NPORT-P false 0000898745 XXXXXXXX S000014244 C000113843 C000038763 C000038760 C000113844 C000113840 C000038762 C000113845 C000113842 Principal Funds, Inc 811-07572 0000898745 549300HZGBXSW6DSXF23 801 Grand Ave Des Moines 50309 515-235-1719 Government & High Quality Bond Fund S000014244 XQSA5XKJBXF2IV4K6K06 2022-10-31 2022-01-31 N 1713018803.57 382357443.24 1330661360.33 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 1248995.50000000 USD N CarMax Auto Owner Trust 2022-1 N/A 14317CAB8 10675000.00000000 PA USD 10657281.64000000 0.800901112613 Long ABS-O CORP US N 2 2025-02-18 Fixed 0.91000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417B5S2 1809709.38000000 PA USD 1858783.79000000 0.139688717611 Long ABS-MBS USGA US N 2 2027-06-01 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31335AJX7 4347814.68000000 PA USD 4741669.04000000 0.356339274691 Long ABS-MBS USGA US N 2 2045-10-01 Fixed 4.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38380AKH9 10626648.34000000 PA USD 990419.57000000 0.074430625215 Long ABS-MBS CORP US N 2 2044-10-20 Fixed 3.50000000 N N N N N N Fannie Mae REMICS B1V7KEBTPIMZEU4LTD58 3136AUSM4 1351234.33000000 PA USD 1364501.02000000 0.102543070737 Long ABS-MBS CORP US N 2 2042-04-25 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128KE4E0 19875.43000000 PA USD 22833.52000000 0.001715952734 Long ABS-MBS USGA US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417ECG4 3313919.59000000 PA USD 3452717.38000000 0.259473783708 Long ABS-MBS USGA US N 2 2042-12-01 Fixed 3.00000000 N N N N N N Santander Retail Auto Lease Trust 2021-B N/A 80286DAB4 7941968.97000000 PA USD 7909938.21000000 0.594436604669 Long ABS-O CORP US N 2 2024-01-22 Fixed 0.31000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128LXGZ7 164531.96000000 PA USD 184888.78000000 0.013894502802 Long ABS-MBS USGA US N 2 2035-11-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36204JAX4 2183.18000000 PA USD 2385.01000000 0.000179234933 Long ABS-MBS USGA US N 2 2023-11-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X4TM8 3994762.50000000 PA USD 4104179.64000000 0.308431563608 Long ABS-MBS USGA US N 2 2030-07-01 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3132QRQJ2 3547875.31000000 PA USD 3680831.01000000 0.276616659935 Long ABS-MBS USGA US N 2 2045-07-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EKU29 1788126.93000000 PA USD 1938534.40000000 0.145682023826 Long ABS-MBS USGA US N 2 2043-03-01 Fixed 4.00000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F020422 48000000.00000000 PA USD 48224062.56000000 3.624067249389 Long ABS-MBS USGA US N 2 2037-02-01 Fixed 2.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QCZ58 6847489.67000000 PA USD 7024548.70000000 0.527899051510 Long ABS-MBS USGA US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36204QAC4 663.11000000 PA USD 670.00000000 0.000050350902 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3132GUY57 2008234.73000000 PA USD 2205074.65000000 0.165712683612 Long ABS-MBS USGA US N 2 2042-07-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417B2S5 1347631.12000000 PA USD 1432725.60000000 0.107670188878 Long ABS-MBS USGA US N 2 2042-06-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31416WE57 1405026.33000000 PA USD 1592218.35000000 0.119656164781 Long ABS-MBS USGA US N 2 2040-05-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138X0B23 1090416.99000000 PA USD 1100190.22000000 0.082679955456 Long ABS-MBS USGA US N 2 2028-08-01 Fixed 2.00000000 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 3133KNAH6 11909710.61000000 PA USD 11649606.46000000 0.875474918510 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 2.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38382GT77 10282279.65000000 PA USD 1236843.08000000 0.092949499915 Long ABS-MBS CORP US N 2 2050-07-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36205XVY7 261.22000000 PA USD 262.17000000 0.000019702232 Long ABS-MBS USGA US N 2 2024-08-15 Fixed 7.50000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202DYM7 437809.66000000 PA USD 502142.94000000 0.037736343368 Long ABS-MBS USGA US N 2 2033-07-20 Fixed 6.00000000 N N N N N N Freddie Mac Strips S6XOOCT0IEG5ABCC6L87 3128HX5W1 791977.83000000 PA USD 852656.72000000 0.064077664341 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31287PK51 9325.09000000 PA USD 10270.92000000 0.000771865803 Long ABS-MBS USGA US N 2 2032-02-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36213E5T9 1368.15000000 PA USD 1495.32000000 0.000112374195 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138W9MS6 3362374.18000000 PA USD 3736063.13000000 0.280767386908 Long ABS-MBS USGA US N 2 2043-09-01 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202D4P3 535031.41000000 PA USD 612076.75000000 0.045997935180 Long ABS-MBS USGA US N 2 2034-03-20 Fixed 5.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WFAB2 2818440.44000000 PA USD 2842767.81000000 0.213635707382 Long ABS-MBS USGA US N 2 2030-07-01 Fixed 2.00000000 N N N N N N Carvana Auto Receivables Trust 2021-P4 N/A 14687KAB2 9575000.00000000 PA USD 9544947.91000000 0.717308565090 Long ABS-O CORP US N 2 2025-04-10 Fixed 0.82000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31406FBU4 185344.05000000 PA USD 198772.35000000 0.014937861421 Long ABS-MBS USGA US N 2 2034-09-01 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36179SLR6 5704237.99000000 PA USD 5893631.41000000 0.442909938298 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WDYS4 206217.19000000 PA USD 215131.38000000 0.016167252346 Long ABS-MBS USGA US N 2 2030-01-01 Fixed 3.00000000 N N N N N N Fannie Mae REMICS B1V7KEBTPIMZEU4LTD58 3136AB5H2 5042546.80000000 PA USD 246228.06000000 0.018504186515 Long ABS-MBS CORP US N 2 2028-02-25 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128CUGZ3 1082.93000000 PA USD 1085.19000000 0.000081552679 Long ABS-MBS USGA US N 2 2022-04-01 Fixed 6.50000000 N N N N N N Fannie Mae REMICS B1V7KEBTPIMZEU4LTD58 3136B1F58 1028879.22000000 PA USD 1047227.43000000 0.078699769995 Long ABS-MBS CORP US N 2 2048-05-25 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418A6A1 575417.02000000 PA USD 619437.44000000 0.046551095452 Long ABS-MBS USGA US N 2 2034-01-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31406XKG6 86509.47000000 PA USD 96807.35000000 0.007275130464 Long ABS-MBS USGA US N 2 2035-04-01 Fixed 5.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378KHN2 25955409.80000000 PA USD 371665.90000000 0.027930915489 Long ABS-MBS CORP US N 2 2054-10-16 Variable 0.27000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QMRB2 12913632.94000000 PA USD 12617082.85000000 0.948181349977 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31389USQ3 10042.90000000 PA USD 11033.33000000 0.000829161372 Long ABS-MBS USGA US N 2 2032-04-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QEK35 5794439.52000000 PA USD 5938828.78000000 0.446306547785 Long ABS-MBS USGA US N 2 2050-08-01 Fixed 3.00000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F022626 125155000.00000100 PA USD 124939889.84000100 9.389307720562 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36203LBW1 30.42000000 PA USD 30.51000000 0.000002292844 Long ABS-MBS USGA US N 2 2023-10-15 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128M9JU7 1354961.20000000 PA USD 1440923.64000000 0.108286276505 Long ABS-MBS USGA US N 2 2041-12-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31414QWV5 30834.35000000 PA USD 34741.30000000 0.002610829549 Long ABS-MBS USGA US N 2 2038-03-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X8BA4 8789519.20000000 PA USD 8988320.72000000 0.675477697629 Long ABS-MBS USGA US N 2 2050-09-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128L7YX9 22850.50000000 PA USD 25075.43000000 0.001884433616 Long ABS-MBS USGA US N 2 2038-03-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31388X4C5 502.24000000 PA USD 550.73000000 0.000041387690 Long ABS-MBS USGA US N 2 2031-12-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31371HT32 28600.81000000 PA USD 31463.99000000 0.002364537735 Long ABS-MBS USGA US N 2 2029-07-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36203L2G6 1265.33000000 PA USD 1269.68000000 0.000095417214 Long ABS-MBS USGA US N 2 2023-05-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31400FCS4 60286.87000000 PA USD 62112.90000000 0.004667821720 Long ABS-MBS USGA US N 2 2033-05-01 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202EDQ9 52042.61000000 PA USD 59651.06000000 0.004482812966 Long ABS-MBS USGA US N 2 2035-05-20 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3132H7DU5 2966691.24000000 PA USD 3155968.31000000 0.237172912965 Long ABS-MBS USGA US N 2 2044-02-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31413AJK0 14005.66000000 PA USD 15494.70000000 0.001164436006 Long ABS-MBS USGA US N 2 2037-07-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31292HLZ5 27678.04000000 PA USD 30960.39000000 0.002326691893 Long ABS-MBS USGA US N 2 2031-10-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3132LQES2 2264593.23000000 PA USD 2340038.63000000 0.175855307726 Long ABS-MBS USGA US N 2 2037-03-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140Q8NU5 4586465.70000000 PA USD 4876904.14000000 0.366502273635 Long ABS-MBS USGA US N 2 2033-02-01 Fixed 3.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38382LXJ5 9649506.38350000 PA USD 1123271.05000000 0.084414493686 Long ABS-MBS CORP US N 2 2050-12-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36206KC74 1840.37000000 PA USD 1862.73000000 0.000139985277 Long ABS-MBS USGA US N 2 2027-05-15 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36225BNC8 3193.00000000 PA USD 3614.57000000 0.000271637105 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 7.00000000 N N N N N N Freddie Mac REMICS S6XOOCT0IEG5ABCC6L87 3133TAU83 48099.22000000 PA USD 50041.58000000 0.003760654776 Long ABS-MBS CORP US N 2 2027-08-15 Fixed 6.50000000 N N N N N N Fannie Mae REMICS B1V7KEBTPIMZEU4LTD58 3136ABH30 300894.52000000 PA USD 308678.75000000 0.023197393356 Long ABS-MBS CORP US N 2 2043-02-25 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202CP64 972.55000000 PA USD 975.82000000 0.000073333458 Long ABS-MBS USGA US N 2 2026-07-20 Fixed 6.50000000 N N N N N N AmeriCredit Automobile Receivables Trust 2020-3 N/A 03066PAB5 1744792.14000000 PA USD 1744597.94000000 0.131107582440 Long ABS-O CORP US N 2 2024-03-18 Fixed 0.42000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378BL23 10438350.46000000 PA USD 227393.20000000 0.017088735479 Long ABS-MBS CORP US N 2 2053-12-16 Variable 0.66000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31298PBS8 55122.53000000 PA USD 60589.73000000 0.004553354580 Long ABS-MBS USGA US N 2 2031-04-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31389XRY1 16416.52000000 PA USD 18139.90000000 0.001363224374 Long ABS-MBS USGA US N 2 2032-04-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36208HUV6 5137.20000000 PA USD 5195.01000000 0.000390408119 Long ABS-MBS USGA US N 2 2027-10-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31292HL85 1239.45000000 PA USD 1414.44000000 0.000106296015 Long ABS-MBS USGA US N 2 2031-10-01 Fixed 6.00000000 N N N N N N Freddie Mac REMICS S6XOOCT0IEG5ABCC6L87 3137B4U87 143861.20000000 PA USD 165.80000000 0.000012459969 Long ABS-MBS CORP US N 2 2030-11-15 Fixed 3.00000000 N N N N N N Fannie Mae REMICS B1V7KEBTPIMZEU4LTD58 3136BDS82 15256471.53000000 PA USD 2261617.81000000 0.169961936028 Long ABS-MBS CORP US N 2 2051-01-25 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31410TWZ4 20103.20000000 PA USD 22662.31000000 0.001703086200 Long ABS-MBS USGA US N 2 2036-08-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31414HZ42 567411.94000000 PA USD 643867.32000000 0.048387015599 Long ABS-MBS USGA US N 2 2037-12-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31283HLX1 25958.55000000 PA USD 28261.45000000 0.002123864932 Long ABS-MBS USGA US N 2 2031-04-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36225BL97 3131.14000000 PA USD 3623.59000000 0.000272314963 Long ABS-MBS USGA US N 2 2030-12-15 Fixed 8.00000000 N N N N N N Fannie Mae REMICS B1V7KEBTPIMZEU4LTD58 3136ATVP6 2928722.54000000 PA USD 113676.61000000 0.008542865479 Long ABS-MBS CORP US N 2 2040-10-25 Fixed 3.00000000 N N N N N N CarMax Auto Owner Trust 2021-4 N/A 14317JAB3 3225000.00000000 PA USD 3211914.24000000 0.241377283188 Long ABS-O CORP US N 2 2024-11-15 Fixed 0.24000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128P7AZ6 16071.73000000 PA USD 17476.48000000 0.001313367962 Long ABS-MBS USGA US N 2 2025-10-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WDJN2 1675409.54000000 PA USD 1844945.66000000 0.138648773835 Long ABS-MBS USGA US N 2 2044-11-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EKG33 761838.16000000 PA USD 858613.47000000 0.064525317680 Long ABS-MBS USGA US N 2 2040-07-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31292GVT0 3085.47000000 PA USD 3443.66000000 0.000258793116 Long ABS-MBS USGA US N 2 2028-06-01 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36179TEY7 2225617.66000000 PA USD 2293386.54000000 0.172349375158 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 3.00000000 N N N N N N CSMC Trust 2015-1 N/A 12649NAT8 3851662.64000000 PA USD 3865153.86000000 0.290468632758 Long ABS-MBS CORP US N 2 2045-01-25 Variable 3.93000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31409DZE6 2182.41000000 PA USD 2443.81000000 0.000183653788 Long ABS-MBS USGA US N 2 2036-04-01 Fixed 6.50000000 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 3133GAQ25 10177169.24410000 PA USD 10254831.02000000 0.770656706936 Long ABS-MBS USGA US N 2 2035-11-01 Fixed 2.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31389C5Y1 1558.16000000 PA USD 1708.19000000 0.000128371503 Long ABS-MBS USGA US N 2 2031-12-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31419AYJ0 379488.18000000 PA USD 396644.22000000 0.029808051231 Long ABS-MBS USGA US N 2 2025-09-01 Fixed 4.50000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F020620 23000000.00000000 PA USD 22421406.25000000 1.684982138839 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31292HNN0 4113.14000000 PA USD 4647.21000000 0.000349240621 Long ABS-MBS USGA US N 2 2032-02-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WRS43 1818615.85000000 PA USD 1945020.49000000 0.146169457383 Long ABS-MBS USGA US N 2 2043-05-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XAPQ9 14989505.17000000 PA USD 14690090.40000000 1.103969111747 Long ABS-MBS USGA US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31298NM51 103001.37000000 PA USD 109364.28000000 0.008218791291 Long ABS-MBS USGA US N 2 2028-01-01 Fixed 7.00000000 N N N N N N United States Treasury Bill 254900HROIFWPRGM1V77 912796G45 20000000.00000000 PA USD 19992703.40000000 1.502463661757 Long DBT UST US N 2 2022-04-21 None 0.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36204GJ52 1689.90000000 PA USD 1707.28000000 0.000128303116 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31296XUW3 34650.62000000 PA USD 38045.02000000 0.002859106090 Long ABS-MBS USGA US N 2 2034-05-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128EYW77 699.08000000 PA USD 725.62000000 0.000054530778 Long ABS-MBS USGA US N 2 2024-07-01 Fixed 7.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38382ATA3 15510884.63000000 PA USD 2201692.52000000 0.165458514512 Long ABS-MBS CORP US N 2 2049-10-20 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128MFMF2 2769383.71000000 PA USD 2896093.76000000 0.217643184535 Long ABS-MBS USGA US N 2 2033-01-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138YEN37 2841962.44000000 PA USD 3020196.20000000 0.226969557397 Long ABS-MBS USGA US N 2 2045-03-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3132LNZC1 1060528.12000000 PA USD 1106618.71000000 0.083163060339 Long ABS-MBS USGA US N 2 2035-04-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31371G2Y5 25026.15000000 PA USD 27229.16000000 0.002046287719 Long ABS-MBS USGA US N 2 2028-08-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36208YZW2 107346.03000000 PA USD 115478.51000000 0.008678279346 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 7.00000000 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 3133AKXU9 18343214.51000000 PA USD 17905768.65000000 1.345629262546 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WJMX3 4331806.47000000 PA USD 4458866.02000000 0.335086457977 Long ABS-MBS USGA US N 2 2031-12-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418CQF4 2361601.18000000 PA USD 2524801.83000000 0.189740373115 Long ABS-MBS USGA US N 2 2037-10-01 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 3622A23X8 8103876.39000000 PA USD 8875878.96000000 0.667027631868 Long ABS-MBS USGA US N 2 2047-05-20 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31292G2K1 40758.66000000 PA USD 45680.57000000 0.003432922256 Long ABS-MBS USGA US N 2 2029-06-01 Fixed 7.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36183A5K2 2034555.67000000 PA USD 2170473.88000000 0.163112414976 Long ABS-MBS USGA US N 2 2044-10-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36203W3N6 822.07000000 PA USD 898.48000000 0.000067521311 Long ABS-MBS USGA US N 2 2023-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 21H022622 80750000.00000000 PA USD 81254687.50000000 6.106338541298 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31371KQF1 77.30000000 PA USD 77.39000000 0.000005815904 Long ABS-MBS USGA US N 2 2022-05-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31385C3V3 34682.23000000 PA USD 38910.68000000 0.002924160959 Long ABS-MBS USGA US N 2 2031-06-01 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202DYL9 496281.85000000 PA USD 554722.17000000 0.041687704064 Long ABS-MBS USGA US N 2 2033-07-20 Fixed 5.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31379RD70 28418.77000000 PA USD 28715.17000000 0.002157962262 Long ABS-MBS USGA US N 2 2024-12-01 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128K8DA1 3547.50000000 PA USD 3973.72000000 0.000298627443 Long ABS-MBS USGA US N 2 2035-10-01 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36184SPQ7 1939817.66000000 PA USD 2060916.13000000 0.154879084299 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31288JQN9 2600.57000000 PA USD 2896.04000000 0.000217639144 Long ABS-MBS USGA US N 2 2033-05-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31412QFE4 1430680.19000000 PA USD 1590560.45000000 0.119531572601 Long ABS-MBS USGA US N 2 2039-08-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3132L5B44 1368168.25000000 PA USD 1425631.10000000 0.107137032944 Long ABS-MBS USGA US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36209L5J1 16511.99000000 PA USD 16572.78000000 0.001245454365 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36203CK43 2569.95000000 PA USD 2808.82000000 0.000211084509 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 6.50000000 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 3133KJMD1 7484768.88720000 PA USD 7670573.11000000 0.576448173718 Long ABS-MBS USGA US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202CNP4 14368.32000000 PA USD 15541.19000000 0.001167929757 Long ABS-MBS USGA US N 2 2026-04-20 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31292HP40 3475.85000000 PA USD 3925.73000000 0.000295020966 Long ABS-MBS USGA US N 2 2032-04-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31400FCU9 75758.02000000 PA USD 81734.80000000 0.006142419283 Long ABS-MBS USGA US N 2 2032-11-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31335GLX1 327.78000000 PA USD 360.29000000 0.000027076009 Long ABS-MBS USGA US N 2 2025-09-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128KMLP8 54601.35000000 PA USD 60969.99000000 0.004581931347 Long ABS-MBS USGA US N 2 2037-03-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31292HUR3 211350.56000000 PA USD 236936.86000000 0.017805947257 Long ABS-MBS USGA US N 2 2033-02-01 Fixed 5.00000000 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 3132DMCQ6 8478535.12000000 PA USD 9071001.08000000 0.681691176314 Long ABS-MBS USGA US N 2 2048-11-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128LXB90 1938510.59000000 PA USD 2176515.32000000 0.163566432819 Long ABS-MBS USGA US N 2 2034-01-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128M9WA6 2219011.71000000 PA USD 2470226.89000000 0.185639033614 Long ABS-MBS USGA US N 2 2043-11-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31292LW68 3801476.76000000 PA USD 3963428.87000000 0.297854058752 Long ABS-MBS USGA US N 2 2042-10-01 Fixed 3.00000000 N N N N N N Fannie Mae REMICS B1V7KEBTPIMZEU4LTD58 3136AXEF8 5751165.69000000 PA USD 497964.68000000 0.037422344620 Long ABS-MBS CORP US N 2 2032-07-25 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418MZ39 3417330.39000000 PA USD 3903823.73000000 0.293374696702 Long ABS-MBS USGA US N 2 2040-02-01 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36179RJD2 6345594.73000000 PA USD 6556523.69000000 0.492726691062 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 3.00000000 N N N N N N Fannie Mae REMICS B1V7KEBTPIMZEU4LTD58 3136AYAY9 2931456.00000000 PA USD 2979716.27000000 0.223927466358 Long ABS-MBS CORP US N 2 2045-08-25 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JXNY0 4740658.62000000 PA USD 4860727.46000000 0.365286586423 Long ABS-MBS USGA US N 2 2049-10-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31335HT60 1573.79000000 PA USD 1593.08000000 0.000119720918 Long ABS-MBS USGA US N 2 2022-08-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128MJCA6 3165.86000000 PA USD 3634.66000000 0.000273146880 Long ABS-MBS USGA US N 2 2035-04-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31416WTT9 1097976.41000000 PA USD 1190131.88000000 0.089439125195 Long ABS-MBS USGA US N 2 2040-09-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128MFSY5 3971302.67000000 PA USD 4149710.78000000 0.311853256110 Long ABS-MBS USGA US N 2 2032-02-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31283HKQ7 5974.24000000 PA USD 6066.14000000 0.000455874062 Long ABS-MBS USGA US N 2 2031-02-01 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31335BBA3 2801270.47000000 PA USD 2963615.30000000 0.222717468797 Long ABS-MBS USGA US N 2 2046-11-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36206WL86 2015.46000000 PA USD 2021.98000000 0.000151953010 Long ABS-MBS USGA US N 2 2026-01-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EP2G8 2080580.70000000 PA USD 2318024.87000000 0.174200960447 Long ABS-MBS USGA US N 2 2045-05-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138W6EE2 3693330.68000000 PA USD 3882339.87000000 0.291760171726 Long ABS-MBS USGA US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3132GLQQ0 2538205.81000000 PA USD 2744220.30000000 0.206229802849 Long ABS-MBS USGA US N 2 2041-12-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140Q8KE4 3947209.80000000 PA USD 4303471.38000000 0.323408457500 Long ABS-MBS USGA US N 2 2048-02-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31414BYA2 32539.20000000 PA USD 36906.08000000 0.002773514066 Long ABS-MBS USGA US N 2 2038-02-01 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202C5T6 3122.76000000 PA USD 3407.85000000 0.000256101973 Long ABS-MBS USGA US N 2 2028-10-20 Fixed 6.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38380JQL5 11245692.41000000 PA USD 528544.17000000 0.039720411650 Long ABS-MBS CORP US N 2 2060-03-16 Variable 0.53000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36209ASX9 200.64000000 PA USD 214.41000000 0.000016113040 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31292HHL1 903.00000000 PA USD 1010.55000000 0.000075943439 Long ABS-MBS USGA US N 2 2031-02-01 Fixed 7.50000000 N N N N N N Santander Drive Auto Receivables Trust 2021-4 N/A 80285VAB5 3250000.00000000 PA USD 3246232.93000000 0.243956353342 Long ABS-O CORP US N 2 2024-08-15 Fixed 0.37000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31371NHW8 19904.24000000 PA USD 22843.34000000 0.001716690713 Long ABS-MBS USGA US N 2 2037-08-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128M45F6 71700.46000000 PA USD 82567.00000000 0.006204959613 Long ABS-MBS USGA US N 2 2037-05-01 Fixed 6.00000000 N N N N N N HPEFS Equipment Trust N/A 40438PAC6 13913696.74000000 PA USD 13916416.87000000 1.045827081546 Long ABS-O CORP US N 2 2030-07-22 Fixed 0.69000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X8F93 8953732.13000000 PA USD 9175797.58000000 0.689566696197 Long ABS-MBS USGA US N 2 2035-10-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36200STN0 7697.15000000 PA USD 8412.58000000 0.000632210436 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31371HHQ4 16961.34000000 PA USD 18920.11000000 0.001421857623 Long ABS-MBS USGA US N 2 2029-03-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36224V7J8 3669.34000000 PA USD 3681.04000000 0.000276632365 Long ABS-MBS USGA US N 2 2023-02-15 Fixed 7.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38382H6V7 17439027.48000000 PA USD 1899614.08000000 0.142757138414 Long ABS-MBS CORP US N 2 2050-08-20 Fixed 3.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38382LBZ3 23711506.76170000 PA USD 2936117.63000000 0.220651002391 Long ABS-MBS CORP US N 2 2050-11-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36213LLA6 550.87000000 PA USD 602.76000000 0.000045297775 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36179SGK7 2148860.13000000 PA USD 2219954.22000000 0.166830892230 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31388R4P9 25420.81000000 PA USD 27927.81000000 0.002098791686 Long ABS-MBS USGA US N 2 2032-01-01 Fixed 6.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38377ELF9 1427339.94000000 PA USD 1578162.24000000 0.118599839677 Long ABS-MBS CORP US N 2 2039-11-20 Fixed 5.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38382MX38 19398602.61000000 PA USD 2340668.37000000 0.175902633065 Long ABS-MBS CORP US N 2 2051-01-20 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WFBM7 1381807.33000000 PA USD 1432741.14000000 0.107671356718 Long ABS-MBS USGA US N 2 2045-07-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36203EL89 3444.75000000 PA USD 3764.93000000 0.000282936749 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36181BJY7 3071307.48000000 PA USD 3285486.58000000 0.246906288703 Long ABS-MBS USGA US N 2 2043-06-20 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31386XW77 20469.36000000 PA USD 22488.05000000 0.001689990456 Long ABS-MBS USGA US N 2 2024-09-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31371KXR7 644.02000000 PA USD 704.46000000 0.000052940591 Long ABS-MBS USGA US N 2 2022-12-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31404GBZ3 109725.85000000 PA USD 116505.70000000 0.008755473291 Long ABS-MBS USGA US N 2 2033-04-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138A8RJ7 1655631.37000000 PA USD 1806677.35000000 0.135772887367 Long ABS-MBS USGA US N 2 2041-03-01 Fixed 4.50000000 N N N N N N Freddie Mac REMICS S6XOOCT0IEG5ABCC6L87 3137BMZE9 268744.64000000 PA USD 270595.65000000 0.020335425531 Long ABS-MBS CORP US N 2 2041-10-15 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138W0VH9 1251187.47000000 PA USD 1338106.38000000 0.100559497697 Long ABS-MBS USGA US N 2 2043-02-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36204YR21 2465.01000000 PA USD 2496.18000000 0.000187589425 Long ABS-MBS USGA US N 2 2024-03-15 Fixed 7.50000000 N N N N N N Fannie Mae REMICS B1V7KEBTPIMZEU4LTD58 3136ABDR1 451844.49000000 PA USD 3091.70000000 0.000232343110 Long ABS-MBS CORP US N 2 2040-01-25 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31294MMB4 1292062.29000000 PA USD 1344322.77000000 0.101026663137 Long ABS-MBS USGA US N 2 2027-02-01 Fixed 3.00000000 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 3132DM2Q7 19954531.44000000 PA USD 19540379.93000000 1.468471281465 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31371HD96 30608.24000000 PA USD 33368.36000000 0.002507652284 Long ABS-MBS USGA US N 2 2028-12-01 Fixed 7.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38380JJX7 3211725.69000000 PA USD 3216258.72000000 0.241703773468 Long ABS-MBS CORP US N 2 2060-03-16 Fixed 2.60000000 N N N N N N World Omni Select Auto Trust 2021-A N/A 98163HAB5 3648239.96000000 PA USD 3637899.02000000 0.273390295115 Long ABS-O CORP US N 2 2025-02-18 Fixed 0.29000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31298V7E1 55513.40000000 PA USD 61440.82000000 0.004617314504 Long ABS-MBS USGA US N 2 2031-10-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J7L45 3651693.98000000 PA USD 3980055.33000000 0.299103547202 Long ABS-MBS USGA US N 2 2047-10-01 Fixed 4.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38379TAY5 4277388.94000000 PA USD 87322.04000000 0.006562303723 Long ABS-MBS CORP US N 2 2039-08-20 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ERRX0 4586786.07000000 PA USD 5065340.37000000 0.380663369434 Long ABS-MBS USGA US N 2 2045-11-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36208TFR6 659.45000000 PA USD 661.87000000 0.000049739927 Long ABS-MBS USGA US N 2 2027-10-15 Fixed 7.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36179SSP3 2933300.40000000 PA USD 3030787.05000000 0.227765466132 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 3.00000000 N N N N N N United States Treasury Bill 254900HROIFWPRGM1V77 912796R50 33615000.00000000 PA USD 33568021.02000000 2.522656929910 Long DBT UST US N 2 2022-06-30 None 0.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31292HJ47 45564.34000000 PA USD 51998.02000000 0.003907682416 Long ABS-MBS USGA US N 2 2031-05-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31298DX44 2558.68000000 PA USD 2568.54000000 0.000193027322 Long ABS-MBS USGA US N 2 2030-12-01 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31307AUK6 1581149.07000000 PA USD 1624775.06000000 0.122102821081 Long ABS-MBS USGA US N 2 2028-02-01 Fixed 2.50000000 N N N N N N Fannie Mae Interest Strip B1V7KEBTPIMZEU4LTD58 31395Q5F3 2080283.44000000 PA USD 256887.23000000 0.019305229539 Long ABS-MBS CORP US N 2 2043-12-25 Variable 3.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38380FQP4 3041133.80000000 PA USD 176769.25000000 0.013284315248 Long ABS-MBS CORP US N 2 2046-01-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36224DWA9 1740.74000000 PA USD 1902.54000000 0.000142977023 Long ABS-MBS USGA US N 2 2023-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38380MMQ1 7602123.01000000 PA USD 397777.29000000 0.029893202121 Long ABS-MBS CORP US N 2 2060-07-16 Variable 0.58000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128M6ZF8 101036.92000000 PA USD 113418.27000000 0.008523451073 Long ABS-MBS USGA US N 2 2038-07-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128L5AY7 9179.86000000 PA USD 10068.86000000 0.000756680873 Long ABS-MBS USGA US N 2 2038-01-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31296Q6M7 206651.69000000 PA USD 227254.26000000 0.017078294055 Long ABS-MBS USGA US N 2 2033-11-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138W9B33 1251263.43000000 PA USD 1286244.98000000 0.096662082355 Long ABS-MBS USGA US N 2 2028-08-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31414RMW2 2855.02000000 PA USD 3136.58000000 0.000235715869 Long ABS-MBS USGA US N 2 2038-05-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140LNRM1 16899548.50000000 PA USD 16495966.33000000 1.239681771920 Long ABS-MBS USGA US N 2 2051-07-01 Fixed 2.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36203DMZ0 243.96000000 PA USD 266.64000000 0.000020038156 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36210EZZ5 33767.95000000 PA USD 34175.12000000 0.002568280782 Long ABS-MBS USGA US N 2 2029-11-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31374NKY7 336.66000000 PA USD 341.17000000 0.000025639130 Long ABS-MBS USGA US N 2 2025-09-01 Fixed 8.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128L9PU1 2704.75000000 PA USD 2956.25000000 0.000222163962 Long ABS-MBS USGA US N 2 2038-04-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3132L5ME0 2863222.45000000 PA USD 3046370.08000000 0.228936540191 Long ABS-MBS USGA US N 2 2043-08-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3132GDJ29 2636246.38000000 PA USD 2932443.82000000 0.220374913364 Long ABS-MBS USGA US N 2 2041-04-01 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36195LPZ9 2485416.70000000 PA USD 2602446.67000000 0.195575429450 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J8TK9 5402972.92000000 PA USD 5627233.25000000 0.422889956660 Long ABS-MBS USGA US N 2 2033-06-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31402RDB2 33495.32000000 PA USD 37511.52000000 0.002819013245 Long ABS-MBS USGA US N 2 2035-05-01 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202C5S8 2197.22000000 PA USD 2433.56000000 0.000182883494 Long ABS-MBS USGA US N 2 2028-10-20 Fixed 6.00000000 N N N N N N BMW Vehicle Lease Trust 2021-1 N/A 05591RAB0 3326234.83000000 PA USD 3323893.83000000 0.249792616595 Long ABS-O CORP US N 2 2023-03-27 Fixed 0.20000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38379KG44 5243667.07000000 PA USD 129509.66000000 0.009732728691 Long ABS-MBS CORP US N 2 2057-06-16 Variable 0.47000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128K66Q8 839.22000000 PA USD 937.30000000 0.000070438657 Long ABS-MBS USGA US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36297FYU0 1333439.90000000 PA USD 1531179.74000000 0.115069076599 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EJUG1 1123879.73000000 PA USD 1221093.70000000 0.091765924554 Long ABS-MBS USGA US N 2 2042-02-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WD7B1 3224099.49000000 PA USD 3316636.82000000 0.249247247938 Long ABS-MBS USGA US N 2 2030-03-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31380HGL5 11786.93000000 PA USD 13110.67000000 0.000985274720 Long ABS-MBS USGA US N 2 2028-08-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31411DS67 2096.49000000 PA USD 2373.35000000 0.000178358677 Long ABS-MBS USGA US N 2 2037-02-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36203CH54 1560.70000000 PA USD 1705.76000000 0.000128188887 Long ABS-MBS USGA US N 2 2023-10-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31386FVS1 437.98000000 PA USD 449.59000000 0.000033786958 Long ABS-MBS USGA US N 2 2031-01-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31391BDJ3 47723.19000000 PA USD 52429.66000000 0.003940120421 Long ABS-MBS USGA US N 2 2032-08-01 Fixed 6.50000000 N N N N N N Towd Point Mortgage Trust N/A 89171DAD9 5000000.00000000 PA USD 5118739.00000000 0.384676308533 Long ABS-O CORP US N 2 2053-10-25 Variable 4.25000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128K64H0 17883.84000000 PA USD 20031.63000000 0.001505389019 Long ABS-MBS USGA US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31414MNP7 15727.41000000 PA USD 17729.15000000 0.001332356264 Long ABS-MBS USGA US N 2 2038-02-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X63P4 9257179.35000000 PA USD 9265037.86000000 0.696273156808 Long ABS-MBS USGA US N 2 2050-06-01 Fixed 2.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 21H030625 11750000.00000000 PA USD 12027226.56000000 0.903853295703 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31371MPJ0 19238.03000000 PA USD 20896.76000000 0.001570404057 Long ABS-MBS USGA US N 2 2026-01-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128EX6L7 640.86000000 PA USD 704.42000000 0.000052937585 Long ABS-MBS USGA US N 2 2025-07-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 3620ASS67 1838723.41000000 PA USD 2017229.97000000 0.151596043151 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202DAN1 26117.51000000 PA USD 28926.13000000 0.002173816033 Long ABS-MBS USGA US N 2 2029-02-20 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36204FDH4 694.47000000 PA USD 759.02000000 0.000057040808 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36207BAZ3 25870.69000000 PA USD 27987.57000000 0.002103282685 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WHR87 4457746.48000000 PA USD 4655767.60000000 0.349883729910 Long ABS-MBS USGA US N 2 2031-08-01 Fixed 3.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38382M5P0 26885796.91000000 PA USD 2897151.64000000 0.217722684852 Long ABS-MBS CORP US N 2 2051-01-20 Fixed 2.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ENGV5 2155532.81000000 PA USD 2365872.85000000 0.177796764866 Long ABS-MBS USGA US N 2 2044-08-01 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202DMR9 21732.14000000 PA USD 24418.36000000 0.001835054411 Long ABS-MBS USGA US N 2 2031-04-20 Fixed 6.50000000 N N N N N N N/A N/A N/A 482.00000000 NC USD -889685.24000000 -0.06686037984 N/A DIR N/A N 1 CBT N/A Long N/A US 10 Year Note; March 2022 2022-03-23 61680937.50000000 USD -889685.24000000 N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36180NDA0 3921480.44000000 PA USD 4172480.56000000 0.313564418746 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36179SWW3 3691406.71000000 PA USD 3813636.20000000 0.286597049684 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36203LGA4 213.93000000 PA USD 217.85000000 0.000016371558 Long ABS-MBS USGA US N 2 2023-05-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140KSA56 7088728.44520000 PA USD 7139991.51000000 0.536574647980 Long ABS-MBS USGA US N 2 2035-11-01 Fixed 2.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36181CD70 2101394.33000000 PA USD 2312817.32000000 0.173809609939 Long ABS-MBS USGA US N 2 2044-03-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31292H4J0 154125.68000000 PA USD 173517.26000000 0.013039926248 Long ABS-MBS USGA US N 2 2033-12-01 Fixed 5.50000000 N N N N N N United States Treasury Bill 254900HROIFWPRGM1V77 912796Q28 50000000.00000000 PA USD 49968576.50000000 3.755168519179 Long DBT UST US N 2 2022-05-12 None 0.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38382MHP7 12365518.18000000 PA USD 1434371.67000000 0.107793892027 Long ABS-MBS CORP US N 2 2050-12-20 Fixed 2.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378B5P0 32596809.59000000 PA USD 650576.90000000 0.048891244564 Long ABS-MBS CORP US N 2 2051-08-16 Variable 0.54000000 N N N N N N Sequoia Mortgage Trust 2013-2 N/A 81745MAD3 2200959.69000000 PA USD 2220391.08000000 0.166863722521 Long ABS-MBS CORP US N 2 2043-02-25 Variable 3.65000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31335GMB8 561.61000000 PA USD 617.31000000 0.000046391217 Long ABS-MBS USGA US N 2 2025-10-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36204GY30 330.94000000 PA USD 361.70000000 0.000027181972 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36178DPF2 1742483.06000000 PA USD 1829685.10000000 0.137501933590 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36208RP24 53355.72000000 PA USD 55391.04000000 0.004162669906 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36224UYV3 394.42000000 PA USD 395.71000000 0.000029737844 Long ABS-MBS USGA US N 2 2023-02-15 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36225ABC3 4737.23000000 PA USD 5177.54000000 0.000389095238 Long ABS-MBS USGA US N 2 2024-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36178DS36 2147650.85000000 PA USD 2225752.94000000 0.167266669518 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 3.00000000 N N N N N N N/A N/A N/A 678.00000000 NC USD 816883.42000000 0.061389279372 N/A DIR N/A N 1 CBT N/A Short N/A US 5 Year Note; March 2022 2022-04-01 80819718.75000000 USD 816883.42000000 N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138YTSJ4 2966389.12000000 PA USD 3213310.49000000 0.241482212213 Long ABS-MBS USGA US N 2 2045-07-01 Fixed 4.00000000 N N N N N N Fannie Mae REMICS B1V7KEBTPIMZEU4LTD58 3136AMW88 10035232.70000000 PA USD 1729150.88000000 0.129946726609 Long ABS-MBS CORP US N 2 2045-04-25 Fixed 4.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WFEJ1 3382688.49000000 PA USD 3730820.11000000 0.280373370808 Long ABS-MBS USGA US N 2 2045-08-01 Fixed 4.00000000 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 3133KNGS6 12937228.59000000 PA USD 12640141.44000000 0.949914216857 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128P7S20 1628536.64000000 PA USD 1716200.57000000 0.128973503038 Long ABS-MBS USGA US N 2 2032-04-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138XBBQ6 3063181.23000000 PA USD 3381438.35000000 0.254117121816 Long ABS-MBS USGA US N 2 2043-11-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36208CZ91 4522.48000000 PA USD 4540.42000000 0.000341215288 Long ABS-MBS USGA US N 2 2027-06-15 Fixed 7.50000000 N N N N N N HPEFS Equipment Trust N/A 40441RAB9 13960000.00000000 PA USD 13939343.39000000 1.047550023286 Long ABS-O CORP US N 2 2029-05-21 Fixed 1.02000000 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 3133KM3F0 19410407.92830000 PA USD 18986492.38000000 1.426846299594 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 2.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J5U56 3738674.04000000 PA USD 4164934.74000000 0.312997345843 Long ABS-MBS USGA US N 2 2045-10-01 Fixed 4.50000000 N N N N N N Hyundai Auto Lease Securitization Trust 2021-A N/A 44891TAB2 2729370.95000000 PA USD 2728413.49000000 0.205041911589 Long ABS-O CORP US N 2 2023-04-17 Fixed 0.25000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 313976TZ5 536.94000000 PA USD 591.14000000 0.000044424525 Long ABS-MBS USGA US N 2 2023-07-01 Fixed 6.50000000 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 3132ADPL6 4702410.96000000 PA USD 4991362.08000000 0.375103856533 Long ABS-MBS USGA US N 2 2033-09-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WBTA3 2516782.02000000 PA USD 2629284.69000000 0.197592322764 Long ABS-MBS USGA US N 2 2029-05-01 Fixed 3.00000000 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 31334XZZ5 1777810.26000000 PA USD 1819507.02000000 0.136737044769 Long ABS-MBS USGA US N 2 2049-08-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418DJK9 1930328.40000000 PA USD 2003912.96000000 0.150595261855 Long ABS-MBS USGA US N 2 2034-12-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128M9FV9 4125570.67000000 PA USD 4388995.62000000 0.329835655475 Long ABS-MBS USGA US N 2 2042-07-01 Fixed 3.50000000 N N N N N N JP Morgan Mortgage Trust 2016-4 N/A 46647JAN0 882586.20000000 PA USD 883485.56000000 0.066394470173 Long ABS-MBS CORP US N 2 2046-10-25 Variable 3.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36203QGP0 913.95000000 PA USD 929.15000000 0.000069826180 Long ABS-MBS USGA US N 2 2023-07-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ERT42 1715550.31000000 PA USD 1926277.77000000 0.144760930724 Long ABS-MBS USGA US N 2 2044-06-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36181BRS1 3291725.90000000 PA USD 3483108.88000000 0.261757723177 Long ABS-MBS USGA US N 2 2043-08-15 Fixed 3.50000000 N N N N N N GM Financial Consumer Automobile Receivables Trust 2021-4 N/A 362554AB3 8600000.00000000 PA USD 8562807.58000000 0.643500129730 Long ABS-O CORP US N 2 2024-11-18 Fixed 0.28000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XFFU0 9931432.22000000 PA USD 9952200.33000000 0.747913828919 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Drive Auto Receivables Trust 2021-2 N/A 262104AB8 4205786.84000000 PA USD 4202815.03000000 0.315844072375 Long ABS-O CORP US N 2 2024-05-15 Fixed 0.36000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128MJAM2 33524.33000000 PA USD 38155.06000000 0.002867375662 Long ABS-MBS USGA US N 2 2034-09-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36211NMJ4 12361.11000000 PA USD 12411.15000000 0.000932705372 Long ABS-MBS USGA US N 2 2029-10-15 Fixed 7.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378FJG6 8670260.40000000 PA USD 1453821.46000000 0.109255555420 Long ABS-MBS CORP US N 2 2043-01-20 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31410QA43 17218.17000000 PA USD 19811.95000000 0.001488879935 Long ABS-MBS USGA US N 2 2036-10-01 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 3622A3AU4 2654348.62000000 PA USD 2893419.54000000 0.217442215296 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31402GSX2 325770.52000000 PA USD 367088.38000000 0.027586912113 Long ABS-MBS USGA US N 2 2033-07-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WA4D6 1674967.90000000 PA USD 1897830.15000000 0.142623075004 Long ABS-MBS USGA US N 2 2044-02-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31371KUG4 74271.94000000 PA USD 76746.06000000 0.005767512478 Long ABS-MBS USGA US N 2 2032-01-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417FBP2 1175372.25000000 PA USD 1326852.36000000 0.099713751338 Long ABS-MBS USGA US N 2 2038-02-01 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202D5T4 277952.40000000 PA USD 320815.39000000 0.024109469137 Long ABS-MBS USGA US N 2 2034-05-20 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138X5RM1 2299941.23000000 PA USD 2560697.25000000 0.192437935476 Long ABS-MBS USGA US N 2 2043-09-01 Fixed 4.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38379RTT0 1841222.26000000 PA USD 1838154.60000000 0.138138421599 Long ABS-MBS CORP US N 2 2059-05-16 Fixed 2.60000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31414CUW6 683844.74000000 PA USD 774810.58000000 0.058227480191 Long ABS-MBS USGA US N 2 2038-03-01 Fixed 5.00000000 N N N N N N Fannie Mae REMICS B1V7KEBTPIMZEU4LTD58 31359PMQ6 3419.10000000 PA USD 3418.00000000 0.000256864751 Long ABS-MBS CORP US N 2 2027-04-25 Floating 0.71000000 N N N N N N Carvana Auto Receivables Trust 2021-P3 N/A 14687JAD1 8490000.00000000 PA USD 8459219.51000000 0.635715424088 Long ABS-O CORP US N 2 2025-01-10 Fixed 0.38000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36208WTX1 281.94000000 PA USD 282.93000000 0.000021262359 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31374CPJ9 930158.22000000 PA USD 956158.00000000 0.071855847663 Long ABS-MBS USGA US N 2 2028-05-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36204KW41 350.79000000 PA USD 351.53000000 0.000026417690 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31400FCA3 230531.70000000 PA USD 247520.66000000 0.018601326181 Long ABS-MBS USGA US N 2 2032-11-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36208LAV9 519.68000000 PA USD 556.77000000 0.000041841599 Long ABS-MBS USGA US N 2 2027-10-15 Fixed 7.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38382LS51 28599555.36000000 PA USD 3275744.45000000 0.246174161785 Long ABS-MBS CORP US N 2 2050-12-20 Fixed 2.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31388PB83 88480.70000000 PA USD 97139.17000000 0.007300066936 Long ABS-MBS USGA US N 2 2031-11-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WJNF1 4506028.98000000 PA USD 4666445.59000000 0.350686187268 Long ABS-MBS USGA US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36296HLM9 60424.33000000 PA USD 66269.94000000 0.004980225771 Long ABS-MBS USGA US N 2 2038-08-15 Fixed 6.00000000 N N N N N N Fannie Mae REMICS B1V7KEBTPIMZEU4LTD58 3136ATWC4 6181755.37000000 PA USD 470906.34000000 0.035388894127 Long ABS-MBS CORP US N 2 2043-07-25 Fixed 3.50000000 N N N N N N NRP Mortgage Trust 2013-1 N/A 62942KAH9 2866051.79000000 PA USD 2808406.60000000 0.211053441824 Long ABS-MBS CORP US N 2 2043-07-25 Variable 3.29000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ERN55 3680877.90000000 PA USD 3846498.34000000 0.289066659232 Long ABS-MBS USGA US N 2 2036-10-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36210BV51 17744.69000000 PA USD 18445.40000000 0.001386182882 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31281ADU3 11292.34000000 PA USD 11327.07000000 0.000851236109 Long ABS-MBS USGA US N 2 2023-05-01 Fixed 6.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378KTM1 44487502.43000000 PA USD 725969.31000000 0.054557029432 Long ABS-MBS CORP US N 2 2047-04-16 Variable 0.53000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EJ6R4 2666183.29000000 PA USD 2835316.65000000 0.213075748235 Long ABS-MBS USGA US N 2 2042-11-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31371MT56 20531.23000000 PA USD 22383.01000000 0.001682096637 Long ABS-MBS USGA US N 2 2026-06-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31292GY42 15999.39000000 PA USD 17594.53000000 0.001322239491 Long ABS-MBS USGA US N 2 2029-03-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31416NET5 268868.92000000 PA USD 298663.27000000 0.022444724022 Long ABS-MBS USGA US N 2 2039-04-01 Fixed 6.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38382JYX8 19705833.72000000 PA USD 2378444.87000000 0.178741559716 Long ABS-MBS CORP US N 2 2050-09-20 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WHKG6 3749853.89000000 PA USD 3887957.90000000 0.292182370053 Long ABS-MBS USGA US N 2 2046-07-01 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202BZT5 1331.35000000 PA USD 1368.32000000 0.000102830069 Long ABS-MBS USGA US N 2 2024-04-20 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36203CLG5 1259.07000000 PA USD 1376.10000000 0.000103414741 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 3617B9AK2 2729866.63000000 PA USD 2878193.77000000 0.216297989541 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31390YLR7 5241.08000000 PA USD 5709.35000000 0.000429061079 Long ABS-MBS USGA US N 2 2032-08-01 Fixed 7.50000000 N N N N N N Freddie Mac REMICS S6XOOCT0IEG5ABCC6L87 3137FGG66 553000.00000000 PA USD 576010.88000000 0.043287563400 Long ABS-MBS CORP US N 2 2045-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38379XJB7 2747971.87000000 PA USD 518155.10000000 0.038939666803 Long ABS-MBS CORP US N 2 2046-06-20 Floating 6.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EBHW8 1254267.96000000 PA USD 1305637.63000000 0.098119451644 Long ABS-MBS USGA US N 2 2027-04-01 Fixed 3.00000000 N N N N N N AmeriCredit Automobile Receivables Trust 2021-1 N/A 03063FAB0 3946814.05000000 PA USD 3945338.34000000 0.296494544564 Long ABS-O CORP US N 2 2024-06-18 Fixed 0.28000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31410EDY1 24198.17000000 PA USD 26989.76000000 0.002028296665 Long ABS-MBS USGA US N 2 2036-08-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36204M4L0 19660.17000000 PA USD 21477.69000000 0.001614061296 Long ABS-MBS USGA US N 2 2023-10-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31292HEF7 169.30000000 PA USD 186.58000000 0.000014021599 Long ABS-MBS USGA US N 2 2030-08-01 Fixed 8.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36178DDP3 2270456.62000000 PA USD 2419136.56000000 0.181799564646 Long ABS-MBS USGA US N 2 2042-08-20 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36196WXY8 1441879.85000000 PA USD 1545594.09000000 0.116152323654 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 3.50000000 N N N N N N Freddie Mac Non Gold Pool S6XOOCT0IEG5ABCC6L87 31336SDH8 679.23000000 PA USD 679.46000000 0.000051061826 Long ABS-MBS USGA US N 2 2032-10-01 Floating 2.23000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X7PT0 9087283.68000000 PA USD 9348403.96000000 0.702538169266 Long ABS-MBS USGA US N 2 2035-08-01 Fixed 2.50000000 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 3133AXBL5 10948140.22000000 PA USD 10696727.89000000 0.803865521979 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 2.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140K55N3 4920432.09000000 PA USD 5047132.68000000 0.379295050601 Long ABS-MBS USGA US N 2 2049-12-01 Fixed 3.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38382KPP2 17715237.10000000 PA USD 1987975.56000000 0.149397556678 Long ABS-MBS CORP US N 2 2050-10-20 Fixed 2.50000000 N N N N N N Fannie Mae REMICS B1V7KEBTPIMZEU4LTD58 3136ATTX2 4352724.08000000 PA USD 166344.57000000 0.012500894289 Long ABS-MBS CORP US N 2 2043-02-25 Fixed 3.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38382JCF1 17950408.89000000 PA USD 2154609.12000000 0.161920168739 Long ABS-MBS CORP US N 2 2050-09-20 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140F0HX5 4240986.28000000 PA USD 4391031.23000000 0.329988632788 Long ABS-MBS USGA US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Ford Credit Auto Owner Trust 2020-C N/A 34533YAB6 3167893.91000000 PA USD 3166060.02000000 0.237931311029 Long ABS-O CORP US N 2 2023-09-15 Fixed 0.25000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36204QFC9 2330.17000000 PA USD 2546.75000000 0.000191389791 Long ABS-MBS USGA US N 2 2024-04-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128MACW7 1386781.04000000 PA USD 1557035.00000000 0.117012114909 Long ABS-MBS USGA US N 2 2044-07-01 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36194HDV1 4406664.29000000 PA USD 4659418.57000000 0.350158102497 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128LA7C8 14207.79000000 PA USD 16002.78000000 0.001202618523 Long ABS-MBS USGA US N 2 2038-05-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31297PRC7 17232.26000000 PA USD 19513.50000000 0.001466451238 Long ABS-MBS USGA US N 2 2035-02-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36178DXS5 3045883.90000000 PA USD 3210276.25000000 0.241254187256 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31414CJK5 92742.57000000 PA USD 105397.97000000 0.007920720713 Long ABS-MBS USGA US N 2 2038-03-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36225B3L0 60276.05000000 PA USD 68934.63000000 0.005180478824 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38373AWP7 42478.20000000 PA USD 42794.06000000 0.003215999297 Long ABS-MBS CORP US N 2 2038-11-16 Fixed 4.00000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F030629 31000000.00000000 PA USD 31668437.50000000 2.379902088097 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31413CJD2 252506.50000000 PA USD 290029.76000000 0.021795910563 Long ABS-MBS USGA US N 2 2037-08-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36203CYU0 5218.28000000 PA USD 5703.30000000 0.000428606418 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 6.50000000 N N N N N N N/A N/A N/A 267.00000000 NC USD -823066.04000000 -0.06185390697 N/A DIR N/A N 1 CBT N/A Long N/A US Long Bond; March 2022 2022-03-23 41551875.00000000 USD -823066.04000000 N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128MMP31 496389.39000000 PA USD 509909.69000000 0.038320019292 Long ABS-MBS USGA US N 2 2027-08-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36204BFU2 3643.79000000 PA USD 3980.65000000 0.000299148237 Long ABS-MBS USGA US N 2 2023-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36209BTG3 1553.40000000 PA USD 1559.11000000 0.000117168052 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36206GNT3 1326.83000000 PA USD 1450.15000000 0.000108979642 Long ABS-MBS USGA US N 2 2026-01-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31388GTN1 1432.44000000 PA USD 1573.71000000 0.000118265251 Long ABS-MBS USGA US N 2 2031-12-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EPGF5 1326524.74000000 PA USD 1406092.09000000 0.105668664614 Long ABS-MBS USGA US N 2 2045-03-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36202DMA6 25707.15000000 PA USD 28763.24000000 0.002161574752 Long ABS-MBS USGA US N 2 2031-03-20 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138Y4PZ6 1937652.59000000 PA USD 2107623.40000000 0.158389163677 Long ABS-MBS USGA US N 2 2044-10-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XFDX6 35617537.61000000 PA USD 34793718.92000000 2.614768862858 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 2.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128P7RH8 1728917.55000000 PA USD 1821971.61000000 0.136922260187 Long ABS-MBS USGA US N 2 2032-02-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31371JEE0 33768.79000000 PA USD 34345.34000000 0.002581072917 Long ABS-MBS USGA US N 2 2030-02-01 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31298SUV4 341.49000000 PA USD 350.90000000 0.000026370345 Long ABS-MBS USGA US N 2 2031-01-01 Fixed 7.00000000 N N N N N N Fannie Mae REMICS B1V7KEBTPIMZEU4LTD58 3136APAG7 7501914.72000000 PA USD 316080.42000000 0.023753633300 Long ABS-MBS CORP US N 2 2045-06-25 Variable 1.51000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36203VMN7 4031.19000000 PA USD 4405.88000000 0.000331104526 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36201TKE6 11055.04000000 PA USD 12177.72000000 0.000915162968 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31400FCV7 22012.73000000 PA USD 22230.21000000 0.001670613625 Long ABS-MBS USGA US N 2 2032-07-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31407BWY1 10850.62000000 PA USD 12175.56000000 0.000915000642 Long ABS-MBS USGA US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X9SN6 11708459.72170000 PA USD 12391205.30000000 0.931206516504 Long ABS-MBS USGA US N 2 2050-03-01 Fixed 3.50000000 N N N N N N Fannie Mae REMICS B1V7KEBTPIMZEU4LTD58 31392CXX7 439004.91000000 PA USD 500837.87000000 0.037638266574 Long ABS-MBS CORP US N 2 2032-04-25 Fixed 7.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XDK39 11877636.13000000 PA USD 11701857.92000000 0.879401647095 Long ABS-MBS USGA US N 2 2036-10-01 Fixed 1.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128L9TP8 34017.06000000 PA USD 37387.87000000 0.002809720873 Long ABS-MBS USGA US N 2 2038-04-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EQZA3 2607418.96000000 PA USD 2879427.57000000 0.216390710352 Long ABS-MBS USGA US N 2 2045-09-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 3622AACU6 4790850.52000000 PA USD 5092687.57000000 0.382718527930 Long ABS-MBS USGA US N 2 2047-11-15 Fixed 3.00000000 N N N N N N Principal Government Money Market Fund - Institutional Class 549300WWK3YB7DNN4U34 742537228 138034114.34000100 NS USD 138034114.34000100 10.37334655195 Long STIV RF US N 1 N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31293TKV8 57643.77000000 PA USD 60075.15000000 0.004514683584 Long ABS-MBS USGA US N 2 2029-07-01 Fixed 8.50000000 N N N N N N Santander Consumer Auto Receivables Trust 2021-A N/A 80282YAB2 1900716.14000000 PA USD 1899992.35000000 0.142785565632 Long ABS-O CORP US N 2 2023-11-15 Fixed 0.23000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36207AR87 2040.10000000 PA USD 2245.19000000 0.000168727376 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 1364.31000000 PA USD 1368.82000000 0.000102867644 Long ABS-MBS USGA US N 2 2023-08-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36213UKT6 340.72000000 PA USD 351.60000000 0.000026422951 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XB2U3 14497343.79000000 PA USD 14560171.94000000 1.094205661490 Long ABS-MBS USGA US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36224QT71 481.23000000 PA USD 482.67000000 0.000036272940 Long ABS-MBS USGA US N 2 2022-11-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140EVUX3 5023780.68000000 PA USD 5433605.59000000 0.408338721780 Long ABS-MBS USGA US N 2 2046-08-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36207DNY8 3423.92000000 PA USD 3436.32000000 0.000258241510 Long ABS-MBS USGA US N 2 2027-01-15 Fixed 7.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 21H020626 42250000.00000000 PA USD 41768085.94000000 3.138896730994 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WDRX1 4308679.07000000 PA USD 4800324.13000000 0.360747239914 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 S6XOOCT0IEG5ABCC6L87 3137ATRW4 6078840.42000000 PA USD 6089671.70000000 0.457642483771 Long ABS-MBS CORP US N 2 2022-05-25 Fixed 2.37000000 N N N N N N Sequoia Mortgage Trust 2017-3 N/A 81746XCC8 2194324.63000000 PA USD 2214689.72000000 0.166435261894 Long ABS-MBS CORP US N 2 2047-04-25 Variable 3.76000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378BM71 18958860.90000000 PA USD 374354.08000000 0.028132933829 Long ABS-MBS CORP US N 2 2053-02-16 Variable 0.67000000 N N N N N N Santander Retail Auto Lease Trust 2020-B N/A 80286RAB3 6259509.32000000 PA USD 6251718.73000000 0.469820415349 Long ABS-O CORP US N 2 2023-11-20 Fixed 0.42000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 36179SJS7 4655575.26000000 PA USD 4810020.71000000 0.361475943722 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X4EN2 1810510.19000000 PA USD 1933949.54000000 0.145337468844 Long ABS-MBS USGA US N 2 2039-06-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QCUY0 7643624.34000000 PA USD 7841088.28000000 0.589262491101 Long ABS-MBS USGA US N 2 2050-01-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128M6WB0 59465.80000000 PA USD 68211.75000000 0.005126153958 Long ABS-MBS USGA US N 2 2038-10-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31412WJN7 8022.43000000 PA USD 8813.60000000 0.000662347330 Long ABS-MBS USGA US N 2 2037-07-01 Fixed 6.50000000 N N N N N N New Residential Mortgage Loan Trust 2015-2 N/A 64829EAJ3 4601162.22000000 PA USD 4813091.29000000 0.361706699652 Long ABS-MBS CORP US N 2 2055-08-25 Variable 5.46000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QMRA4 19847194.98000000 PA USD 19413731.65000000 1.458953587198 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EQ2X9 3343423.11000000 PA USD 3471912.83000000 0.260916333299 Long ABS-MBS USGA US N 2 2046-01-01 Fixed 3.00000000 N N N N N N United States Treasury Bill 254900HROIFWPRGM1V77 912796P45 64000000.00000000 PA USD 63963626.88000000 4.806904956204 Long DBT UST US N 2 2022-05-05 None 0.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36209JHD6 33702.11000000 PA USD 36025.38000000 0.002707328932 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31391KSU2 5391.79000000 PA USD 5909.33000000 0.000444089696 Long ABS-MBS USGA US N 2 2032-11-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J8SB0 2955884.23000000 PA USD 3355220.11000000 0.252146805342 Long ABS-MBS USGA US N 2 2048-05-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31413RXY7 10223.85000000 PA USD 11207.28000000 0.000842233819 Long ABS-MBS USGA US N 2 2037-11-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XFDY4 16600740.70000000 PA USD 16209638.87000000 1.218164091424 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 2.00000000 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 3132DMXT7 9839542.01000000 PA USD 9610162.11000000 0.722209451367 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31411AVF9 13456.54000000 PA USD 15475.13000000 0.001162965308 Long ABS-MBS USGA US N 2 2036-11-01 Fixed 6.50000000 N N N N N N Freddie Mac REMICS S6XOOCT0IEG5ABCC6L87 3137B3FL7 231087.64000000 PA USD 2313.14000000 0.000173833859 Long ABS-MBS CORP US N 2 2040-04-15 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31335BP67 2704749.26000000 PA USD 3071653.04000000 0.230836569812 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140KB2G8 7946060.30000000 PA USD 7945160.57000000 0.597083586167 Long ABS-MBS USGA US N 2 2050-04-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140KNLD8 6345244.15000000 PA USD 6203043.68000000 0.466162456123 Long ABS-MBS USGA US N 2 2050-10-01 Fixed 2.00000000 N N N N N N Sequoia Mortgage Trust 2017-5 N/A 81746DAU4 279780.98000000 PA USD 279779.30000000 0.021025582341 Long ABS-MBS CORP US N 2 2047-08-25 Variable 3.50000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 3622A24L3 9289500.74860000 PA USD 9982225.97000000 0.750170273789 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 4.00000000 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 3133KJRQ7 20119558.64000000 PA USD 20153870.74000000 1.514575484103 Long ABS-MBS USGA US N 2 2050-08-01 Fixed 2.50000000 N N N N N N Freddie Mac REMICS S6XOOCT0IEG5ABCC6L87 3137BP7L7 1201338.44000000 PA USD 1252558.47000000 0.094130520907 Long ABS-MBS CORP US N 2 2046-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378NKR3 5339140.01000000 PA USD 100570.71000000 0.007557949227 Long ABS-MBS CORP US N 2 2053-10-16 Variable 0.40000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31283HUT0 11341.62000000 PA USD 12359.56000000 0.000928828353 Long ABS-MBS USGA US N 2 2032-12-01 Fixed 5.00000000 N N N N N N Citigroup Mortgage Loan Trust 2015-PS1 N/A 17324VAP9 5170989.72000000 PA USD 5328270.03000000 0.400422691215 Long ABS-MBS CORP US N 2 2042-09-25 Variable 5.25000000 N N N N N N Freddie Mac REMICS S6XOOCT0IEG5ABCC6L87 3137AWBP9 2497834.03000000 PA USD 254425.13000000 0.019120201246 Long ABS-MBS CORP US N 2 2042-11-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EQB68 2522519.37000000 PA USD 2675879.90000000 0.201093980765 Long ABS-MBS USGA US N 2 2045-09-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31387D5K1 52370.20000000 PA USD 57534.96000000 0.004323786781 Long ABS-MBS USGA US N 2 2031-06-01 Fixed 6.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38382KWX7 12381578.95000000 PA USD 1369116.62000000 0.102889935848 Long ABS-MBS CORP US N 2 2050-10-20 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XCVZ8 15543261.35000000 PA USD 15172078.79000000 1.140190828584 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2.00000000 N N N N N N Carmax Auto Owner Trust 2021-1 N/A 14316NAB5 3312848.91000000 PA USD 3311469.44000000 0.248858916229 Long ABS-O CORP US N 2 2024-02-15 Fixed 0.22000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38382LBY6 15050266.27000000 PA USD 1933655.20000000 0.145315349017 Long ABS-MBS CORP US N 2 2050-11-20 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J5XH7 4700673.38000000 PA USD 5183721.53000000 0.389559784670 Long ABS-MBS USGA US N 2 2047-07-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31292LH24 3035811.89000000 PA USD 3230061.80000000 0.242741083215 Long ABS-MBS USGA US N 2 2042-04-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36203DFZ8 279.45000000 PA USD 305.42000000 0.000022952496 Long ABS-MBS USGA US N 2 2023-09-15 Fixed 6.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-C31 N/A 94989WAZ0 2500000.00000000 PA USD 2527177.25000000 0.189918887354 Long ABS-MBS CORP US N 2 2048-11-15 Variable 4.60000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CDQ1 15000000.00000000 PA USD 14744531.25000000 1.108060374304 Long DBT UST US N 2 2026-12-31 Fixed 1.25000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128PW2Z0 746047.38000000 PA USD 780267.10000000 0.058637540944 Long ABS-MBS USGA US N 2 2026-11-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XD3X2 13009460.78000000 PA USD 12698101.97000000 0.954269985479 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 2.00000000 N N N N N N Fannie Mae Interest Strip B1V7KEBTPIMZEU4LTD58 31364HH42 6571.94000000 PA USD 339.44000000 0.000025509119 Long ABS-MBS CORP US N 2 2024-04-25 Fixed 7.00000000 N N N N N N Fannie Mae REMICS B1V7KEBTPIMZEU4LTD58 3136AQ2X7 3696712.20000000 PA USD 382939.83000000 0.028778158096 Long ABS-MBS CORP US N 2 2036-02-25 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 3620ASWZ8 3423594.56000000 PA USD 3767889.34000000 0.283159145694 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140EXCM3 2268104.05000000 PA USD 2408865.74000000 0.181027706358 Long ABS-MBS USGA US N 2 2031-08-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31292HP65 67613.52000000 PA USD 77614.96000000 0.005832810834 Long ABS-MBS USGA US N 2 2032-04-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36224DKM6 1348.92000000 PA USD 1352.79000000 0.000101662980 Long ABS-MBS USGA US N 2 2022-08-15 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3132WHJV8 5376718.66000000 PA USD 5605548.58000000 0.421260340693 Long ABS-MBS USGA US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417ETM3 3156123.25000000 PA USD 3287433.41000000 0.247052594146 Long ABS-MBS USGA US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31381CQM2 17673.33000000 PA USD 19416.28000000 0.001459145097 Long ABS-MBS USGA US N 2 2029-03-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31400B4F0 55794.14000000 PA USD 61747.95000000 0.004640395508 Long ABS-MBS USGA US N 2 2033-02-01 Fixed 6.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38380GHP2 2543116.03000000 PA USD 190411.74000000 0.014309556561 Long ABS-MBS CORP US N 2 2044-04-20 Fixed 4.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 38378B2X6 25165255.50000000 PA USD 409101.49000000 0.030744222549 Long ABS-MBS CORP US N 2 2052-11-16 Variable 0.54000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 3128M4V67 8380.20000000 PA USD 9518.44000000 0.000715316479 Long ABS-MBS USGA US N 2 2037-07-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31403NPV3 23048.79000000 PA USD 23107.76000000 0.001736562035 Long ABS-MBS USGA US N 2 2033-12-01 Floating 1.95000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EGXA7 3847425.78000000 PA USD 4355211.42000000 0.327296752565 Long ABS-MBS USGA US N 2 2041-07-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool S6XOOCT0IEG5ABCC6L87 31296NYL5 7215.29000000 PA USD 8114.72000000 0.000609826079 Long ABS-MBS USGA US N 2 2033-10-01 Fixed 5.50000000 N N N N N N 2022-02-28 Principal Funds, Inc Megan Hoffmann /s/ Megan Hoffmann Vice President and Controller XXXX