860276.93000000 PA USD 791695.41000000 0.046448227799 Long ABS-MBS CORP US N 2 2053-12-16 Variable 0.56000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 3622A24L3 22624908.81860000 PA USD 24916697.83000000 1.461845606536 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36179TSG1 12957511.40900000 PA USD 13842935.74000000 0.812155564559 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31380HGL5 15700.01000000 PA USD 17488.75000000 0.001026052991 Long ABS-MBS USGA US N 2 2028-08-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292HLZ5 43490.41000000 PA USD 49132.52000000 0.002882571317 Long ABS-MBS USGA US N 2 2031-10-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36225BL97 4727.39000000 PA USD 5871.55000000 0.000344479819 Long ABS-MBS USGA US N 2 2030-12-15 Fixed 8.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38380GHP2 4909774.19000000 PA USD 430220.93000000 0.025240767482 Long ABS-MBS CORP US N 2 2044-04-20 Fixed 4.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418DJK9 6198960.63000000 PA USD 6543758.60000000 0.383917837945 Long ABS-MBS USGA US N 2 2034-12-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132H7DU5 5344896.78000000 PA USD 5708171.67000000 0.334894524710 Long ABS-MBS USGA US N 2 2044-02-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202CNP4 24021.98000000 PA USD 26409.46000000 0.001549424941 Long ABS-MBS USGA US N 2 2026-04-20 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31298DX44 2932.26000000 PA USD 2969.26000000 0.000174204451 Long ABS-MBS USGA US N 2 2030-12-01 Fixed 7.50000000 N N N N N N Fannie Mae REMICS N/A 3136A5XB7 6438726.97440000 PA USD 1396910.15000000 0.081955762333 Long ABS-MBS CORP US N 2 2042-04-25 Floating 6.01000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36208LAV9 638.26000000 PA USD 705.96000000 0.000041418189 Long ABS-MBS USGA US N 2 2027-10-15 Fixed 7.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378NKR3 10942433.49000000 PA USD 294320.82000000 0.017267601050 Long ABS-MBS CORP US N 2 2053-10-16 Variable 0.36000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36224HTD8 799.82000000 PA USD 803.08000000 0.000047116153 Long ABS-MBS USGA US N 2 2022-08-15 Fixed 7.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378B5P0 63420302.50000000 PA USD 1667319.75000000 0.097820508474 Long ABS-MBS CORP US N 2 2051-08-16 Variable 0.60000000 N N N N N N Freddie Mac Gold Pool N/A 3132GUY57 2725180.36000000 PA USD 3086116.63000000 0.181060350276 Long ABS-MBS USGA US N 2 2042-07-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EQZA3 4370479.95000000 PA USD 4933334.31000000 0.289435347165 Long ABS-MBS USGA US N 2 2045-09-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138XBBQ6 4774545.74000000 PA USD 5437038.07000000 0.318987301986 Long ABS-MBS USGA US N 2 2043-11-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J7TT2 4692568.99000000 PA USD 5308151.03000000 0.311425587570 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31281ADU3 24686.39000000 PA USD 24858.68000000 0.001458441740 Long ABS-MBS USGA US N 2 2023-05-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31371G2Y5 40324.76000000 PA USD 45365.01000000 0.002661534084 Long ABS-MBS USGA US N 2 2028-08-01 Fixed 7.00000000 N N N N N N JP Morgan Mortgage Trust 2018-8 N/A 46650MAN7 2721787.63000000 PA USD 2751429.26000000 0.161424471367 Long ABS-MBS CORP US N 2 2049-01-25 Variable 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GVT0 4785.48000000 PA USD 5382.70000000 0.000315799324 Long ABS-MBS USGA US N 2 2028-06-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GY42 25917.76000000 PA USD 29379.76000000 0.001723690409 Long ABS-MBS USGA US N 2 2029-03-01 Fixed 6.50000000 N N N N N N Sequoia Mortgage Trust 2017-2 N/A 81746KCC6 2307068.52000000 PA USD 2242604.18000000 0.131572052207 Long ABS-MBS CORP US N 2 2047-02-25 Variable 3.63000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378B2X6 41230229.60000000 PA USD 1394962.97000000 0.081841522616 Long ABS-MBS CORP US N 2 2052-11-16 Variable 0.68000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137B5KW2 12400000.00000000 PA USD 13335675.48000000 0.782394952318 Long ABS-MBS CORP US N 2 2023-08-25 Variable 3.46000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31411DS67 3087.03000000 PA USD 3521.66000000 0.000206613381 Long ABS-MBS USGA US N 2 2037-02-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417ECG4 4973356.35000000 PA USD 5349314.44000000 0.313840616659 Long ABS-MBS USGA US N 2 2042-12-01 Fixed 3.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137ATRW4 7700000.00000000 PA USD 7904387.26000000 0.463744990095 Long ABS-MBS CORP US N 2 2022-05-25 Fixed 2.37000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31414HZ42 695250.78000000 PA USD 794950.79000000 0.046639218716 Long ABS-MBS USGA US N 2 2037-12-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7AZ6 33355.29000000 PA USD 36198.74000000 0.002123755298 Long ABS-MBS USGA US N 2 2025-10-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WF2R6 8728374.72000000 PA USD 9596578.82000000 0.563024710638 Long ABS-MBS USGA US N 2 2045-11-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36204QAC4 2564.11000000 PA USD 2720.14000000 0.000159588751 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138W6EE2 5813292.38000000 PA USD 6167151.38000000 0.361822550131 Long ABS-MBS USGA US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Freddie Mac REMICS N/A 3137BUQZ4 3889112.57000000 PA USD 4090856.78000000 0.240007767145 Long ABS-MBS CORP US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J8SB0 4534391.16000000 PA USD 5200547.32000000 0.305112551558 Long ABS-MBS USGA US N 2 2048-05-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417B2S5 2725646.94000000 PA USD 2949675.98000000 0.173055470732 Long ABS-MBS USGA US N 2 2042-06-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36297FYU0 2121503.46000000 PA USD 2421778.70000000 0.142084098653 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140Q9RA3 5942600.83000000 PA USD 6704303.26000000 0.393336883257 Long ABS-MBS USGA US N 2 2048-08-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7RH8 3189369.69000000 PA USD 3428153.01000000 0.201127390571 Long ABS-MBS USGA US N 2 2032-02-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36208YZW2 132875.16000000 PA USD 148527.09000000 0.008713982705 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140Q8NU5 7531350.56000000 PA USD 8122352.36000000 0.476532853318 Long ABS-MBS USGA US N 2 2033-02-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WDYS4 367521.34000000 PA USD 390515.68000000 0.022911287642 Long ABS-MBS USGA US N 2 2030-01-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36203Y4Q4 1233.68000000 PA USD 1351.56000000 0.000079295100 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31293MD66 991.19000000 PA USD 1086.19000000 0.000063726023 Long ABS-MBS USGA US N 2 2029-03-01 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36179SJS7 12495806.13000000 PA USD 13348356.62000000 0.783138946121 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140Q8KE4 6627077.41000000 PA USD 7421168.15000000 0.435394855669 Long ABS-MBS USGA US N 2 2048-02-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J5XH7 6731350.57000000 PA USD 7614303.10000000 0.446725950987 Long ABS-MBS USGA US N 2 2047-07-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36224JL42 10337.78000000 PA USD 10720.41000000 0.000628959116 Long ABS-MBS USGA US N 2 2022-12-15 Fixed 7.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 3622A3AU4 4290769.87000000 PA USD 4617477.58000000 0.270904249016 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378KHN2 49165594.46000000 PA USD 1283467.84000000 0.075300179656 Long ABS-MBS CORP US N 2 2054-10-16 Variable 0.65000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WCNV1 8281089.32000000 PA USD 9373805.06000000 0.549954726624 Long ABS-MBS USGA US N 2 2044-08-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X4TM8 6969443.70000000 PA USD 7338141.28000000 0.430523726036 Long ABS-MBS USGA US N 2 2030-07-01 Fixed 2.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38379KG44 10919146.13000000 PA USD 527534.52000000 0.030950089198 Long ABS-MBS CORP US N 2 2057-06-16 Variable 0.74000000 N N N N N N Freddie Mac Gold Pool N/A 3128KMLP8 72609.49000000 PA USD 81986.00000000 0.004810062501 Long ABS-MBS USGA US N 2 2037-03-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36224DWA9 9036.54000000 PA USD 9900.03000000 0.000580827983 Long ABS-MBS USGA US N 2 2023-09-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128L9TP8 57757.37000000 PA USD 64787.86000000 0.003801059399 Long ABS-MBS USGA US N 2 2038-04-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128FWAN9 67.06000000 PA USD 74.73000000 0.000004384357 Long ABS-MBS USGA US N 2 2028-02-01 Fixed 6.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38377ELF9 2608675.96000000 PA USD 2985307.73000000 0.175145961115 Long ABS-MBS CORP US N 2 2039-11-20 Fixed 5.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138X5RM1 3035411.88000000 PA USD 3456676.11000000 0.202800821324 Long ABS-MBS USGA US N 2 2043-09-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EGXA7 6059573.47000000 PA USD 6971955.93000000 0.409039882201 Long ABS-MBS USGA US N 2 2041-07-01 Fixed 5.00000000 N N N N N N Fannie Mae REMICS N/A 3136AUG39 3995840.27000000 PA USD 4132998.69000000 0.242480204159 Long ABS-MBS CORP US N 2 2043-02-25 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 3620ASS67 3461065.70000000 PA USD 3793696.16000000 0.222573556972 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31335BBA3 5184504.18000000 PA USD 5652265.39000000 0.331614541530 Long ABS-MBS USGA US N 2 2046-11-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138X0B23 1843838.01000000 PA USD 1903175.89000000 0.111658026767 Long ABS-MBS USGA US N 2 2028-08-01 Fixed 2.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WFUU8 4930466.87000000 PA USD 5464582.67000000 0.320603324814 Long ABS-MBS USGA US N 2 2045-10-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36179S2P1 11309866.87000000 PA USD 12002146.65000000 0.704157728644 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31400B4F0 61968.65000000 PA USD 71280.31000000 0.004181966997 Long ABS-MBS USGA US N 2 2033-02-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417B5S2 3558404.47000000 PA USD 3743902.53000000 0.219652198783 Long ABS-MBS USGA US N 2 2027-06-01 Fixed 2.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828QN3 13000000.00000000 PA USD 13401171.94000000 0.786237584794 Long DBT UST US N 2 2021-05-15 Fixed 3.13000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31407BWY1 19745.83000000 PA USD 22512.98000000 0.001320821126 Long ABS-MBS USGA US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31296XUW3 82625.65000000 PA USD 94162.84000000 0.005524469369 Long ABS-MBS USGA US N 2 2034-05-01 Fixed 5.00000000 N N N N N N New Residential Mortgage Loan Trust 2015-2 N/A 64829EAJ3 5323475.82000000 PA USD 5450714.88000000 0.319789711067 Long ABS-MBS CORP US N 2 2055-08-25 Variable 5.53000000 N N N N N N Fannie Mae REMICS N/A 3136AXEF8 8975468.71000000 PA USD 736711.86000000 0.043222380556 Long ABS-MBS CORP US N 2 2032-07-25 Fixed 3.00000000 N N N N N N United States Treasury Bill 254900HROIFWPRGM1V77 912796UB3 54500000.00000000 PA USD 54491552.50000000 3.196982086428 Long DBT UST US N 2 2020-07-02 None 0.09000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31374NKY7 835.17000000 PA USD 925.37000000 0.000054290824 Long ABS-MBS USGA US N 2 2025-09-01 Fixed 8.50000000 N N N N N N CD 2017-CD3 Mortgage Trust N/A 12515GAG2 4500000.00000000 PA USD 4331412.45000000 0.254121003646 Long ABS-MBS CORP US N 2 2050-02-10 Variable 3.98000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378KMT3 25665727.84000000 PA USD 770164.33000000 0.045185014073 Long ABS-MBS CORP US N 2 2045-11-16 Variable 0.61000000 N N N N N N Freddie Mac Gold Pool N/A 31292HUR3 339001.58000000 PA USD 382169.61000000 0.022421629428 Long ABS-MBS USGA US N 2 2033-02-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31388X4C5 1025.45000000 PA USD 1145.85000000 0.000067226235 Long ABS-MBS USGA US N 2 2031-12-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283HUT0 33338.68000000 PA USD 36364.23000000 0.002133464483 Long ABS-MBS USGA US N 2 2032-12-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140K55N3 9862221.14000000 PA USD 10417358.57000000 0.611179296757 Long ABS-MBS USGA US N 2 2049-12-01 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36179RJD2 15591489.23000000 PA USD 16612072.72000000 0.974618935738 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 3.00000000 N N N N N N CNH Equipment Trust 2016-C N/A 12635YAE3 1600000.00000000 PA USD 1598071.36000000 0.093757752832 Long ABS-O CORP US N 2 2023-09-15 Fixed 1.76000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36223L5A2 2235.14000000 PA USD 2243.73000000 0.000131638103 Long ABS-MBS USGA US N 2 2022-03-15 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36210BV51 20917.66000000 PA USD 21972.05000000 0.001289085133 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 31335AWT1 8185393.96000000 PA USD 9002598.15000000 0.528176271301 Long ABS-MBS USGA US N 2 2046-07-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36224UYV3 1197.43000000 PA USD 1202.34000000 0.000070540464 Long ABS-MBS USGA US N 2 2023-02-15 Fixed 7.50000000 N N N N N N Fannie Mae REMICS N/A 31398NL69 8654015.01000000 PA USD 8996126.40000000 0.527796578158 Long ABS-MBS CORP US N 2 2039-06-25 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M9FV9 7486294.33000000 PA USD 8104237.24000000 0.475470051627 Long ABS-MBS USGA US N 2 2042-07-01 Fixed 3.50000000 N N N N N N Fannie Mae REMICS N/A 3136APAG7 13442762.61000000 PA USD 739433.94000000 0.043382083127 Long ABS-MBS CORP US N 2 2045-06-25 Variable 2.14000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36224TYR5 1037.71000000 PA USD 1041.49000000 0.000061103505 Long ABS-MBS USGA US N 2 2023-01-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 31298PBS8 114051.36000000 PA USD 127863.69000000 0.007501675171 Long ABS-MBS USGA US N 2 2031-04-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WRS43 2287296.45000000 PA USD 2536317.07000000 0.148803986421 Long ABS-MBS USGA US N 2 2043-05-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132GDJ29 3832901.20000000 PA USD 4369351.56000000 0.256346865261 Long ABS-MBS USGA US N 2 2041-04-01 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36179SWW3 8906298.51000000 PA USD 9489284.59000000 0.556729831605 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140F9WN1 5995784.97000000 PA USD 6512185.62000000 0.382065472820 Long ABS-MBS USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N WFRBS Commercial Mortgage Trust 2014-C23 N/A 92939HBB0 9700000.00000000 PA USD 9784753.75000000 0.574064804978 Long ABS-MBS CORP US N 2 2057-10-15 Variable 4.53000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 3622AACU6 6942223.56000000 PA USD 7403896.84000000 0.434381559733 Long ABS-MBS USGA US N 2 2047-11-15 Fixed 3.00000000 N N N N N N Freddie Mac REMICS N/A 3137FDCE0 3706152.69000000 PA USD 4006388.12000000 0.235052048680 Long ABS-MBS CORP US N 2 2029-03-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36223Q2D8 3657.74000000 PA USD 3705.44000000 0.000217395628 Long ABS-MBS USGA US N 2 2022-02-15 Fixed 8.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WFBM7 2278531.82000000 PA USD 2450239.77000000 0.143753890149 Long ABS-MBS USGA US N 2 2045-07-01 Fixed 3.00000000 N N N N N N Freddie Mac Non Gold Pool N/A 31336SDH8 816.50000000 PA USD 823.59000000 0.000048319461 Long ABS-MBS USGA US N 2 2032-10-01 Floating 3.85000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378FJG6 13514916.23000000 PA USD 2133933.64000000 0.125196426009 Long ABS-MBS CORP US N 2 2043-01-20 Fixed 3.50000000 N N N N N N Freddie Mac REMICS N/A 3137BMZE9 1839578.04000000 PA USD 1898761.50000000 0.111399037527 Long ABS-MBS CORP US N 2 2041-10-15 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140EXCM3 3597297.23000000 PA USD 3880037.24000000 0.227639129036 Long ABS-MBS USGA US N 2 2031-08-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36224AZR5 457.53000000 PA USD 458.94000000 0.000026925695 Long ABS-MBS USGA US N 2 2022-04-15 Fixed 8.00000000 N N N N N N Fannie Mae REMICS N/A 3136B02Y1 5420732.20000000 PA USD 5637431.93000000 0.330744272585 Long ABS-MBS CORP US N 2 2046-03-25 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128L7YX9 30865.35000000 PA USD 34300.04000000 0.002012359868 Long ABS-MBS USGA US N 2 2038-03-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417CC94 3953842.80000000 PA USD 4327950.90000000 0.253917916877 Long ABS-MBS USGA US N 2 2042-07-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMP31 971988.97000000 PA USD 1017629.85000000 0.059703646745 Long ABS-MBS USGA US N 2 2027-08-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36225AQY9 4501.46000000 PA USD 4521.59000000 0.000265278590 Long ABS-MBS USGA US N 2 2021-11-15 Fixed 9.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36211NMJ4 14280.19000000 PA USD 14458.95000000 0.000848296699 Long ABS-MBS USGA US N 2 2029-10-15 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128EX6L7 924.82000000 PA USD 1030.64000000 0.000060466943 Long ABS-MBS USGA US N 2 2025-07-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31402GSX2 478705.22000000 PA USD 546949.67000000 0.032089162759 Long ABS-MBS USGA US N 2 2033-07-01 Fixed 5.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38375GYC9 6092279.23000000 PA USD 1346216.42000000 0.078981595894 Long ABS-MBS CORP US N 2 2042-08-20 Floating 5.33000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38379FK99 12280873.92000000 PA USD 1684875.73000000 0.098850505803 Long ABS-MBS CORP US N 2 2044-06-20 Floating 5.53000000 N N N N N N Citigroup Mortgage Loan Trust 2015-PS1 N/A 17324VAP9 6819916.38000000 PA USD 7016101.50000000 0.411629872576 Long ABS-MBS CORP US N 2 2042-09-25 Variable 5.25000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36203EL89 8915.63000000 PA USD 9767.57000000 0.000573056646 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M6WB0 79443.75000000 PA USD 91463.53000000 0.005366102699 Long ABS-MBS USGA US N 2 2038-10-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132WHJV8 7171152.89000000 PA USD 7791457.04000000 0.457119451387 Long ABS-MBS USGA US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138W9B33 2141576.31000000 PA USD 2260999.88000000 0.132651315335 Long ABS-MBS USGA US N 2 2028-08-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36224GRN0 1288.97000000 PA USD 1304.77000000 0.000076549962 Long ABS-MBS USGA US N 2 2022-08-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WHR87 7091449.49000000 PA USD 7584494.07000000 0.444977075601 Long ABS-MBS USGA US N 2 2031-08-01 Fixed 3.00000000 N N N N N N Fannie Mae Interest Strip B1V7KEBTPIMZEU4LTD58 31395Q5F3 3697452.26000000 PA USD 551866.16000000 0.032377609862 Long ABS-MBS CORP US N 2 2043-12-25 Variable 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EP2G8 3037510.82000000 PA USD 3458612.34000000 0.202914418613 Long ABS-MBS USGA US N 2 2045-05-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31412QFE4 2349979.54000000 PA USD 2645863.94000000 0.155231026300 Long ABS-MBS USGA US N 2 2039-08-01 Fixed 4.50000000 N N N N N N Fannie Mae REMICS N/A 3136AMJ42 6411328.00000000 PA USD 7660292.52000000 0.449424118779 Long ABS-MBS CORP US N 2 2045-03-25 Fixed 4.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31413AJK0 18566.66000000 PA USD 22499.86000000 0.001320051385 Long ABS-MBS USGA US N 2 2037-07-01 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202C5T6 4952.29000000 PA USD 5712.85000000 0.000335168999 Long ABS-MBS USGA US N 2 2028-10-20 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36200STN0 9293.57000000 PA USD 10602.61000000 0.000622047871 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292HHL1 1315.64000000 PA USD 1569.96000000 0.000092108478 Long ABS-MBS USGA US N 2 2031-02-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31410EDY1 60021.26000000 PA USD 70881.14000000 0.004158547966 Long ABS-MBS USGA US N 2 2036-08-01 Fixed 6.50000000 N N N N N N Fannie Mae Interest Strip B1V7KEBTPIMZEU4LTD58 31364HH42 16993.23000000 PA USD 1657.01000000 0.000097215642 Long ABS-MBS CORP US N 2 2024-04-25 Fixed 7.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202DYM7 635874.04000000 PA USD 726766.98000000 0.042638921254 Long ABS-MBS USGA US N 2 2033-07-20 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36208RP24 86339.15000000 PA USD 96586.85000000 0.005666684377 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36180NDA0 6487874.63000000 PA USD 7041688.89000000 0.413131067233 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31389C5Y1 1773.70000000 PA USD 1970.27000000 0.000115594392 Long ABS-MBS USGA US N 2 2031-12-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31335HT60 12854.95000000 PA USD 13601.24000000 0.000797975440 Long ABS-MBS USGA US N 2 2022-08-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417CW50 6961601.21000000 PA USD 7620305.69000000 0.447078118833 Long ABS-MBS USGA US N 2 2042-09-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31411AVF9 18687.48000000 PA USD 22555.66000000 0.001323325133 Long ABS-MBS USGA US N 2 2036-11-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X4D52 7946685.39000000 PA USD 8728096.08000000 0.512071422747 Long ABS-MBS USGA US N 2 2049-05-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31388GTN1 1606.24000000 PA USD 1789.24000000 0.000104973486 Long ABS-MBS USGA US N 2 2031-12-01 Fixed 6.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378BM71 35688468.20000000 PA USD 1554468.33000000 0.091199592908 Long ABS-MBS CORP US N 2 2053-02-16 Variable 0.79000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31385C3V3 57801.12000000 PA USD 68440.46000000 0.004015354941 Long ABS-MBS USGA US N 2 2031-06-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X4EN2 3826049.27000000 PA USD 4096792.07000000 0.240355986546 Long ABS-MBS USGA US N 2 2039-06-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31410LMM1 8811380.61000000 PA USD 9505306.00000000 0.557669796763 Long ABS-MBS USGA US N 2 2043-06-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36203LGA4 752.74000000 PA USD 798.78000000 0.000046863875 Long ABS-MBS USGA US N 2 2023-05-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EJ6R4 4029930.59000000 PA USD 4411190.64000000 0.258801535447 Long ABS-MBS USGA US N 2 2042-11-01 Fixed 3.50000000 N N N N N N United States Treasury Strip Principal 254900HROIFWPRGM1V77 912803AT0 6800000.00000000 PA USD 6799790.76000000 0.398939069522 Long DBT UST US N 2 2020-05-15 None 0.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292HEF7 298.25000000 PA USD 357.45000000 0.000020971346 Long ABS-MBS USGA US N 2 2030-08-01 Fixed 8.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KE4E0 33304.18000000 PA USD 38359.87000000 0.002250547316 Long ABS-MBS USGA US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38380GG24 6255980.07000000 PA USD 1351862.24000000 0.079312832288 Long ABS-MBS CORP US N 2 2047-09-20 Floating 5.48000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36204KW41 2209.67000000 PA USD 2217.84000000 0.000130119154 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EKG33 1272116.85000000 PA USD 1451005.84000000 0.085129519438 Long ABS-MBS USGA US N 2 2040-07-01 Fixed 5.00000000 N N N N N N GS Mortgage Securities Trust 2013-GC13 549300WF5YRKNHB1FX69 36198EBB0 5000000.00000000 PA USD 3981651.00000000 0.233600738782 Long ABS-MBS CORP US N 2 2046-07-10 Variable 4.22000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 3617B9AK2 4161455.17000000 PA USD 4474530.64000000 0.262517649891 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36179TEY7 6365194.49000000 PA USD 6791940.23000000 0.398478484300 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36204GY30 1581.88000000 PA USD 1733.04000000 0.000101676270 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38379MZK3 3159060.15000000 PA USD 716035.73000000 0.042009326162 Long ABS-MBS CORP US N 2 2045-08-16 Floating 5.46000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31389XRY1 18396.64000000 PA USD 21148.79000000 0.001240785033 Long ABS-MBS USGA US N 2 2032-04-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31410TWZ4 23281.86000000 PA USD 27667.79000000 0.001623250301 Long ABS-MBS USGA US N 2 2036-08-01 Fixed 6.50000000 N N N N N N JP Morgan Mortgage Trust 2016-4 N/A 46647JAN0 3534351.36000000 PA USD 3535280.54000000 0.207412489429 Long ABS-MBS CORP US N 2 2046-10-25 Variable 3.50000000 N N N N N N Fannie Mae REMICS N/A 3136ASMM5 6662127.21000000 PA USD 6870660.45000000 0.403096945725 Long ABS-MBS CORP US N 2 2046-01-25 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128PW2Z0 1354701.04000000 PA USD 1432292.35000000 0.084031611789 Long ABS-MBS USGA US N 2 2026-11-01 Fixed 3.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38380FQP4 8243479.90000000 PA USD 670110.01000000 0.039314895605 Long ABS-MBS CORP US N 2 2046-01-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36296HLM9 64537.91000000 PA USD 71757.22000000 0.004209946980 Long ABS-MBS USGA US N 2 2038-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36203LBW1 205.84000000 PA USD 206.68000000 0.000012125774 Long ABS-MBS USGA US N 2 2023-10-15 Fixed 7.50000000 N N N N N N Fannie Mae REMICS N/A 3136AUY47 3313763.69000000 PA USD 3383131.04000000 0.198485982408 Long ABS-MBS CORP US N 2 2042-08-25 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36207DNY8 9294.82000000 PA USD 9663.82000000 0.000566969704 Long ABS-MBS USGA US N 2 2027-01-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36178DPF2 3462736.94000000 PA USD 3696983.79000000 0.216899508422 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36213LLA6 725.78000000 PA USD 835.29000000 0.000049005892 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EP7M0 4889804.26000000 PA USD 5419502.87000000 0.317958523804 Long ABS-MBS USGA US N 2 2045-08-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202D5T4 438106.41000000 PA USD 501697.98000000 0.029434277080 Long ABS-MBS USGA US N 2 2034-05-20 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36203QGP0 3333.38000000 PA USD 3513.98000000 0.000206162801 Long ABS-MBS USGA US N 2 2023-07-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36204BFU2 6786.55000000 PA USD 7518.84000000 0.000441125196 Long ABS-MBS USGA US N 2 2023-11-15 Fixed 6.00000000 N N N N N N Freddie Mac Pool N/A 3132ADPL6 7450016.65000000 PA USD 8036571.81000000 0.471500167165 Long ABS-MBS USGA US N 2 2033-09-01 Fixed 3.50000000 N N N N N N Freddie Mac REMICS N/A 3137F4XD9 2972000.00000000 PA USD 3043417.16000000 0.178555201598 Long ABS-MBS CORP US N 2 2042-07-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36209ASX9 354.11000000 PA USD 390.32000000 0.000022899807 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31387D5K1 58835.51000000 PA USD 65538.78000000 0.003845115362 Long ABS-MBS USGA US N 2 2031-06-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140EVUX3 8669921.85000000 PA USD 9600062.45000000 0.563229092825 Long ABS-MBS USGA US N 2 2046-08-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J8TK9 9536061.26000000 PA USD 10115278.86000000 0.593456486941 Long ABS-MBS USGA US N 2 2033-06-01 Fixed 3.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38379RTT0 3810600.49000000 PA USD 3961196.95000000 0.232400713669 Long ABS-MBS CORP US N 2 2059-05-16 Fixed 2.60000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36225B3L0 95483.06000000 PA USD 106936.28000000 0.006273878351 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 5.00000000 N N N N N N Principal Government Money Market Fund - Institutional Class 549300WWK3YB7DNN4U34 742537228 82006473.40000000 NS USD 82006473.40000000 4.811263662031 Long STIV RF US N 1 N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ETKN5 5715325.49000000 PA USD 6163762.10000000 0.361623703393 Long ABS-MBS USGA US N 2 2043-08-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417ECE9 4877998.15000000 PA USD 5261769.78000000 0.308704431380 Long ABS-MBS USGA US N 2 2042-12-01 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202D4P3 832382.47000000 PA USD 942637.57000000 0.055303901008 Long ABS-MBS USGA US N 2 2034-03-20 Fixed 5.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J9A76 10635069.28000000 PA USD 12097685.05000000 0.709762901178 Long ABS-MBS USGA US N 2 2048-09-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31410QA43 25073.11000000 PA USD 30329.41000000 0.001779405724 Long ABS-MBS USGA US N 2 2036-10-01 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202DAN1 43500.12000000 PA USD 48689.72000000 0.002856592544 Long ABS-MBS USGA US N 2 2029-02-20 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36179SLR6 15024453.93000000 PA USD 16055497.92000000 0.941965073190 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292HP40 5409.32000000 PA USD 6309.14000000 0.000370152925 Long ABS-MBS USGA US N 2 2032-04-01 Fixed 6.50000000 N N N N N N Fannie Mae REMICS N/A 31359PMQ6 5719.00000000 PA USD 5624.89000000 0.000330008446 Long ABS-MBS CORP US N 2 2027-04-25 Floating 1.09000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138A8RJ7 2931683.52000000 PA USD 3256939.65000000 0.191082419933 Long ABS-MBS USGA US N 2 2041-03-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36208CZ91 6798.30000000 PA USD 6927.98000000 0.000406459844 Long ABS-MBS USGA US N 2 2027-06-15 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36209BTG3 1874.98000000 PA USD 1882.30000000 0.000110433252 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WDQV6 5117273.31000000 PA USD 5792544.55000000 0.339844623828 Long ABS-MBS USGA US N 2 2044-12-01 Fixed 4.00000000 N N N N N N GS Mortgage Securities Trust 2014-GC20 N/A 36252WBE7 2000000.00000000 PA USD 1824521.60000000 0.107043433411 Long ABS-MBS CORP US N 2 2047-04-10 Variable 5.13000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WJGU6 9786844.92000000 PA USD 10696461.10000000 0.627554051150 Long ABS-MBS USGA US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31416NET5 419267.80000000 PA USD 477251.01000000 0.027999990084 Long ABS-MBS USGA US N 2 2039-04-01 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36181BJY7 4498219.76000000 PA USD 4909211.30000000 0.288020066680 Long ABS-MBS USGA US N 2 2043-06-20 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WD4H1 4231464.76000000 PA USD 4788612.33000000 0.280944607659 Long ABS-MBS USGA US N 2 2045-02-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31391KSU2 5958.14000000 PA USD 6618.46000000 0.000388300517 Long ABS-MBS USGA US N 2 2032-11-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WJMX3 6672760.91000000 PA USD 7035610.30000000 0.412774440518 Long ABS-MBS USGA US N 2 2031-12-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36206KC74 3675.95000000 PA USD 3730.38000000 0.000218858841 Long ABS-MBS USGA US N 2 2027-05-15 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128K64H0 29737.57000000 PA USD 33903.92000000 0.001989119779 Long ABS-MBS USGA US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31382QJQ9 20583.79000000 PA USD 22928.95000000 0.001345225801 Long ABS-MBS USGA US N 2 2029-04-01 Fixed 6.50000000 N N N N N N Freddie Mac REMICS N/A 3137AYL90 2051730.54000000 PA USD 2152082.32000000 0.126261196642 Long ABS-MBS CORP US N 2 2043-02-15 Fixed 2.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31414RMW2 3015.15000000 PA USD 3451.54000000 0.000202499489 Long ABS-MBS USGA US N 2 2038-05-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EQB68 4240844.74000000 PA USD 4640629.00000000 0.272262526980 Long ABS-MBS USGA US N 2 2045-09-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31335BP67 4126496.22000000 PA USD 4734754.97000000 0.277784833212 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36223RLA1 2854.17000000 PA USD 2863.46000000 0.000167997238 Long ABS-MBS USGA US N 2 2021-12-15 Fixed 7.50000000 N N N N N N Freddie Mac REMICS N/A 3137BDXX9 3625454.50000000 PA USD 3733059.08000000 0.219016020994 Long ABS-MBS CORP US N 2 2040-06-15 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132L5B44 2166405.97000000 PA USD 2331053.32000000 0.136761302709 Long ABS-MBS USGA US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36184SPQ7 3834385.46000000 PA USD 4150486.18000000 0.243506183227 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202DMR9 35288.55000000 PA USD 41900.02000000 0.002458245493 Long ABS-MBS USGA US N 2 2031-04-20 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31416WE57 2160684.35000000 PA USD 2481384.03000000 0.145581102565 Long ABS-MBS USGA US N 2 2040-05-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WD7B1 4908790.76000000 PA USD 5182697.21000000 0.304065297823 Long ABS-MBS USGA US N 2 2030-03-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31402RDB2 56544.16000000 PA USD 64536.91000000 0.003786336335 Long ABS-MBS USGA US N 2 2035-05-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QCZ58 14134140.52000000 PA USD 14937134.26000000 0.876351442763 Long ABS-MBS USGA US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31296Q7B0 78569.00000000 PA USD 87312.13000000 0.005122542903 Long ABS-MBS USGA US N 2 2033-11-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128L5AY7 9724.95000000 PA USD 10807.14000000 0.000634047506 Long ABS-MBS USGA US N 2 2038-01-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WDAP6 5508770.54000000 PA USD 6104737.60000000 0.358160776379 Long ABS-MBS USGA US N 2 2044-10-01 Fixed 3.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38379FTL3 4139883.20000000 PA USD 990521.70000000 0.058113230140 Long ABS-MBS CORP US N 2 2045-11-20 Floating 6.03000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417A4U0 5196336.49000000 PA USD 5761296.69000000 0.338011333270 Long ABS-MBS USGA US N 2 2042-02-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31335GMB8 963.89000000 PA USD 1074.18000000 0.000063021405 Long ABS-MBS USGA US N 2 2025-10-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128LXGZ7 257990.44000000 PA USD 294736.29000000 0.017291976391 Long ABS-MBS USGA US N 2 2035-11-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36203CLG5 3226.99000000 PA USD 3535.35000000 0.000207416564 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36207AR87 2735.25000000 PA USD 2996.62000000 0.000175809644 Long ABS-MBS USGA US N 2 2026-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36204A6Z3 6581.32000000 PA USD 6726.03000000 0.000394611576 Long ABS-MBS USGA US N 2 2023-08-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31419AYJ0 826919.13000000 PA USD 884363.62000000 0.051885008250 Long ABS-MBS USGA US N 2 2025-09-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31400FCS4 71775.90000000 PA USD 75311.04000000 0.004418447167 Long ABS-MBS USGA US N 2 2033-05-01 Fixed 5.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38373AWP7 273428.90000000 PA USD 283777.77000000 0.016649047523 Long ABS-MBS CORP US N 2 2038-11-16 Fixed 4.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EBHW8 2436336.14000000 PA USD 2579012.37000000 0.151308890448 Long ABS-MBS USGA US N 2 2027-04-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31400FCV7 110099.32000000 PA USD 122879.40000000 0.007209250288 Long ABS-MBS USGA US N 2 2032-07-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 31335BMY9 7034060.27000000 PA USD 7952653.11000000 0.466576714477 Long ABS-MBS USGA US N 2 2048-01-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7S20 2841489.01000000 PA USD 3054698.89000000 0.179217092975 Long ABS-MBS USGA US N 2 2032-04-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36209DR89 830.01000000 PA USD 838.56000000 0.000049197741 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 31335A5B0 5884568.82000000 PA USD 6393281.56000000 0.375089453008 Long ABS-MBS USGA US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31307AUK6 2963996.61000000 PA USD 3125570.11000000 0.183375058942 Long ABS-MBS USGA US N 2 2028-02-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31412WJN7 11192.12000000 PA USD 13307.69000000 0.000780753063 Long ABS-MBS USGA US N 2 2037-07-01 Fixed 6.50000000 N N N N N N Fannie Mae REMICS N/A 3136ABH30 766020.26000000 PA USD 820314.32000000 0.048127279660 Long ABS-MBS CORP US N 2 2043-02-25 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36208TFR6 817.15000000 PA USD 820.34000000 0.000048128786 Long ABS-MBS USGA US N 2 2027-10-15 Fixed 7.00000000 N N N N N N Freddie Mac REMICS N/A 3137AWBP9 6769814.42000000 PA USD 848560.36000000 0.049784455492 Long ABS-MBS CORP US N 2 2042-11-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283HLX1 41306.39000000 PA USD 47030.66000000 0.002759256630 Long ABS-MBS USGA US N 2 2031-04-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31373HYC4 13.05000000 PA USD 13.10000000 0.000000768568 Long ABS-MBS USGA US N 2 2024-09-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WDRX1 6825450.60000000 PA USD 7772823.96000000 0.456026261338 Long ABS-MBS USGA US N 2 2044-12-01 Fixed 4.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137B7MZ9 5800000.00000000 PA USD 6272100.86000000 0.367979864286 Long ABS-MBS CORP US N 2 2023-10-25 Variable 3.53000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31414CUW6 1134900.96000000 PA USD 1294755.34000000 0.075962409554 Long ABS-MBS USGA US N 2 2038-03-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJCA6 4491.12000000 PA USD 5352.11000000 0.000314004630 Long ABS-MBS USGA US N 2 2035-04-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132HNKA6 5479169.16000000 PA USD 5954118.01000000 0.349324028131 Long ABS-MBS USGA US N 2 2042-10-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31400FCA3 327680.01000000 PA USD 364625.82000000 0.021392347277 Long ABS-MBS USGA US N 2 2032-11-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31414CJK5 144633.91000000 PA USD 163588.08000000 0.009597600679 Long ABS-MBS USGA US N 2 2038-03-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36206GNT3 3987.29000000 PA USD 4368.30000000 0.000256285170 Long ABS-MBS USGA US N 2 2026-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36204GJ52 7633.51000000 PA USD 8112.00000000 0.000475925487 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36209JHD6 47036.42000000 PA USD 51903.77000000 0.003045158658 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31414MNP7 21619.43000000 PA USD 25343.22000000 0.001486869370 Long ABS-MBS USGA US N 2 2038-02-01 Fixed 6.50000000 N N N N N N Fannie Mae REMICS N/A 3136ABDR1 9306153.89000000 PA USD 436335.78000000 0.025599521546 Long ABS-MBS CORP US N 2 2040-01-25 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31335HRZ8 32868.94000000 PA USD 33969.38000000 0.001992960273 Long ABS-MBS USGA US N 2 2021-12-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31390YLR7 6623.29000000 PA USD 7560.55000000 0.000443572293 Long ABS-MBS USGA US N 2 2032-08-01 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36181CD70 3449999.91000000 PA USD 3802878.94000000 0.223112304389 Long ABS-MBS USGA US N 2 2044-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36203RUR8 17300.66000000 PA USD 17530.65000000 0.001028511236 Long ABS-MBS USGA US N 2 2025-04-20 Fixed 6.80000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138W9MS6 5342483.36000000 PA USD 6083780.55000000 0.356931240601 Long ABS-MBS USGA US N 2 2043-09-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31388R4P9 28362.26000000 PA USD 31593.64000000 0.001853577233 Long ABS-MBS USGA US N 2 2032-01-01 Fixed 6.50000000 N N N N N N Sequoia Mortgage Trust 2017-3 N/A 81746XCC8 2314062.20000000 PA USD 2195799.27000000 0.128826040175 Long ABS-MBS CORP US N 2 2047-04-25 Variable 3.80000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36203X6N1 503.91000000 PA USD 552.06000000 0.000032388982 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31294MMB4 2545050.65000000 PA USD 2690988.49000000 0.157878452762 Long ABS-MBS USGA US N 2 2027-02-01 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36183A5K2 3084224.35000000 PA USD 3346313.16000000 0.196325902590 Long ABS-MBS USGA US N 2 2044-10-20 Fixed 4.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418MZ39 5197897.32000000 PA USD 5942041.35000000 0.348615498755 Long ABS-MBS USGA US N 2 2040-02-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36178DS36 3639479.34000000 PA USD 3888879.58000000 0.228157903071 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36203CYU0 14621.74000000 PA USD 16018.93000000 0.000939819658 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36204YR21 6664.28000000 PA USD 7156.00000000 0.000419837621 Long ABS-MBS USGA US N 2 2024-03-15 Fixed 7.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378BWE5 22648651.62000000 PA USD 343765.76000000 0.020168501836 Long ABS-MBS CORP US N 2 2052-06-16 Variable 0.46000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36194HDV1 6171953.83000000 PA USD 6698328.48000000 0.392986347004 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138Y4PZ6 2706248.88000000 PA USD 3047236.10000000 0.178779256194 Long ABS-MBS USGA US N 2 2044-10-01 Fixed 4.50000000 N N N N N N Freddie Mac REMICS N/A 3137AQVS4 11919968.99000000 PA USD 1656749.34000000 0.097200349754 Long ABS-MBS CORP US N 2 2041-09-15 Floating 5.84000000 N N N N N N Freddie Mac REMICS N/A 3137B3FL7 4905539.47000000 PA USD 203341.48000000 0.011929905447 Long ABS-MBS CORP US N 2 2040-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36179SSP3 7507162.97000000 PA USD 8022191.36000000 0.470656476007 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 3.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137F4X72 3250000.00000000 PA USD 3762482.43000000 0.220742268798 Long ABS-MBS CORP US N 2 2028-02-25 Variable 3.65000000 N N N N N N Freddie Mac REMICS N/A 3137AVTX5 3841687.59000000 PA USD 4051696.13000000 0.237710238614 Long ABS-MBS CORP US N 2 2032-11-15 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36206WL86 5335.91000000 PA USD 5356.16000000 0.000314242240 Long ABS-MBS USGA US N 2 2026-01-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31413CJD2 317721.92000000 PA USD 381286.21000000 0.022369800955 Long ABS-MBS USGA US N 2 2037-08-01 Fixed 6.50000000 N N N N N N Freddie Mac Strips S6XOOCT0IEG5ABCC6L87 3128HX5W1 1806959.09000000 PA USD 2080567.70000000 0.122065482837 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31371HHQ4 29429.85000000 PA USD 33208.41000000 0.001948314683 Long ABS-MBS USGA US N 2 2029-03-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36210EZZ5 38912.16000000 PA USD 39564.50000000 0.002321222133 Long ABS-MBS USGA US N 2 2029-11-15 Fixed 7.50000000 N N N N N N Citigroup Commercial Mortgage Trust 2016-GC36 N/A 17324TAM1 4400000.00000000 PA USD 3808992.88000000 0.223471005064 Long ABS-MBS CORP US N 2 2049-02-10 Variable 4.91000000 N N N N N N Freddie Mac REMICS N/A 3133TAU83 62305.85000000 PA USD 66433.01000000 0.003897579224 Long ABS-MBS CORP US N 2 2027-08-15 Fixed 6.50000000 N N N N N N Sequoia Mortgage Trust 2017-5 N/A 81746DAU4 1141715.26000000 PA USD 1140776.31000000 0.066928565261 Long ABS-MBS CORP US N 2 2047-08-25 Variable 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31403QPN4 127071.23000000 PA USD 141154.19000000 0.008281419709 Long ABS-MBS USGA US N 2 2034-03-01 Fixed 6.00000000 N N N N N N CSMC Trust 2015-1 N/A 12649NAT8 7070947.73000000 PA USD 6978112.55000000 0.409401086882 Long ABS-MBS CORP US N 2 2045-01-25 Variable 3.94000000 N N N N N N Sequoia Mortgage Trust 2018-5 N/A 81747GAU6 3107463.20000000 PA USD 3098339.07000000 0.181777432464 Long ABS-MBS CORP US N 2 2048-05-25 Variable 3.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-C31 N/A 94989WAZ0 6000000.00000000 PA USD 5174250.60000000 0.303569740995 Long ABS-MBS CORP US N 2 2048-11-15 Variable 4.76000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417DU43 6409161.33000000 PA USD 6913374.86000000 0.405602970922 Long ABS-MBS USGA US N 2 2042-11-01 Fixed 3.00000000 N N N N N N 2020-06-04 Principal Funds, Inc Sara Reece /s/ Sara Reece Vice President and Controller