Columbia Quality Income Fund Class A (AUGAX)

AUGAX Holdings List

As of Mar 31, 2025

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No.	Symbol	Name	% Weight	Shares
1	FNCL.4.5 4.11	Federal National Mortgage Association 4.5%	6.15%	111,000,000
2	FNCL.3.5 4.11	Federal National Mortgage Association 3.5%	5.22%	99,927,560
3	G2SF.4.5 4.11	Government National Mortgage Association 4.5%	3.61%	65,000,000
4	G2.CD3644	Government National Mortgage Association 2.5%	2.08%	42,575,073
5	FNCI.3 4.11	Federal National Mortgage Association 3%	1.97%	36,000,000
6	FN.FS2446	Fnma Pass-Thru I 4%	1.79%	32,721,561
7	n/a	Columbia Short-Term Cash	1.66%	28,536,458
8	FNCL.3 4.11	Federal National Mortgage Association 3%	1.46%	29,000,000
9	FN.FS8147	Fnma Pass-Thru I 4.5%	1.38%	24,715,376
10	FN.MA4325	Federal National Mortgage Association 2%	1.28%	27,610,465
11	FR.SD7555	Federal Home Loan Mortgage Corp. 3%	1.25%	24,430,430
12	FN.FM6555	Fnma Pass-Thru I 2%	1.20%	25,567,620
13	FN.BJ2763	Federal National Mortgage Association 4.5%	1.16%	20,518,074
14	FNR.2025-12 LF	Federal National Mortgage Association 8.13093%	1.10%	18,876,709
15	FN.FM6927	Fnma Pass-Thru I 2%	1.10%	23,359,191
16	FNCL.5 4.11	Federal National Mortgage Association 5%	1.08%	19,000,000
17	FNCI.2.5 4.12	Federal National Mortgage Association 2.5%	1.07%	20,000,000
18	HPA.2021-2 B	HOME PARTNERS OF AMERICA 2021-2 TRUST 2.302%	1.07%	19,201,677
19	G2.CB9139	Government National Mortgage Association 2.5%	1.02%	20,865,659
20	FN.BV9870	Fnma Pass-Thru I 3.5%	1.01%	19,192,330
21	MDPK.2015-18A CRR	Madison Park Funding XVIII Limited 6.45478%	1.00%	17,075,000
22	FN.FM7066	Fnma Pass-Thru I 2.5%	0.99%	20,259,912
23	FR.SD3657	Federal Home Loan Mortgage Corp. 5%	0.97%	16,605,027
24	FR.SD7536	Federal Home Loan Mortgage Corp. 2.5%	0.96%	19,526,318
25	FR.SD5764	Federal Home Loan Mortgage Corp. 2%	0.92%	19,795,279
26	FN.FS5183	Fnma Pass-Thru I 3%	0.91%	17,940,970
27	FN.CB6460	Fnma Pass-Thru I 5%	0.91%	15,838,392
28	FN.BR4812	Fnma Pass-Thru I 2%	0.89%	19,025,843
29	FHR.5513 MU	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5.33969%	0.88%	14,862,218
30	G2SF.3 4.11	Government National Mortgage Association 3%	0.87%	17,000,000
31	FN.FS7073	Fnma Pass-Thru I 2%	0.86%	18,493,948
32	GNR.2024-80 PT	Government National Mortgage Association 3.5%	0.82%	15,764,516
33	FNCL.4 4.11	Federal National Mortgage Association 4%	0.81%	15,000,000
34	FHR.5533 F	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 7.8%	0.79%	13,500,000
35	FN.FM4631	Fnma Pass-Thru I 2%	0.75%	15,900,559
36	FR.RA7279	Federal Home Loan Mortgage Corp. 3.5%	0.73%	13,825,423
37	FNR.2018-7 CD	Federal National Mortgage Association 3%	0.73%	13,977,573
38	FN.FM4958	Fnma Pass-Thru I 2.5%	0.73%	14,757,530
39	FN.FM4270	Fnma Pass-Thru I 3%	0.71%	13,858,117
40	PSTAT.2021-4A B	PALMER SQUARE LOAN FUNDING LTD 6.31359%	0.71%	12,000,000
41	FR.RA6223	Federal Home Loan Mortgage Corp. 3%	0.69%	13,614,463
42	FN.AL9773	Federal National Mortgage Association 3%	0.68%	13,168,969
43	FR.RJ2460	Federal Home Loan Mortgage Corp. 6%	0.68%	11,390,305
44	FN.CB4625	Fnma Pass-Thru I 5%	0.66%	11,431,400
45	FR.SD4007	Federal Home Loan Mortgage Corp. 4%	0.66%	12,079,017
46	FN.CA4420	Fnma Pass-Thru I 3%	0.62%	12,141,698
47	FN.FM1809	Fnma Pass-Thru I 3.5%	0.60%	10,591,131
48	G2.MA7135	Government National Mortgage Association 2%	0.60%	12,612,828
49	CAS.2022-R02 2M2	CONNECTICUT AVENUE SECURITIES TRUST 2022-R02 7.33969%	0.59%	10,000,000
50	SNDPT.2013-3RA B	Sound Point CLO XI Ltd 6.30478%	0.59%	10,000,000
51	LHOME.2024-RTL1 A1	LHOME MORTGAGE TRUST 2024-RTL1 7.017%	0.59%	10,000,000
52	FHR.5532 MB	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 8.09697%	0.58%	10,000,000
53	PAID.2024-2 B	PAGAYA AI DEBT TRUST 2024-2 6.611%	0.57%	9,724,358
54	NRZT.2019-RPL3 B3	NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3 3.99031%	0.54%	12,000,000
55	GNR.2024-80 DT	Government National Mortgage Association 3%	0.53%	10,504,762
56	FHR.5513 MQ	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5.33969%	0.53%	8,932,858
57	GNR.2024-30 TQ	Government National Mortgage Association 5%	0.51%	8,790,777
58	FR.ZT1526	Federal Home Loan Mortgage Corp. 4%	0.48%	8,629,444
59	FNCL.6 4.11	Federal National Mortgage Association 6%	0.47%	8,000,000
60	APID.2017-28A B	Apidos Clo Xxviii 6.25478%	0.47%	8,000,000
61	STACR.2021-DNA5 B2	Freddie Mac Stacr Remic Trust 9.83969%	0.47%	7,000,000
62	n/a	CDS: (CMBX.NA.10.BBB-)	0.46%	10,000,000
63	FHR.5517 HT	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5.33969%	0.46%	7,927,810
64	FNCL.5.5 4.11	Federal National Mortgage Association 5.5%	0.46%	8,000,000
65	FG.U99126	Federal Home Loan Mortgage Corp. 3%	0.46%	8,765,350
66	FN.FS6439	Fnma Pass-Thru I 5%	0.45%	7,739,650
67	CIM.2020-R3 A1B	Cim Tr 2020-R3 4%	0.43%	8,500,000
68	FNCL.2 4.13	Federal National Mortgage Association 2%	0.41%	9,000,000
69	n/a	Uatsp_25-1Gs	0.41%	19,500
70	CGMS.2013-3A BR	Carlyle Global Market Strategies Clo 2013-3 LLC 6.26359%	0.40%	6,750,000
71	FN.AL9498	Federal National Mortgage Association 3%	0.39%	7,444,471
72	HTAP.2024-2 A	HTAP 2024-2 6.5%	0.38%	6,603,999
73	VERUS.2020-1 M1	Verus Securitization Trust 2019-Inv3 3.021%	0.37%	6,700,000
74	FN.FM7627	Fnma Pass-Thru I 2%	0.37%	6,927,341
75	CHNGE.2023-1 M1	CHNGE MORTGAGE TRUST 2023-1 8.23654%	0.36%	6,144,000
76	GNR.2025-39 M	Government National Mortgage Association 6.26188%	0.35%	6,075,000
77	PRPM.2022-NQM1 M1	PRPM 2022-NQM1 TRUST 5.42963%	0.34%	6,000,000
78	FN.FS2184	Fnma Pass-Thru I 2%	0.34%	7,306,283
79	IMPRL.2021-NQM4 A3	IMPERIAL FUND MORTGAGE TRUST 2021-NQM4 2.45%	0.34%	6,727,471
80	FG.U90190	Federal Home Loan Mortgage Corp. 3.5%	0.33%	6,139,596
81	G2.MA5138	Government National Mortgage Association 4.5%	0.33%	5,851,617
82	CHNGE.2022-2 A1	CHNGE MORTGAGE TRUST 2022-2 3.757%	0.33%	5,874,664
83	GRADE.2023-FIG4 CE	SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2023-FIG4 49.38116%	0.33%	3,357,414
84	CHNGE.2023-4 M1	CHNGE MORTGAGE TRUST 2023-4 8.43602%	0.33%	5,480,320
85	n/a	Atlas Receivables Asset Invt T 6.66186%	0.33%	5,600,000
86	FG.G60251	Federal Home Loan Mortgage Corp. 3.5%	0.32%	6,030,201
87	PAID.2024-3 C	PAGAYA AI DEBT TRUST 2024-3 7.297%	0.32%	5,313,902
88	GCAT.2023-NQM4 A1	GCAT 2023-NQM4 TRUST 4.25%	0.31%	5,731,355
89	GNR.2021-8 IO	Government National Mortgage Association 3%	0.31%	31,537,941
90	PRET.2024-RN1 A1	PRET 2024-RN1 LLC 7.1428%	0.31%	5,232,535
91	UPST.2024-1 B	UPSTART SECURITIZATION TRUST 2024-1 6.24%	0.30%	5,100,000
92	VSTA.2024-CES3 A3	VISTA POINT SECURITIZATION TRUST 2024-CES3 6.194%	0.29%	5,000,000
93	PNT.2021-1 A1	POINT SECURITIZATION TRUST 3.2282%	0.28%	4,817,183
94	PRPM.2023-RCF2 A3	PRPM 2023-RCF2 LLC 4%	0.28%	5,000,000
95	FG.Q27955	Federal Home Loan Mortgage Corp. 4%	0.28%	4,977,516
96	STACR.2022-DNA2 B1	Freddie Mac Stacr Remic Trust 9.08969%	0.27%	4,500,000
97	STACR.2021-DNA1 B2	Freddie Mac Stacr Remic Trust 9.08969%	0.25%	4,000,000
98	FR.QN6094	Federal Home Loan Mortgage Corp. 2%	0.25%	4,751,546
99	AFFRM.2023-B A	AFFIRM ASSET SECURITIZATION TRUST 2023-B 6.82%	0.25%	4,250,000
100	OBX.2022-NQM3 A2	OBX 2022-NQM3 TRUST 3.833%	0.25%	5,264,000
101	VERUS.2023-INV1 M1	VERUS SECURITIZATION TRUST 2023-INV1 7.51141%	0.25%	4,200,000
102	SGR.2019-3 M1	Sg Residential Mortgage Trust 2019-3 3.526%	0.24%	4,224,000
103	CHNGE.2023-3 A1	CHNGE MORTGAGE TRUST 2023-3 7.1%	0.24%	4,050,875
104	n/a	CDS: (CMBX.NA.16.BBB-)	0.24%	5,000,000
105	RUN.2022-NQM1 M1	RUN 2022-NQM1 TRUST 4.03827%	0.24%	5,000,000
106	TRK.2024-RRTL1 M1	TOORAK MORTGAGE TRUST 2024-RRTL1 9.162%	0.24%	4,000,000
107	PAID.2023-5 C	PAGAYA AI DEBT TRUST 2023-5 9.099%	0.24%	3,999,966
108	PAID.2024-3 B	PAGAYA AI DEBT TRUST 2024-3 6.571%	0.23%	3,949,955
109	n/a	CDS: (CMBX.NA.10.BBB-)	0.23%	5,000,000
110	CSMC.2022-NQM1 A3	CSMC 2022-NQM1 TRUST 2.675%	0.23%	4,666,975
111	GNR.2021-146 IK	Government National Mortgage Association 3.5%	0.22%	19,425,391
112	GNR.2023-113 HS	Government National Mortgage Association 1.61615%	0.22%	30,637,741
113	GNR.2022-190 GS	Government National Mortgage Association 1.71615%	0.22%	28,668,052
114	FHR.5104 LH	Federal Home Loan Mortgage Corp. 2%	0.22%	4,484,298
115	FNR.2017-72 B	Federal National Mortgage Association 3%	0.21%	4,019,791
116	FN.AB5784	Federal National Mortgage Association 3.5%	0.21%	3,937,672
117	SFO.2021-555 A	SFO COMMERCIAL MORTGAGE TRUST 5.58448%	0.21%	3,700,000
118	FG.G07760	Federal Home Loan Mortgage Corp. 3.5%	0.21%	3,883,872
119	PRKCM.2022-AFC1 A3	PRKCM 2022-AFC1 TRUST 4.1%	0.21%	3,844,995
120	PAID.2024-10 B	PAGAYA AI DEBT GRANTOR TRUST 2024-10 5.75%	0.21%	3,549,700
121	LMAT.2021-GS1 A1	LEGACY MORTGAGE ASSET TRUST 5.892%	0.21%	3,551,316
122	NRZT.2022-NQM2 A2	NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-NQM2 3.699%	0.21%	4,420,000
123	FG.V81421	Federal Home Loan Mortgage Corp. 3.5%	0.20%	3,772,096
124	GNR.2021-175 IJ	Government National Mortgage Association 3%	0.20%	19,858,422
125	PRPM.2024-RCF1 A2	PRPM 2024-RCF1 LLC 4%	0.20%	3,600,000
126	FN.BD8967	Federal National Mortgage Association 3.5%	0.19%	3,615,021
127	UNLOK.2023-1 A	UNLOCK HEA TRUST 2023-1 7%	0.19%	3,227,823
128	GNR.2021-8 BI	Government National Mortgage Association 2.5%	0.18%	17,248,025
129	GNR.2021-119 LI	Government National Mortgage Association 3%	0.18%	18,393,948
130	FHR.5105 ID	Federal Home Loan Mortgage Corp. 3%	0.18%	18,533,996
131	GNR.2020-191 UC	Government National Mortgage Association 4%	0.18%	15,250,891
132	PAID.2024-9 C	PAGAYA AI DEBT GRANTOR TRUST 2024-9 5.774%	0.18%	3,099,526
133	GNR.2021-142 IX	Government National Mortgage Association 2.5%	0.18%	21,451,642
134	FN.BD6401	Federal National Mortgage Association 3.5%	0.18%	3,385,399
135	GNR.2021-67 GI	Government National Mortgage Association 3%	0.18%	17,405,949
136	FG.Q44013	Federal Home Loan Mortgage Corp. 3.5%	0.18%	3,339,201
137	FHR.5345 SE	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 1.53685%	0.18%	29,639,626
138	RCO.2024-1 A1	RCO VIII MORTGAGE LLC 2024-1 7.0213%	0.18%	3,036,888
139	MPOWR.2024-A B	Mpower Ed Tr 2024-A 8.35%	0.18%	3,000,000
140	GNR.2022-152 SA	Government National Mortgage Association 1.70564%	0.17%	28,788,917
141	FG.Q37169	Federal Home Loan Mortgage Corp. 4%	0.17%	3,102,634
142	GNR.2024-97 KS	Government National Mortgage Association 2.95564%	0.17%	18,564,799
143	FHR.4983 SY	Federal Home Loan Mortgage Corp. 1.64583%	0.17%	21,958,826
144	CHNGE.2023-4 A1	CHNGE MORTGAGE TRUST 2023-4 7.573%	0.17%	2,816,163
145	FNR.2020-55 MI	Federal National Mortgage Association 2.5%	0.16%	17,798,411
146	FN.932003	Federal National Mortgage Association 5%	0.16%	2,706,137
147	GNR.2023-17 SY	Government National Mortgage Association 1.61615%	0.16%	21,688,591
148	GNR.2021-1 IB	Government National Mortgage Association 2.5%	0.16%	17,923,193
149	PAID.2023-6 C	PAGAYA AI DEBT TRUST 2023-6 8.491%	0.15%	2,599,333
150	CSMC.2014-USA E	CSMC TRUST 4.3733%	0.15%	4,700,000
151	GNR.2023-100 KS	Government National Mortgage Association 2.50564%	0.15%	23,271,750
152	GNR.2021-46 SE	Government National Mortgage Association 1.86615%	0.15%	19,559,537
153	MELLO.2024-SD1 M1	MELLO MORTGAGE CAPITAL ACCEPTANCE 2024-SD1 4%	0.15%	2,789,000
154	GNR.2021-161 SM	Government National Mortgage Association 1.86615%	0.15%	18,109,004
155	n/a	CDS: (CMBX.NA.17.BBB-)	0.15%	3,000,000
156	PRPM.2024-RCF1 A3	PRPM 2024-RCF1 LLC 4%	0.15%	2,700,000
157	FNR.2021-54 LI	Federal National Mortgage Association 2.5%	0.15%	18,912,466
158	FNR.2023-34 S	Federal National Mortgage Association 1.74583%	0.15%	19,829,785
159	GNR.2021-158 VI	Government National Mortgage Association 3%	0.15%	15,661,517
160	ARRW.2019-3 M1	Arroyo Mortgage Trust 2019-3 4.204%	0.14%	2,900,000
161	GNR.2023-100 SC	Government National Mortgage Association 1.61615%	0.14%	26,648,387
162	FG.C03798	Federal Home Loan Mortgage Corp. 3.5%	0.14%	2,627,409
163	GNR.2023-141 SQ	Government National Mortgage Association 1.61615%	0.14%	22,317,599
164	GNR.2021-117 ES	Government National Mortgage Association 1.86615%	0.14%	16,936,680
165	GNR.2021-111 AI	Government National Mortgage Association 2.5%	0.14%	16,192,873
166	n/a	5Y Rtr 4.000000 07-May-2025	0.14%	150,000,000
167	GNR.2022-190 CS	Government National Mortgage Association 1.61615%	0.14%	24,582,304
168	FNR.2021-13 IO	Federal National Mortgage Association 3%	0.13%	13,493,043
169	GNR.2023-17 NS	Government National Mortgage Association 1.80564%	0.13%	22,091,449
170	FNR.2020-40 LS	Federal National Mortgage Association 1.62583%	0.13%	15,173,805
171	FHR.5371 S	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 1.58685%	0.13%	20,381,849
172	GNR.2021-122 HI	Government National Mortgage Association 2.5%	0.13%	15,567,322
173	CMLTI.2015-RP2 B2	Citigroup Mortgage Loan Trust Inc. 4.25%	0.13%	2,277,389
174	GNR.2020-125 AS	Government National Mortgage Association 1.81615%	0.13%	16,314,211
175	GNR.2022-126 SN	Government National Mortgage Association 1.62564%	0.13%	20,382,339
176	FN.928373	Federal National Mortgage Association 4.5%	0.13%	2,190,516
177	ACHV.2023-3PL C	ACHV ABS TRUST 2023-3PL 7.35%	0.12%	2,140,614
178	FN.890369	Federal National Mortgage Association 5%	0.12%	2,120,680
179	FHR.4993 MS	Federal Home Loan Mortgage Corp. 1.59583%	0.12%	14,231,831
180	GNR.2024-79 SH	Government National Mortgage Association 2.90564%	0.12%	13,758,674
181	G2.4772	Government National Mortgage Association 5%	0.12%	2,046,824
182	PRET.2022-NPL1 A1	PRET 2022-NPL1 LLC 5.9814%	0.12%	2,072,320
183	GNR.2020-138 IN	Government National Mortgage Association 2.5%	0.12%	11,854,711
184	ADMT.2024-NQM1 A1	A&D MORTGAGE TRUST 2024-NQM1 6.195%	0.12%	2,026,256
185	PAID.2022-3 B	PAGAYA AI DEBT TRUST 2022-3 8.05%	0.12%	2,022,939
186	PRET.2024-NPL4 A2	PRET 2024-NPL4 LLC 9.4373%	0.12%	2,000,000
187	GNR.2023-140 JS	Government National Mortgage Association 5.23962%	0.12%	2,127,670
188	GNR.2019-52 AS	Government National Mortgage Association 1.61634%	0.12%	13,775,274
189	GNR.2021-159 IP	Government National Mortgage Association 3%	0.11%	12,087,479
190	n/a	CDS: (CMBX.NA.7.BBB-)	0.11%	2,209,869
191	RPM.2021-2A A	RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST IV 2.65%	0.11%	1,867,587
192	FNR.2022-46 SG	Federal National Mortgage Association 1.66031%	0.10%	18,376,007
193	FN.AH1495	Federal National Mortgage Association 4.5%	0.10%	1,782,266
194	GNR.2022-128 SD	Government National Mortgage Association 1.63564%	0.10%	17,566,473
195	GNR.2024-64 DS	Government National Mortgage Association 1.05564%	0.10%	30,650,297
196	GNR.2019-92 SD	Ginnie Mae (Ze) 1.66615%	0.10%	13,765,469
197	FNR.2019-33 SB	Federal National Mortgage Association 1.59583%	0.10%	14,874,537
198	FG.Q08388	Federal Home Loan Mortgage Corp. 3.5%	0.10%	1,822,235
199	GNR.2021-27 IN	Government National Mortgage Association 2.5%	0.10%	11,210,844
200	FIGRE.2023-HE3 C	FIGRE TRUST 2023-HE3 7.31%	0.10%	1,612,892
201	FG.G05514	Federal Home Loan Mortgage Corp. 5%	0.10%	1,624,487
202	FNR.2019-77 SP	Federal National Mortgage Association 1.49583%	0.09%	13,154,844
203	CSMC.2014-USA F	CSMC TRUST 4.3733%	0.09%	4,050,000
204	NZES.2021-GNT1 A	Newrez LLC / Newres Gmsr Excess Owner LLC 3.474%	0.09%	1,702,986
205	GNR.2020-125 SD	Government National Mortgage Association 1.81615%	0.09%	11,472,202
206	FHR.4987 KS	Federal Home Loan Mortgage Corp. 1.62583%	0.09%	10,762,274
207	GNR.2019-117 SA	Government National Mortgage Association 1.66615%	0.09%	10,845,659
208	PAID.2022-3 AB	PAGAYA AI DEBT TRUST 2022-3 7.57548%	0.09%	1,518,958
209	AFFRM.2024-X2 CERT	AFFIRM ASSET SECURITIZATION TRUST 2024-X2 0%	0.09%	22,000
210	FG.Q02705	Federal Home Loan Mortgage Corp. 4.5%	0.09%	1,535,122
211	ACHV.2024-1PL C	ACHV ABS TRUST 2024-1PL 6.42%	0.09%	1,482,467
212	FNR.2016-101 SK	Federal National Mortgage Association 1.49583%	0.09%	13,247,018
213	VISIO.2021-1R A3	VISIO TRUST 1.688%	0.09%	1,598,236
214	FN.AB1294	Federal National Mortgage Association 5%	0.08%	1,440,949
215	FN.AB0074	Federal National Mortgage Association 5%	0.08%	1,440,505
216	FN.995752	Federal National Mortgage Association 4.5%	0.08%	1,457,506
217	GNR.2020-79 S	Government National Mortgage Association 1.66615%	0.08%	10,009,117
218	GNR.2019-131 IO	Government National Mortgage Association 0.80274%	0.08%	24,388,915
219	FN.AI8347	Federal National Mortgage Association 4.5%	0.08%	1,398,638
220	GNR.2020-104 SA	Government National Mortgage Association 1.76615%	0.07%	10,083,692
221	GNR.2020-77 GS	Government National Mortgage Association 1.61615%	0.07%	13,218,000
222	FNR.2019-57 AS	Federal National Mortgage Association 1.59583%	0.07%	9,878,026
223	GCAT.2021-CM1 A	GCAT TRUST 2.469%	0.07%	1,335,605
224	FN.AJ9169	Federal National Mortgage Association 4%	0.07%	1,299,128
225	n/a	Federal Home Loan Mortgage Corp. 4.45417%	0.07%	1,235,319
226	GNR.2020-191 TI	Government National Mortgage Association 2.5%	0.07%	8,230,185
227	FNR.2016-1 SJ	Federal National Mortgage Association 1.69583%	0.07%	10,872,991
228	GNR.2023-47 AS	Government National Mortgage Association 2.00564%	0.07%	14,409,266
229	GNR.2019-43 SE	Government National Mortgage Association 1.66615%	0.07%	10,349,145
230	n/a	10Y Rtr 3.800000 12-Sep-2025	0.07%	50,000,000
231	GNR.2024-95 SW	Government National Mortgage Association 1.05564%	0.07%	15,670,804
232	FNR.2017-3 SA	Federal National Mortgage Association 1.54583%	0.06%	9,576,764
233	FNR.2016-42 SB	Federal National Mortgage Association 1.54583%	0.06%	10,468,766
234	GNR.2023-113 CS	Government National Mortgage Association 1.38564%	0.06%	14,550,705
235	PAID.2022-5 A	PAGAYA AI DEBT TRUST 2022-5 8.096%	0.06%	1,073,581
236	GNR.2014-131 BS	Government National Mortgage Association 1.76634%	0.06%	8,647,924
237	FG.Q37018	Federal Home Loan Mortgage Corp. 4%	0.06%	1,108,636
238	GNR.2023-81 SB	Government National Mortgage Association 1.70564%	0.06%	14,503,161
239	FNS.417 C4	Federal National Mortgage Association 3.5%	0.06%	5,095,007
240	n/a	GOLDMAN SACHS INTL CASH COLLATERAL	0.05%	930,000
241	FN.AL0180	Federal National Mortgage Association 6.5%	0.05%	845,731
242	FNR.2017-72 S	Federal National Mortgage Association 0%	0.05%	24,238,053
243	FNR.2017-51 SC	Federal National Mortgage Association 1.69583%	0.05%	7,087,684
244	PAID.2023-8 A	PAGAYA AI DEBT TRUST 2023-8 7.299%	0.05%	848,388
245	FHR.4935 JS	Federal Home Loan Mortgage Corp. 1.59583%	0.05%	6,506,967
246	GNR.2018-21 WS	Government National Mortgage Association 1.76615%	0.05%	6,039,805
247	GN.701579	Government National Mortgage Association 5%	0.05%	821,835
248	GNR.2020-19 IO	Government National Mortgage Association 0.71862%	0.05%	17,598,986
249	GNR.2018-1 SA	Government National Mortgage Association 1.76615%	0.05%	6,453,111
250	GNR.2018-94 SA	Government National Mortgage Association 1.76615%	0.05%	5,907,996
251	GNR.2019-23 SQ	Government National Mortgage Association 1.61615%	0.05%	6,037,446
252	FNR.2016-37 SA	Federal National Mortgage Association 1.39583%	0.05%	7,343,296
253	GNR.2019-118 IO	Government National Mortgage Association 0.75835%	0.05%	15,811,748
254	GNR.2019-139 IO	Government National Mortgage Association 0.67101%	0.04%	17,308,373
255	GNR.2020-3 IO	Government National Mortgage Association 0.61544%	0.04%	18,539,912
256	GNR.2018-155 LS	Government National Mortgage Association 1.71615%	0.04%	6,312,089
257	GNR.2019-134 IO	Government National Mortgage Association 0.64373%	0.04%	16,448,328
258	FNR.2014-93 ES	Federal National Mortgage Association 1.69583%	0.04%	5,927,721
259	FG.G30566	Federal Home Loan Mortgage Corp. 5.5%	0.04%	671,356
260	GNR.2019-119 GS	Government National Mortgage Association 1.66615%	0.04%	6,442,303
261	FNR.2017-90 SP	Federal National Mortgage Association 1.69583%	0.04%	5,275,730
262	GNR.2017-170 QS	Government National Mortgage Association 1.76615%	0.04%	5,293,403
263	GNR.2019-102 IB	Government National Mortgage Association 0.83486%	0.04%	12,493,503
264	GNR.2015-175 AI	Government National Mortgage Association 3.5%	0.04%	8,116,567
265	n/a	10Y Rtr 3.700000 12-Jun-2025	0.03%	50,000,000
266	GNR.2019-21 SH	Government National Mortgage Association 1.61615%	0.03%	5,623,558
267	FHR.4965 KS	Federal Home Loan Mortgage Corp. 1.39583%	0.03%	4,963,023
268	GNR.2018-97 MS	Government National Mortgage Association 1.76615%	0.03%	5,072,199
269	GNR.2018-105 SA	Government National Mortgage Association 1.76615%	0.03%	4,874,071
270	ENVA.2023-A A	NETCREDIT COMBINED RECEIVABLES 2023 LLC 7.78%	0.03%	519,596
271	HILT.2016-SFP D	Hilton USA Trust 2013-HLT 4.92692%	0.03%	5,000,000
272	GNR.2018-63 HS	Government National Mortgage Association 1.76615%	0.03%	4,302,775
273	n/a	10Y Rtr 3.600000 08-May-2025	0.03%	90,000,000
274	THRM.2022-3A A	THEOREM FUNDING TRUST 2022-3 7.6%	0.03%	453,612
275	GNR.2018-40 SC	Government National Mortgage Association 1.76615%	0.03%	3,753,041
276	GNR.2021-193 ES	Government National Mortgage Association 0%	0.03%	134,641,363
277	GN.743790	Government National Mortgage Association 5%	0.03%	426,131
278	PAID.2023-3 A	PAGAYA AI DEBT TRUST 2023-3 7.6%	0.03%	431,874
279	FHR.4177 IY	Federal Home Loan Mortgage Corp. 4%	0.03%	2,904,299
280	n/a	5Y Rtr 3.900000 02-Jul-2025	0.02%	25,000,000
281	n/a	MS TBA CASH COLLATERAL	0.02%	413,000
282	CMLTI.2014-A B2	CITIGROUP MORTGAGE LOAN TRUST 5.4477%	0.02%	411,271
283	FHR.4594 SA	Federal Home Loan Mortgage Corp. 1.48685%	0.02%	3,497,229
284	FHS.318 S1	Federal Home Loan Mortgage Corp. 1.48685%	0.02%	3,837,207
285	n/a	10Y Rtr 3.800000 10-Apr-2025	0.02%	65,000,000
286	PAID.2021-2 NOTE	PAGAYA AI DEBT SELECTION TRUST 3%	0.02%	384,272
287	GN.727847	Government National Mortgage Association 5%	0.02%	367,437
288	FHS.309 S4	Federal Home Loan Mortgage Corp. 1.50685%	0.02%	3,589,523
289	GNR.2018-139 KS	Government National Mortgage Association 1.71615%	0.02%	3,067,024
290	n/a	5Y Rtp 4.050000 05-Sep-2025	0.02%	60,000,000
291	NRZT.2014-1A AIO	New Residential Mortgage Loan Trust 2014 1 2.17615%	0.02%	6,578,032
292	n/a	ANTLR MORTGAGE TRUST 2024-RTL1 9.48663%	0.02%	296,262
293	STWH.2021-NPB1 A1	STANWICH MORTGAGE LOAN COMPANY LLC 6.235%	0.02%	278,795
294	FNR.2007-54 DI	Federal National Mortgage Association 1.64583%	0.02%	3,334,862
295	n/a	CITIGROUP GLB MKTS CASH COLL	0.02%	273,000
296	FHS.264 S1	Federal Home Loan Mortgage Corp. 1.48685%	0.02%	2,750,671
297	FHR.4620 AS	Federal Home Loan Mortgage Corp. 2.08289%	0.01%	2,733,149
298	PAID.2022-1 B	PAGAYA AI DEBT TRUST 2022-1 3.344%	0.01%	247,341
299	GNR.2012-121 PI	Government National Mortgage Association 4.5%	0.01%	1,773,729
300	ACMAT.2023-2A A	ACM AUTO TRUST 2023-2 7.97%	0.01%	228,294
301	GN.743793	Government National Mortgage Association 5%	0.01%	219,000
302	GNR.2014-131 EI	Government National Mortgage Association 4%	0.01%	3,338,378
303	FHR.4286 NS	Federal Home Loan Mortgage Corp. 1.43685%	0.01%	1,708,293
304	FNR.2013-1 AI	Federal National Mortgage Association 3.5%	0.01%	1,349,930
305	FNR.2005-74 NI	Federal National Mortgage Association 1.62583%	0.01%	3,559,875
306	FHR.4068 GI	Federal Home Loan Mortgage Corp. 2.34636%	0.01%	1,679,060
307	FHS.304 C69	Federal Home Loan Mortgage Corp. 4%	0.01%	982,257
308	n/a	10Y Rtr 3.250000 19-Aug-2025	0.01%	25,000,000
309	CMLTI.2009-11 1A2	Citigroup Mortgage Loan Trust Inc. 6.82355%	0.01%	144,469
310	FHS.326 S1	Federal Home Loan Mortgage Corp. 1.53685%	0.01%	1,321,937
311	UPSPT.2021-ST1 A	UPSTART PASS-THROUGH TRUST 2.75%	0.01%	127,822
312	FNR.2012-144 HI	Federal National Mortgage Association 3.5%	0.01%	1,124,748
313	FHR.4139 CI	Federal Home Loan Mortgage Corp. 3.5%	0.01%	1,267,079
314	GN.583182	Government National Mortgage Association 6.5%	0.00%	78,903
315	FHR.4107 KS	Federal Home Loan Mortgage Corp. 2.18161%	0.00%	1,487,229
316	GN.556293	Government National Mortgage Association 6.5%	0.00%	29,974
317	HILT.2016-SFP F	Hilton USA Trust 2013-HLT 0%	0.00%	8,700,000
318	FNR.2012-129 IC	Federal National Mortgage Association 3.5%	0.00%	524,429
319	FHR.4215 IL	Federal Home Loan Mortgage Corp. 3.5%	0.00%	170,214
320	FHR.4147 CI	Federal Home Loan Mortgage Corp. 3.5%	0.00%	296,188
321	n/a	10Y Rtp 4.500000 28-Apr-2025	0.00%	42,000,000
322	n/a	10Y Rtp 4.500000 25-Apr-2025	0.00%	25,000,000
323	n/a	10Y Rtp 4.500000 16-Apr-2025	0.00%	50,000,000
324	FNR.2013-16 IO	Federal National Mortgage Association 3.5%	0.00%	185,037
325	n/a	CURRENCY	0.00%	410,291,890
326	FNR.2006-5 N1	Federal National Mortgage Association 0%	0.00%	1,799,875
327	FNR.2013-97 SB	Federal National Mortgage Association 1.64583%	0.00%	5,559
328	VENDE.1998-1 2IO	United States Department of Veterans Affairs 0%	0.00%	196,608
329	VENDE.1998-3 IO	United States Department of Veterans Affairs 0%	0.00%	224,142
330	n/a	5 Year Treasury Note Future June 25	0.00%	3,414
331	n/a	2 Year Treasury Note Future June 25	0.00%	1,418
332	n/a	10 Year Treasury Note Future June 25	0.00%	3,757
333	n/a	US LONG BOND JUN 25	0.00%	581
334	n/a	Ultra US Treasury Bond Future June 25	0.00%	4
335	n/a	Three-Month Sofr Future Mar 25	0.00%	872
336	n/a	3 Month SOFR Future Mar 26	0.00%	872
337	n/a	CDS: (CMBX.NA.11.BBB-)	-0.25%	5,000,000
338	n/a	Cash Offset	-1.17%	20,209,869

As of Mar 31, 2025

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Asset Allocation

Asset Class	% Weight
Bond	99.08%
Cash	0.58%
Other	0.34%

Country Breakdown

Sector	% Weight
United States	95.67%
Other	4.33%