Columbia Mortgage Opportunities Fund Advisor Class (CLMFX)

CLMFX Holdings List

As of Sep 30, 2024

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No.	Symbol	Name	% Weight	Shares
1	FNCL 4.5 10.11	Federal National Mortgage Association 4.5%	11.01%	503,000,000
2	FNCL 4 10.11	Federal National Mortgage Association 4%	9.35%	437,500,000
3	FNCL 3.5 10.11	Federal National Mortgage Association 3.5%	8.36%	403,420,484
4	FNCL 6 10.11	Federal National Mortgage Association 6%	5.91%	260,000,000
5	FNCL 5 10.11	Federal National Mortgage Association 5%	5.81%	261,000,000
6	n/a	Columbia Short-Term Cash	5.49%	245,880,373
7	G2SF 4.5 10.11	Government National Mortgage Association 4.5%	5.27%	240,000,000
8	n/a	Cash Offset	2.43%	109,244,674
9	FNCL 3 10.11	Federal National Mortgage Association 3%	2.34%	117,000,000
10	FR RA6962	Federal Home Loan Mortgage Corp. 2.5%	1.98%	101,493,651
11	FN FS2515	Fnma Pass-Thru I 4%	0.79%	36,362,381
12	FN FS4874	Fnma Pass-Thru I 5.5%	0.74%	32,469,325
13	FN FS7015	Fnma Pass-Thru I 5.5%	0.71%	30,911,310
14	n/a	BAYVIEW FINANCING TRUST 4.18663%	0.60%	26,823,079
15	STACR 2021-DNA5 B2	Freddie Mac Stacr Remic Trust 10.78012%	0.58%	23,300,000
16	FR SD1966	Federal Home Loan Mortgage Corp. 4%	0.53%	24,723,793
17	FR SD3912	Federal Home Loan Mortgage Corp. 5.5%	0.52%	22,954,605
18	TMIR 2021-3 M1B	TRIANGLE RE 2021-3 LTD 8.18012%	0.50%	22,402,359
19	FR SD3657	Federal Home Loan Mortgage Corp. 5%	0.50%	21,714,261
20	PAID 2023-1 B	Pagaya Ai Debt Trust 2023-1 9.435%	0.46%	20,367,169
21	DRSLF 2016-45A A1RR	Dryden 45 Senior Loan Fund 6%	0.45%	20,000,000
22	FN CB4625	Fnma Pass-Thru I 5%	0.41%	18,144,971
23	STACR 2020-DNA6 B2	Federal Home Loan Mortgage Corp. 10.93012%	0.39%	15,500,000
24	STACR 2020-HQA5 B2	Federal Home Loan Mortgage Corp. 12.68012%	0.39%	14,200,000
25	COMM 2020-CBM F	COMM MORTGAGE TRUST 3.75378%	0.37%	17,650,000
26	n/a	CDS: (CMBX.NA.10.BBB-)	0.37%	20,000,000
27	PRPM 2021-5 A2	PRPM LLC 3.721%	0.37%	16,626,815
28	RCO 2024-1 A2	RCO VIII MORTGAGE LLC 2024-1 9.5748%	0.35%	15,873,000
29	GRADE 2023-FIG4 CE	SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2023-FIG4 49.38116%	0.35%	9,017,185
30	n/a	10Y Rtr 4.000000 06-Nov-2024	0.35%	280,000,000
31	OCT47 2020-1A ER	Octagon Investment Partners 47 Ltd / Llc 11.79362%	0.34%	15,250,000
32	STWH 2021-NPB1 A2	STANWICH MORTGAGE LOAN COMPANY LLC 4.375%	0.33%	15,500,000
33	STACR 2021-DNA1 B2	Freddie Mac Stacr Remic Trust 10.03012%	0.33%	14,000,000
34	NYMT 2024-RR1 A	NYMT 2024-RR1 7.375%	0.33%	14,639,453
35	n/a	5Y Rtr 4.000000 07-May-2025	0.33%	367,000,000
36	n/a	Federal Home Loan Mortgage Corp. 4.617%	0.31%	14,131,937
37	PRET 2024-NPL1 A2	Pret 2024-Npl1 9.7979%	0.30%	13,500,000
38	n/a	CDS: (CMBX.NA.10.BBB-)	0.30%	16,500,000
39	CIM 2021-NR2 A1	Cim Trust 2.568%	0.29%	13,116,070
40	STACR 2020-DNA5 B1	Federal Home Loan Mortgage Corp. 10.15049%	0.29%	11,200,000
41	PAID 2024-3 C	PAGAYA AI DEBT TRUST 2024-3 7.297%	0.27%	12,000,000
42	CAS 2021-R02 2B2	CONNECTICUT AVENUE SECURITIES TRUST 11.48012%	0.27%	11,350,000
43	PRET 2022-NPL1 A1	PRET 2022-NPL1 LLC 2.9814%	0.26%	11,841,643
44	PAID 2022-3 B	PAGAYA AI DEBT TRUST 2022-3 8.05%	0.26%	11,498,884
45	PAID 2024-9 D	Pagaya Ai Debt Grantor Tr 2024 6.174%	0.26%	11,550,000
46	PRPM 2021-8 A1	PRPM 2021-8 LLC 1.743%	0.25%	11,433,990
47	CGMS 2013-3A BR	Carlyle Global Market Strategies CLO 2013-3 Ltd. 7.26298%	0.25%	11,000,000
48	WFCM 2021-FCMT E	WELLS FARGO COMMERCIAL MORTGAGE TRUST 9.71099%	0.25%	11,600,000
49	PAID 2023-6 D	PAGAYA AI DEBT TRUST 2023-6 9%	0.25%	10,909,752
50	CAS 2022-R01 1B2	CONNECTICUT AVENUE SECURITIES TRUST 2022-R01 11.28012%	0.24%	10,350,000
51	PRET 2021-NPL6 A2	PRET 2021-NPL6 LLC 5.0713%	0.24%	11,100,000
52	n/a	CDS: (CMBX.NA.10.BBB-)	0.24%	13,000,000
53	BXP 2021-601L E	BXP TRUST 2021-601L 2.86798%	0.24%	15,400,000
54	FN CB0193	Fnma Pass-Thru I 3%	0.23%	11,597,980
55	PAID 2023-5 C	PAGAYA AI DEBT TRUST 2023-5 9.099%	0.23%	10,149,914
56	PRET 2024-NPL5 A1	PRET 2024-NPL5 LLC 5.963%	0.23%	10,400,000
57	TMIR 2021-2 M2	TRIANGLE RE LTD 10.46926%	0.23%	10,000,000
58	GRADE 2023-FIG3 CE	SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2023-FIG3 4.30039%	0.23%	7,656,359
59	CMLTI 2015-RP2 B5	Citigroup Mortgage Loan Trust Inc. 4.25%	0.22%	13,225,632
60	DRMT 2020-2 B4	DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 5.7858%	0.22%	10,551,372
61	AOMT 2024-6 A1	ANGEL OAK MORTGAGE TRUST 2024-6 4.65%	0.22%	9,765,313
62	PNT 2021-1 A1	POINT SECURITIZATION TRUST 3.2282%	0.22%	9,797,452
63	PAID 2024-7 C	Pagaya Ai Debt Grantor Tr 2024 144A 7.095%	0.22%	9,500,000
64	GNR 2021-142 SL	Government National Mortgage Association 1.22466%	0.21%	61,002,077
65	PRPM 2024-RCF2 M2	PRPM 2024-RCF2 LLC 3.75%	0.21%	11,150,000
66	PAID 2023-7 ABC	PAGAYA AI DEBT TRUST 2023-7 7.90044%	0.21%	9,258,967
67	PRET 2024-RN1 A1	PRET 2024-RN1 LLC 7.1428%	0.21%	9,181,703
68	CHNGE 2023-3 M1	CHNGE MORTGAGE TRUST 2023-3 8.2581%	0.21%	8,900,000
69	VCAT 2021-NPL6 A1	VCAT 2021-NPL6 LLC 1.9173%	0.20%	9,299,081
70	n/a	10Y Rtr 3.800000 10-Apr-2025	0.20%	180,000,000
71	GNR 2021-122 SG	Government National Mortgage Association 1.22466%	0.20%	59,153,041
72	GNR 2021-160 CI	Government National Mortgage Association 2.5%	0.20%	65,147,162
73	FMMSR 2020-GT1 A	FMC GMSR ISSUER TRUST 4.45%	0.19%	9,050,000
74	AOMT 2019-6 B1	Angel Oak Mortgage Trust 2019-6 3.941%	0.19%	9,450,000
75	PRET 2024-NPL4 A2	PRET 2024-NPL4 LLC 9.4373%	0.19%	8,500,000
76	LHOME 2023-RTL3 A2	LHOME MORTGAGE TRUST 2023-RTL3 9%	0.19%	8,400,000
77	n/a	ANTLR MORTGAGE TRUST 2024-RTL1 9.48663%	0.19%	8,426,990
78	PRPM 2024-RCF1 M2	PRPM 2024-RCF1 LLC 4%	0.19%	9,750,000
79	GNR 2020-133 DS	Government National Mortgage Association 1.22466%	0.19%	60,568,479
80	FNR 2023-46 SD	Federal National Mortgage Association 0.6054%	0.19%	63,633,064
81	n/a	CDS: (CMBX.NA.10.BBB-)	0.18%	10,000,000
82	PAID 2023-6 C	PAGAYA AI DEBT TRUST 2023-6 8.491%	0.18%	7,997,949
83	PAID 2024-6 C	PAGAYA AI DEBT GRANTOR TRUST 2024-6 7.068%	0.18%	7,997,944
84	PAID 2024-3 B	PAGAYA AI DEBT TRUST 2024-3 6.571%	0.18%	8,000,000
85	STACR 2021-DNA6 B2	Freddie Mac Stacr Remic Trust 12.78012%	0.18%	7,450,000
86	LDPT 2021-1 D	LENDINGPOINT 2021-1 ASSET SECURITIZATION TRUST 7.226%	0.17%	7,764,609
87	VOLT 2021-NPL6 A1	VOLT XCVII LLC 5.2395%	0.17%	7,752,642
88	TMIR 2021-3 B1	TRIANGLE RE 2021-3 LTD 10.23012%	0.17%	7,500,000
89	FNR 2021-3 TI	Federal National Mortgage Association 2.5%	0.17%	45,305,510
90	CGMS 2015-4A CR	Carlyle Global Market Strategies CLO 2015-4 Ltd. 9.24362%	0.17%	7,500,000
91	STACR 2020-HQA5 B1	Federal Home Loan Mortgage Corp. 9.28012%	0.17%	6,750,000
92	TMIR 2021-2 B1	TRIANGLE RE LTD 12.46926%	0.17%	7,100,000
93	LDMSR 2018-GT1 A	LOANDEPOT GMSR MASTER TRUST 8.76099%	0.17%	7,580,000
94	CAS 2021-R03 1B2	CONNECTICUT AVENUE SECURITIES TRUST 2021-R03 10.78012%	0.16%	7,059,000
95	VOLT 2021-NPL5 A1	VOLT XCVI LLC 5.1157%	0.16%	7,379,308
96	HTAP 2024-1 A	HTAP 2024-1 7%	0.16%	7,274,890
97	GNR 2023-113 HS	Government National Mortgage Association 0.97466%	0.16%	54,322,068
98	n/a	CDS: (CMBX.NA.10.BBB-)	0.16%	8,800,000
99	CHNGE 2022-1 B1	CHNGE MORTGAGE TRUST 2022-1 4.54762%	0.16%	8,350,000
100	GNR 2021-156 SA	Government National Mortgage Association 1.22466%	0.16%	45,832,829
101	CSMC 2014-USA F	CSMC TRUST 4.3733%	0.16%	18,400,000
102	PAID 2024-9 B	Pagaya Ai Debt Grantor Tr 2024 5.306%	0.16%	7,000,000
103	PRPM 2023-RCF1 M2	PRPM 2023-RCF1 LLC 4%	0.16%	7,802,000
104	VERUS 2023-1 B1	VERUS SECURITIZATION TRUST 2023-1 6.92005%	0.16%	7,000,000
105	PRPM 2021-3 A2	PRPM LLC 3.72%	0.15%	7,220,522
106	NYMT 2024-BPL1 A1	NYMT LOAN TRUST SERIES 2024-BPL1 7.154%	0.15%	6,850,000
107	n/a	LAKEVIEW 2021-CRT1 LLC 8.92688%	0.15%	7,128,882
108	VERUS 2021-4 A1	VERUS SECURITIZATION TRUST 0.938%	0.15%	7,981,351
109	NRZT 2019-RPL3 B4	NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3 3.99738%	0.15%	9,250,000
110	OMIR 2021-1A M2	OAKTOWN RE VI LTD 9.23012%	0.15%	6,500,000
111	GNR 2021-97 CS	Government National Mortgage Association 1.22466%	0.15%	44,009,149
112	PAID 2024-5 C	PAGAYA AI DEBT GRANTOR TRUST 2024-5 7.27%	0.15%	6,498,822
113	PRET 2024-NPL2 A2	PRET 2024-NPL2 LLC 10.037%	0.15%	6,500,000
114	BRAVO 2021-HE2 B2	BRAVO RESIDENTIAL FUNDING TRUST 8.68012%	0.15%	6,570,000
115	BRAVO 2021-HE1 B1	BRAVO RESIDENTIAL FUNDING TRUST 7.78012%	0.14%	6,708,000
116	GNR 2021-161 SL	Government National Mortgage Association 1.22466%	0.14%	38,042,145
117	RMLT 2019-3 M1	RESIDENTIAL MORTGAGE LOAN TRUST 3.257%	0.14%	6,378,000
118	GNR 2022-168 ST	Government National Mortgage Association 0.65459%	0.14%	59,554,543
119	FHR 5105 ID	Federal Home Loan Mortgage Corp. 3%	0.14%	35,824,078
120	GNR 2021-42 SD	Government National Mortgage Association 1.22466%	0.14%	37,746,621
121	CRVNA 2021-N1 E	CARVANA AUTO RECEIVABLES TRUST 2.88%	0.14%	6,399,684
122	PRKCM 2022-AFC1 A3	PRKCM 2022-AFC1 TRUST 4.1%	0.13%	6,452,571
123	BRAVO 2021-NQM2 B1	Bravo Residential Funding Trust 2021-NMQ2 3.044%	0.13%	6,626,000
124	BRAVO 2021-HE2 B1	BRAVO RESIDENTIAL FUNDING TRUST 7.68012%	0.13%	6,000,000
125	MPOWR 2024-A B	Mpower Ed Tr 2024-A 8.35%	0.13%	6,000,000
126	FHR 5183 IO	Federal Home Loan Mortgage Corp. 3%	0.13%	38,266,667
127	IMPRL 2021-NQM3 B1	IMPERIAL FUND MORTGAGE TRUST 2021-NQM3 4.13794%	0.13%	7,384,000
128	FHR 5119 QS	Federal Home Loan Mortgage Corp. 1.01988%	0.13%	36,332,885
129	CHNGE 2023-1 B2	CHNGE MORTGAGE TRUST 2023-1 8.2564%	0.13%	5,829,000
130	CHNGE 2022-1 B2	CHNGE MORTGAGE TRUST 2022-1 4.54787%	0.13%	7,431,000
131	CSMC 2014-USA E	CSMC TRUST 4.3733%	0.13%	11,275,000
132	COLT 2021-3 A3	COLT MORTGAGE LOAN TRUST 1.419%	0.13%	6,681,631
133	AFFRM 2024-X1 CERT	AFFIRM ASSET SECURITIZATION TRUST 2024-X1 0%	0.13%	91,625
134	MFRA 2020-NQM3 B1	MFA 2020-NQM3 TRUST 3.661%	0.13%	6,250,000
135	GNR 2024-64 SY	Government National Mortgage Association 0.5468%	0.13%	49,606,048
136	PRET 2024-NPL3 A2	PRET 2024-NPL3 LLC 10.0375%	0.13%	5,600,000
137	GNR 2021-7 IT	Government National Mortgage Association 3%	0.13%	28,889,765
138	VCAT 2021-NPL2 A2	VCAT LLC 4.212%	0.12%	5,636,566
139	PRPM 2024-5 A1	PRPM 2024-5 LLC 5.689%	0.12%	5,600,000
140	PRPM 2020-4 A1	PRPM LLC 5.61%	0.12%	5,434,354
141	VERUS 2020-1 B1	Verus Securitization Trust 3.624%	0.12%	6,000,000
142	CIM 2021-NR1 A1	CIM TRUST 5.569%	0.12%	5,536,887
143	PRPM 2021-4 A2	PRPM LLC 3.474%	0.12%	5,511,792
144	ARES 2017-44A DR	Ares XLIV CLO Ltd. 12.43298%	0.12%	5,275,000
145	CHNGE 2023-1 B1	CHNGE MORTGAGE TRUST 2023-1 8.2564%	0.12%	5,373,000
146	TRK 2024-RRTL2 M1	TOORAK MORTGAGE TRUST 2024-RRTL2 7.257%	0.12%	5,375,000
147	GNR 2020-160 AS	Government National Mortgage Association 1.22466%	0.12%	31,697,832
148	FNR 2022-90 GS	Federal National Mortgage Association 0.63212%	0.12%	41,423,754
149	GCAT 2019-NQM3 M1	GCAT LLC 3.45%	0.12%	5,650,000
150	LHOME 2024-RTL1 A2	LHOME MORTGAGE TRUST 2024-RTL1 9.165%	0.12%	5,200,000
151	PAID 2023-3 B	PAGAYA AI DEBT TRUST 2023-3 9.57%	0.12%	5,130,527
152	FHR 4606 SL	Federal Home Loan Mortgage Corp. 0.54345%	0.12%	40,949,902
153	GNR 2021-158 VI	Government National Mortgage Association 3%	0.12%	31,926,793
154	PMIT 2024-1A A	PROSPER MARKETPLACE ISSUANCE TRUST SERIES 2024-1 6.12%	0.12%	5,144,818
155	PAID 2023-7 D	PAGAYA AI DEBT TRUST 2023-7 9%	0.11%	4,998,138
156	MSC 2019-MEAD E	MORGAN STANLEY CAPITAL I TRUST 3.283%	0.11%	5,500,000
157	OSAT 2021-RPL1 A2	OSAT TRUST 6.967%	0.11%	5,087,594
158	PAID 2023-7 B	PAGAYA AI DEBT TRUST 2023-7 7.549%	0.11%	4,998,138
159	ARES 2021-60A E	ARES LX CLO LTD 11.79085%	0.11%	5,000,000
160	AJAXM 2021-E B2	AJAX MORTGAGE LOAN TRUST 4.1526%	0.11%	8,617,660
161	GNR 2023-101 CS	Government National Mortgage Association 0.65459%	0.11%	93,072,246
162	PRET 2024-NPL5 A2	PRET 2024-NPL5 LLC 8.835%	0.11%	5,000,000
163	PRPM 2021-7 A2	PRPM LLC 3.671%	0.11%	5,043,177
164	CHNGE 2023-2 B1	CHNGE MORTGAGE TRUST 2023-2 8.18397%	0.11%	4,942,000
165	MELLO 2024-SD1 M2	MELLO MORTGAGE CAPITAL ACCEPTANCE 2024-SD1 4%	0.11%	5,802,000
166	GNR 2021-117 ES	Government National Mortgage Association 1.22466%	0.11%	31,262,093
167	AOMT 2019-2 B2	ANGEL OAK MORTGAGE TRUST I LLC 6.286%	0.11%	4,800,000
168	DRMT 2020-2 B3	DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 5.7858%	0.11%	4,911,000
169	GNR 2023-141 SQ	Government National Mortgage Association 0.97466%	0.11%	35,211,502
170	GNR 2021-42 SG	Government National Mortgage Association 1.22466%	0.11%	32,776,909
171	VOLT 2021-NPL3 A1	VOLT XCIV LLC 5.2395%	0.11%	4,839,475
172	RMIR 2021-1 B1	RADNOR RE LTD 9.28012%	0.11%	4,750,000
173	RUN 2022-NQM1 M1	RUN 2022-NQM1 TRUST 4.03827%	0.11%	5,595,000
174	RPM 2021-2A A	RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST IV 2.65%	0.11%	4,923,301
175	UPST 2023-1 B	UPSTART SECURITIZATION TRUST 2023-1 8.35%	0.11%	4,736,000
176	GNR 2020-191 UM	Government National Mortgage Association 3.5%	0.11%	28,306,691
177	PAID 2024-2 C	PAGAYA AI DEBT TRUST 2024-2 7.573%	0.11%	4,647,933
178	COLT 2021-4 B1	COLT MORTGAGE LOAN TRUST 3.764%	0.11%	5,969,000
179	n/a	5Y Rtr 3.900000 06-Dec-2024	0.10%	150,000,000
180	GNR 2023-173 SB	Government National Mortgage Association 0.30459%	0.10%	67,572,066
181	GNR 2021-155 SM	Government National Mortgage Association 1.22466%	0.10%	31,051,190
182	OBX 2021-NQM3 A1	OBX TRUST 1.054%	0.10%	5,588,226
183	GNR 2024-97 KS	Government National Mortgage Association 1.95459%	0.10%	28,908,086
184	PAID 2024-1 B	PAGAYA AI DEBT TRUST 2024-1 7.109%	0.10%	4,488,691
185	FNR 2020-22 SA	Federal National Mortgage Association 0.7054%	0.10%	32,195,845
186	FNR 2020-34 S	Federal National Mortgage Association 0.6554%	0.10%	32,408,825
187	NYMT 2024-CP1 A2	NYMT LOAN TRUST 2024-CP1 3.9024%	0.10%	5,295,000
188	STAR 2020-3 B1	STARWOOD MORTGAGE RESIDENTIAL TRUST 4.75%	0.10%	4,750,000
189	PRPM 2022-NQM1 B1	PRPM 2022-NQM1 TRUST 5.43188%	0.10%	4,608,000
190	PAID 2023-3 A	PAGAYA AI DEBT TRUST 2023-3 7.6%	0.10%	4,391,249
191	COLT 2022-4 B2	COLT 2022-4 MORTGAGE LOAN TRUST 4.61296%	0.10%	4,993,000
192	CIM 2021-NR4 A1	CIM TRUST 2021-NR4 2.816%	0.10%	4,394,621
193	ADMT 2024-NQM1 A1	A&D MORTGAGE TRUST 2024-NQM1 6.195%	0.10%	4,288,317
194	NRZT 2024-RPL1 B4	NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-RPL1 3.87923%	0.10%	6,748,000
195	PAID 2022-5 B	PAGAYA AI DEBT TRUST 2022-5 10.31%	0.10%	4,057,914
196	GRADE 2022-INV1 B1	SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2022-INV1 4.51558%	0.09%	5,198,000
197	VERUS 2023-INV1 B1	VERUS SECURITIZATION TRUST 2023-INV1 7.54541%	0.09%	4,198,000
198	CHNGE 2022-1 M1	CHNGE MORTGAGE TRUST 2022-1 3.99%	0.09%	4,650,000
199	VOLT 2021-NPL4 A1	VOLT XCV LLC 5.2396%	0.09%	4,138,683
200	GNR 2022-90 SJ	Government National Mortgage Association 0.97466%	0.09%	33,262,128
201	GNR 2010-9 XD	Government National Mortgage Association 1.38901%	0.09%	29,475,404
202	PRET 2024-NPL1 A1	Pret 2024-Npl1 7.1429%	0.09%	4,000,848
203	GNR 2021-44 CI	Government National Mortgage Association 3%	0.09%	23,535,464
204	GNR 2019-21 QS	Government National Mortgage Association 1.02466%	0.09%	28,559,514
205	FHR 5138 SA	Federal Home Loan Mortgage Corp. 0.7054%	0.09%	26,624,895
206	AJAXM 2021-C A	AJAX MORTGAGE LOAN TRUST 2.115%	0.09%	4,049,252
207	GNR 2020-191 UC	Government National Mortgage Association 4%	0.09%	19,565,895
208	VCAT 2021-NPL3 A2	VCAT 2021-NPL3 LLC 3.967%	0.09%	4,032,890
209	GNR 2021-119 SC	Government National Mortgage Association 1.22466%	0.09%	26,847,118
210	GNR 2021-117 HS	Government National Mortgage Association 1.22466%	0.09%	25,571,156
211	VERUS 2019-4 B1	VERUS SECURITIZATION TRUST 3.86%	0.09%	4,150,000
212	PRET 2024-NPL3 A1	PRET 2024-NPL3 LLC 7.52%	0.09%	3,865,871
213	BRAVO 2021-HE1 B2	BRAVO RESIDENTIAL FUNDING TRUST 8.28012%	0.09%	4,129,000
214	GNR 2023-66 SQ	Government National Mortgage Association 0.05459%	0.09%	65,967,262
215	GNR 2021-29 HI	Government National Mortgage Association 3.5%	0.09%	19,975,161
216	LHOME 2024-RTL1 M	LHOME MORTGAGE TRUST 2024-RTL1 11.949%	0.08%	3,700,000
217	PAID 2024-1 A	PAGAYA AI DEBT TRUST 2024-1 6.66%	0.08%	3,730,913
218	GNR 2024-79 SH	Government National Mortgage Association 1.90459%	0.08%	22,357,695
219	CHNGE 2022-2 B1	CHNGE MORTGAGE TRUST 2022-2 4.62665%	0.08%	4,569,000
220	MDPK 2016-22A DR	Madison Park Funding Xxii Llc 9.06298%	0.08%	3,700,000
221	REACH 2024-1A A	REACH ABS TRUST 2024-1 6.3%	0.08%	3,741,184
222	RMLT 2020-1 B1	RESIDENTIAL MORTGAGE LOAN TRUST 3.946%	0.08%	3,938,000
223	THRM 2023-1A A	THEOREM FUNDING TRUST 2023-1 7.58%	0.08%	3,716,465
224	RRAM 2021-16A D	RR 16 LTD 11.81298%	0.08%	3,733,333
225	GRADE 2022-INV1 B2	SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2022-INV1 4.51558%	0.08%	4,958,000
226	CHNGE 2023-3 B1	CHNGE MORTGAGE TRUST 2023-3 8.2581%	0.08%	3,700,000
227	HOF 2020-2 B1	HOMEWARD OPPORTUNITIES FUND I TRUST 5.45%	0.08%	3,750,000
228	IMPRL 2022-NQM3 B1	IMPERIAL FUND MORTGAGE TRUST 2022-NQM3 4.43344%	0.08%	4,489,000
229	STAR 2021-3 A1	STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-3 1.127%	0.08%	4,283,155
230	PAID 2022-2 B	PAGAYA AI DEBT TRUST 2022-2 6.63%	0.08%	3,602,516
231	BRAVO 2021-NQM2 B2	Bravo Residential Funding Trust 2021-NMQ2 4.099%	0.08%	4,100,000
232	TRK 2024-RRTL1 B1	TOORAK MORTGAGE TRUST 2024-RRTL1 10.51329%	0.08%	3,500,000
233	COLT 2020-2 B1	COLT MORTGAGE LOAN TRUST 5.25%	0.08%	3,716,000
234	FNR 2019-5 SA	Federal National Mortgage Association 0.7054%	0.08%	33,114,220
235	PAID 2024-1 C	PAGAYA AI DEBT TRUST 2024-1 8.344%	0.08%	3,499,125
236	GNR 2020-175 NS	Government National Mortgage Association 1.22466%	0.08%	22,365,065
237	GNR 2024-64 DS	Government National Mortgage Association 0.05459%	0.08%	53,255,123
238	AOMT 2021-5 A3	ANGEL OAK MORTGAGE TRUST 1.311%	0.08%	4,060,252
239	FNR 2017-81 SM	Federal National Mortgage Association 0.8054%	0.08%	25,451,582
240	THRM 2022-3A A	THEOREM FUNDING TRUST 2022-3 7.6%	0.08%	3,459,313
241	BAMLL 2013-WBRK E	Bamll 2013-Wbrk 3.65211%	0.08%	4,500,000
242	GNR 2022-83 AS	Government National Mortgage Association 1.07466%	0.08%	23,794,692
243	n/a	10Y Rtr 3.750000 18-Nov-2024	0.08%	93,000,000
244	FIGRE 2024-HE1 F	FIGRE TRUST 2024-HE1 10.029%	0.08%	3,250,000
245	FNR 2018-3 SB	Federal National Mortgage Association 0.7554%	0.07%	22,405,208
246	GNR 2020-78 SD	Government National Mortgage Association 1.07466%	0.07%	23,925,517
247	PRPM 2023-RCF2 M2	PRPM 2023-RCF2 LLC 4%	0.07%	3,688,000
248	VERUS 2021-R2 M1	VERUS SECURITIZATION TRUST 2.244%	0.07%	3,781,000
249	FNR 2020-54 AS	Federal National Mortgage Association 0.7554%	0.07%	22,607,652
250	FNR 2018-64 SE	Federal National Mortgage Association 0.8054%	0.07%	22,473,368
251	VERUS 2020-INV1 B2	VERUS SECURITIZATION TRUST 6%	0.07%	3,150,000
252	CHNGE 2022-NQM1 M1	CHNGE MORTGAGE TRUST 2022-NQM1 5.82%	0.07%	3,150,000
253	GNR 2020-34 SA	Government National Mortgage Association 0.97466%	0.07%	20,974,031
254	GNR 2022-161 SQ	Government National Mortgage Association 0.00459%	0.07%	43,414,167
255	MFRA 2020-NQM3 M1	MFA 2020-NQM3 TRUST 2.654%	0.07%	3,500,000
256	GNR 2023-115 SM	Government National Mortgage Association 0.55459%	0.07%	61,331,321
257	n/a	10Y Rtr 3.750000 29-Nov-2024	0.07%	79,000,000
258	SAFCO 2024-1A A	SAFCO AUTO RECEIVABLES TRUST 2024-1 6.51%	0.07%	3,011,114
259	PRET 2021-RN2 A1	PRET 2021-RN2, LLC 1.7436%	0.07%	3,035,541
260	FHR 4993 MS	Federal Home Loan Mortgage Corp. 0.6554%	0.07%	17,638,574
261	HOF 2022-1 M1	HOMEWARD OPPORTUNITIES FUND TRUST 2022-1 5.06294%	0.07%	3,000,000
262	NRZT 2024-RPL1 B5	NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-RPL1 3.87923%	0.07%	5,287,000
263	n/a	CITI TBA CASH COLLATERAL	0.06%	2,915,000
264	GNR 2024-51 US	Government National Mortgage Association 0.05459%	0.06%	36,479,687
265	GNR 2020-148 SA	Government National Mortgage Association 1.22466%	0.06%	19,250,111
266	STWH 2021-NPB1 A1	STANWICH MORTGAGE LOAN COMPANY LLC 2.735%	0.06%	2,872,966
267	STAR 2020-INV1 B1	STARWOOD MORTGAGE RESIDENTIAL TRUST 3.257%	0.06%	3,200,000
268	PRPM 2024-5 A2	PRPM 2024-5 LLC 9.076%	0.06%	2,800,000
269	BRAVO 2020-NQM1 B2	BRAVO RESIDENTIAL FUNDING TRUST 5.86058%	0.06%	2,800,000
270	GNR 2020-187 SE	Government National Mortgage Association 1.22466%	0.06%	17,343,308
271	TRK 2024-RRTL2 B1	TOORAK MORTGAGE TRUST 2024-RRTL2 8.178%	0.06%	2,750,000
272	GNR 2020-31 ES	Government National Mortgage Association 0.97466%	0.06%	18,224,466
273	VERUS 2021-5 B1	VERUS SECURITIZATION TRUST 3.037%	0.06%	3,800,000
274	GNR 2023-47 AS	Government National Mortgage Association 1.00459%	0.06%	29,157,042
275	FHR 4979 YS	Federal Home Loan Mortgage Corp. 0.6554%	0.06%	21,353,618
276	n/a	10Y Rtr 3.250000 19-Aug-2025	0.06%	100,000,000
277	PRPM 2023-NQM1 B1	PRPM 2023-NQM1 TRUST 6.32408%	0.06%	2,700,000
278	GNR 2020-160 DI	Government National Mortgage Association 2.5%	0.06%	17,220,155
279	VERUS 2021-5 B2	VERUS SECURITIZATION TRUST 3.941%	0.06%	3,500,000
280	GNR 2021-24 MI	Government National Mortgage Association 3%	0.06%	15,627,208
281	PRPM 2024-RCF2 M1	PRPM 2024-RCF2 LLC 3.75%	0.06%	2,800,000
282	ENVA 2023-A A	NETCREDIT COMBINED RECEIVABLES 2023 LLC 7.78%	0.06%	2,592,846
283	GNR 2020-164 CI	Government National Mortgage Association 3%	0.06%	15,922,027
284	PAID 2021-2 NOTE	PAGAYA AI DEBT SELECTION TRUST 3%	0.06%	2,579,042
285	HPA 2019-2 F	Home Partners Of America Trust 2019-2 3.866%	0.06%	2,747,554
286	GNR 2020-85 MI	Government National Mortgage Association 3.5%	0.06%	11,915,121
287	PRPM 2020-6 A2	PRPM 2020-6 LLC 4.703%	0.06%	2,461,589
288	VSTA 2024-CES2 B1	VISTA POINT SECURITIZATION TRUST 2024-CES2 7.498%	0.06%	2,500,000
289	GNR 2021-58 IA	Government National Mortgage Association 3.5%	0.06%	13,382,442
290	OMIR 2021-1A B1	OAKTOWN RE VI LTD 10.78012%	0.06%	2,373,000
291	FIGRE 2024-HE1 E	FIGRE TRUST 2024-HE1 8.323%	0.05%	2,350,000
292	GNR 2021-44 MI	Government National Mortgage Association 3%	0.05%	15,465,181
293	GNR 2020-67 KS	Government National Mortgage Association 0.87466%	0.05%	18,609,723
294	OCT54 2021-1A E	Octagon Investment Partners 27 11.81298%	0.05%	2,500,000
295	FHR 5105 JI	Federal Home Loan Mortgage Corp. 3%	0.05%	22,713,912
296	n/a	CDS: (CMBX.NA.8.BBB-)	0.05%	2,492,917
297	BRAVO 2020-NQM1 B1	BRAVO RESIDENTIAL FUNDING TRUST 5.086%	0.05%	2,200,000
298	GNR 2023-66 BS	Government National Mortgage Association 0.80459%	0.05%	23,550,035
299	PRPM 2024-RCF4 M1	PRPM 2024-RCF4 LLC 4%	0.05%	2,335,000
300	NRZT 2022-NQM2 B1	NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-NQM2 3.87083%	0.05%	2,887,000
301	FIGRE 2023-HE3 D	FIGRE TRUST 2023-HE3 7.747%	0.05%	2,003,370
302	GNR 2019-103 SA	Government National Mortgage Association 0.97466%	0.05%	13,580,713
303	VERUS 2020-4 B2	VERUS SECURITIZATION TRUST 5.6%	0.05%	2,000,000
304	NZES 2020-PLS1 A	HLSS HOLDINGS LLC 3.844%	0.04%	2,047,655
305	FNR 2020-38 WS	Federal National Mortgage Association 0%	0.04%	20,783,180
306	PRPM 2023-NQM3 B2	PRPM 2023-NQM3 TRUST 7.49335%	0.04%	2,043,000
307	GNR 2020-162 EI	Government National Mortgage Association 2.5%	0.04%	12,829,005
308	FHR 5040 IH	Federal Home Loan Mortgage Corp. 3.5%	0.04%	11,098,943
309	GNR 2020-160 ID	Government National Mortgage Association 2.5%	0.04%	12,588,142
310	VSTA 2020-1 B1	VISTA POINT SECURITIZATION TRUST 5.375%	0.04%	2,000,000
311	PRPM 2024-RCF3 M2	PRPM 2024-RCF3 LLC 4%	0.04%	2,250,000
312	FIGRE 2024-HE4 E	FIGRE TRUST 2024-HE4 6.809%	0.04%	1,900,000
313	FIGRE 2024-HE3 E	FIGRE TRUST 2024-HE3 7.551%	0.04%	1,850,000
314	GNR 2020-160 HI	Government National Mortgage Association 2.5%	0.04%	14,027,078
315	n/a	CDS: (CMBX.NA.7.BBB-)	0.04%	2,292,986
316	NYMT 2024-CP1 M1	NYMT LOAN TRUST 2024-CP1 3.97641%	0.04%	2,350,000
317	PRPM 2024-RCF1 M1	PRPM 2024-RCF1 LLC 4%	0.04%	1,850,000
318	FHR 5083 NI	Federal Home Loan Mortgage Corp. 4.5%	0.04%	9,411,413
319	COLT 2021-3 B1	COLT MORTGAGE LOAN TRUST 3.059%	0.04%	2,502,000
320	PRPM 2023-RCF2 M1	PRPM 2023-RCF2 LLC 4%	0.04%	1,724,000
321	GRADE 2020-FIG1 A3	SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 5.086%	0.04%	1,649,166
322	PRPM 2024-RCF4 M2	PRPM 2024-RCF4 LLC 4%	0.04%	1,910,000
323	n/a	WFB TBA CASH COLLATERAL	0.04%	1,613,000
324	FIGRE 2024-HE3 F	FIGRE TRUST 2024-HE3 9.261%	0.04%	1,550,000
325	n/a	BCLE TBA CASH COLLATERAL	0.03%	1,538,000
326	n/a	GS TBA CASH COLLATERAL	0.03%	1,530,000
327	FHR 4987 KS	Federal Home Loan Mortgage Corp. 0.6854%	0.03%	8,994,986
328	COLT 2020-2 M1	COLT MORTGAGE LOAN TRUST 5.25%	0.03%	1,463,000
329	FNR 2013-101 HS	Federal National Mortgage Association 1.1054%	0.03%	9,591,569
330	GNR 2017-163 SD	Government National Mortgage Association 1.12466%	0.03%	8,809,902
331	GNR 2021-96 US	Government National Mortgage Association 0%	0.03%	44,293,470
332	PAID 2022-2 AB	PAGAYA AI DEBT TRUST 2022-2 5.7166%	0.03%	1,367,569
333	HILT 2016-SFP F	Hilton USA Trust 2013-HLT 0%	0.03%	27,400,000
334	ACHV 2023-1PL C	ACHV ABS TRUST 2023-1PL 7.42%	0.03%	1,361,329
335	GNR 2020-104 SA	Government National Mortgage Association 1.12466%	0.03%	9,521,997
336	GNR 2020-62 SK	Government National Mortgage Association 1.07466%	0.03%	9,110,849
337	FIGRE 2024-HE4 F	FIGRE TRUST 2024-HE4 8.482%	0.03%	1,300,000
338	STAR 2020-INV1 B2	STARWOOD MORTGAGE RESIDENTIAL TRUST 4.261%	0.03%	1,400,000
339	VISIO 2019-2 M1	Visio Trust 2019-2 3.26%	0.03%	1,400,000
340	DRSLF 2018-57A B	Dryden 57 Clo Ltd 6.7297%	0.03%	1,250,000
341	GNR 2018-124 SG	Government National Mortgage Association 1.12466%	0.03%	8,646,309
342	AFLOW 2021-WL1 A1	ALPHAFLOW TRANSITIONAL MORTGAGE TRUST 2021-WL1 3.28%	0.03%	1,295,038
343	GNR 2021-175 IJ	Government National Mortgage Association 3%	0.03%	7,087,149
344	FHR 4826 KS	Federal Home Loan Mortgage Corp. 0.74345%	0.03%	8,396,687
345	GNR 2014-6 SJ	Government National Mortgage Association 1.02466%	0.03%	8,360,832
346	CMLTI 2015-RP2 XIO	Citigroup Mortgage Loan Trust Inc. 1.2246%	0.03%	36,110,985
347	GNR 2023-113 CS	Government National Mortgage Association 0.38459%	0.03%	16,086,715
348	VISIO 2019-2 B1	Visio Trust 2019-2 3.91%	0.03%	1,200,000
349	GNR 2017-30 IO	Government National Mortgage Association 0.57529%	0.02%	41,237,269
350	FNR 2017-90 SP	Federal National Mortgage Association 0.7554%	0.02%	7,150,047
351	GNR 2021-160 S	Government National Mortgage Association 0%	0.02%	77,853,424
352	FHR 4704 SK	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 0.69345%	0.02%	8,020,147
353	AVNT 2021-REV1 C	AVANT LOANS FUNDING TRUST 2.3%	0.02%	1,027,838
354	GNR 2021-193 ES	Government National Mortgage Association 0%	0.02%	267,944,181
355	FNR 2017-72 S	Federal National Mortgage Association 0%	0.02%	17,914,904
356	GNR 2018-63 HS	Government National Mortgage Association 1.12466%	0.02%	7,532,658
357	n/a	CDS: (CMBX.NA.7.BBB-)	0.02%	1,169,423
358	FNR 2017-50 SB	Federal National Mortgage Association 0.7054%	0.02%	6,841,472
359	GNR 2018-78 SB	Government National Mortgage Association 1.12466%	0.02%	6,387,296
360	GNR 2018-78 GI	Government National Mortgage Association 4%	0.02%	6,072,974
361	GNR 2018-94 SA	Government National Mortgage Association 1.12466%	0.02%	5,924,370
362	GNR 2018-155 LS	Government National Mortgage Association 1.07466%	0.02%	7,232,497
363	GNR 2021-122 SB	Government National Mortgage Association 0%	0.02%	57,574,093
364	GNR 2020-19 IO	Government National Mortgage Association 0.71809%	0.02%	17,537,295
365	PAID 2020-3 CERT	Pagaya Ai Debt Selection Trust 2020-3 0%	0.02%	23,803,550
366	FNR 2015-27 AS	Federal National Mortgage Association 0.2554%	0.02%	8,420,167
367	GNR 2018-63 SH	Government National Mortgage Association 1.12466%	0.02%	7,124,682
368	THRM 2022-1A B	THEOREM FUNDING TRUST 2022-1 3.1%	0.02%	774,884
369	LCRT 2020-2 R	Lendingclub Receivables Tr Ser 2020-2 0%	0.02%	865,000
370	GNR 2020-3 IO	Government National Mortgage Association 0.61539%	0.02%	17,772,773
371	GNR 2022-46 SE	Government National Mortgage Association 0%	0.02%	25,616,456
372	GNR 2018-40 SC	Government National Mortgage Association 1.12466%	0.02%	5,598,911
373	FNR 2020-38 SE	Federal National Mortgage Association 0.6554%	0.01%	5,269,398
374	GNR 2019-102 IB	Government National Mortgage Association 0.8347%	0.01%	12,181,180
375	LPMS 2021-2A B	LP LMS 2021-2 ASSET SECURITIZATION TRUST 2.33%	0.01%	577,811
376	MFT 2021-1A D	MARLETTE FUNDING TRUST 2.47%	0.01%	578,117
377	USAUT 2021-1A D	US AUTO FUNDING TRUST 2021-1 4.36%	0.01%	2,375,000
378	CMLTI 2015-RP2 FB	Citigroup Mortgage Loan Trust Inc. 0%	0.01%	1,382,404
379	n/a	10Y Rtp 4.500000 16-Apr-2025	0.01%	207,000,000
380	GNR 2014-184 CI	Government National Mortgage Association 3.5%	0.01%	4,491,961
381	FHR 4926 ST	Federal Home Loan Mortgage Corp. 0.62345%	0.01%	6,142,125
382	GNR 2019-128 YS	Government National Mortgage Association 0%	0.01%	35,172,855
383	UPSPT 2021-ST1 A	UPSTART PASS-THROUGH TRUST 2.75%	0.01%	453,742
384	PAID 2023-5 AB	PAGAYA AI DEBT TRUST 2023-5 7.39167%	0.01%	420,423
385	GNR 2019-43 NS	Government National Mortgage Association 0%	0.01%	14,047,270
386	n/a	10Y Rtp 4.500000 28-Apr-2025	0.01%	100,000,000
387	FNR 2013-101 CS	Federal National Mortgage Association 0.5054%	0.00%	1,877,385
388	FHR 3922 SH	Federal Home Loan Mortgage Corp. 0.44345%	0.00%	2,068,480
389	FHS 304 C67	Federal Home Loan Mortgage Corp. 4.5%	0.00%	1,354,652
390	FHS 309 S4	Federal Home Loan Mortgage Corp. 0.51345%	0.00%	1,676,088
391	NRZT 2014-1A AIO	New Resi Mtg Ln Tr 2014-1 2.22201%	0.00%	3,404,984
392	FNR 2016-31 VS	Federal National Mortgage Association 0.6054%	0.00%	1,135,628
393	FNR 2014-93 ES	Federal National Mortgage Association 0.7554%	0.00%	1,024,575
394	n/a	10Y Rtp 4.500000 25-Apr-2025	0.00%	60,000,000
395	PAID 2021-5 CERT	PAGAYA AI DEBT SELECTION TRUST 2021-5 0%	0.00%	12,321,273
396	FHR 4286 NS	Federal Home Loan Mortgage Corp. 0.44345%	0.00%	897,562
397	FHR 4097 ST	Federal Home Loan Mortgage Corp. 0.59345%	0.00%	741,822
398	FHR 4620 AS	Federal Home Loan Mortgage Corp. 0.75534%	0.00%	993,501
399	PAID 2021-3 CERT	PAGAYA AI DEBT SELECTION TRUST 0%	0.00%	12,925,852
400	FHR 4215 IL	Federal Home Loan Mortgage Corp. 3.5%	0.00%	186,112
401	FNR 2012-152 EI	Federal National Mortgage Association 3%	0.00%	510,329
402	PAID 2021-1 CERT	PAGAYA AI DEBT SELECTION TRUST 2021-1 0%	0.00%	1,901,904
403	FNR 2013-97 SB	Federal National Mortgage Association 0.7054%	0.00%	72,078
404	n/a	5Y Rtp 4.500000 02-Oct-2024	0.00%	435,000,000
405	n/a	5Y Rtp 4.500000 10-Oct-2024	0.00%	370,000,000
406	n/a	5Y Rtp 4.500000 07-Oct-2024	0.00%	130,000,000
407	n/a	CURRENCY	0.00%	2,140,741,529
408	n/a	5 Year Treasury Note Future Dec 24	0.00%	14,933
409	n/a	2 Year Treasury Note Future Dec 24	0.00%	108
410	n/a	10 Year Treasury Note Future Dec 24	0.00%	24,259
411	n/a	US LONG BOND DEC 24	0.00%	3,485
412	n/a	Ultra US Treasury Bond Future Dec 24	0.00%	107
413	n/a	10Y Rtr 3.050000 07-Oct-2024	-0.00%	235,000,000
414	n/a	CDS: (CMBX.NA.11.BBB-)	-0.20%	10,000,000
415	n/a	CDS: (CMBX.NA.11.BBB-)	-0.20%	10,000,000
416	n/a	CDS: (CMBX.NA.11.BBB-)	-0.20%	10,000,000
417	n/a	CDS: (CMBX.NA.11.BBB-)	-0.40%	20,500,000
418	FNCL 5.5 10.11	Federal National Mortgage Association 5.5%	-0.70%	31,000,000
419	n/a	CDS: (CMBX.NA.11.BBB-)	-0.98%	50,000,000
420	n/a	ICE: (CDX.NA.HY.42.V1)	-1.99%	83,000,000

As of Sep 30, 2024

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Asset Allocation

Asset Class	% Weight
Bond	90.68%
Cash	8.09%
Other	1.21%
Stocks	0.02%

Country Breakdown

Sector	% Weight
United States	93.27%
Other	6.73%