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Fund Holdings1,2 as of Dec 31, 2024

Holding Coupon Rate Maturity Date % of Net Assets
Ginnie Mae 6.00% 01/01/2052 10.34%
Ginnie Mae 5.50% 01/01/2052 8.51%
CHAMPS TRUST 2024-3 10.26% 01/25/2060 3.20%
NOMURA CORPORATE FDG AMERS LLC 01/59 0 7.35% 01/01/2059 3.13%
Government National Mortgage Association 6.00% 04/20/2054 3.11%
Government National Mortgage Association 6.00% 07/20/2053 3.10%
Champs Trust 2024-2 8.79% 11/25/2059 2.99%
Government National Mortgage Association 5.50% 09/20/2054 2.96%
Champs Trust 2024-1 8.79% 07/25/2059 2.82%
Government National Mortgage Association 6.00% 11/20/2053 2.34%
Government National Mortgage Association 6.00% 11/20/2053 2.33%
Ginnie Mae II Pool - CP8519 5.00% 10/20/2052 2.33%
Freddie Mac STACR REMIC Trust 2021-HQA1 9.57% 08/25/2033 2.15%
Freddie Mac REMICS 5.45% 01/25/2055 1.84%
Fannie Mae REMICS 5.43% 01/25/2055 1.84%
NRM FNT1 Excess LLC 7.40% 11/25/2031 1.78%
Ginnie Mae II Pool - DA2560 7.00% 08/20/2054 1.60%
Government National Mortgage Association 6.50% 11/20/2053 1.58%
Government National Mortgage Association 6.00% 11/20/2053 1.57%
Government National Mortgage Association 6.00% 07/20/2053 1.56%
Government National Mortgage Association 6.00% 03/20/2054 1.56%
Ginnie Mae II Pool - DE2910 6.00% 09/20/2054 1.54%
Ginnie Mae II Pool - DA2519 7.00% 03/20/2054 1.50%
Ginnie Mae II Pool - CP7536 5.50% 10/20/2052 1.49%
FARM 2024-1 Mortgage Trust 5.12% 10/01/2053 1.29%
Cascade MH Asset Trust 2022-MH1 4.25% 08/25/2054 1.27%
Freddie Mac STACR REMIC Trust 2023-HQA2 7.92% 06/25/2043 1.21%
Government National Mortgage Association 6.00% 07/20/2053 1.17%
Ginnie Mae II Pool - CU2167 6.50% 07/20/2053 1.13%
FARM 2023-1 Mortgage Trust 3.04% 03/25/2052 1.07%
CHNGE Mortgage Trust 2023-4 8.38% 09/25/2058 1.02%
Government National Mortgage Association 7.50% 06/20/2054 1.01%
Freddie Mac REMICS 6.00% 08/25/2053 1.01%
Government National Mortgage Association 6.00% 07/20/2053 1.00%
Ginnie Mae II Pool - CJ8967 5.00% 08/20/2052 0.98%
CHNGE Mortgage Trust 2022-4 6.00% 10/25/2057 0.96%
Government National Mortgage Association 7.79% 09/20/2053 0.89%
Ginnie Mae II Pool - CV6855 7.00% 07/20/2053 0.87%
Ginnie Mae II Pool - CM7890 5.00% 06/20/2052 0.87%
FARM 21-1 Mortgage Trust 3.24% 07/25/2051 0.85%
Connecticut Avenue Securities Trust 2023-R03 8.47% 04/25/2043 0.83%
Freddie Mac STACR REMIC Trust 2022-HQA2 8.57% 07/25/2042 0.82%
Ginnie Mae II Pool - DD0856 7.50% 06/20/2064 0.81%
Freddie Mac STACR REMIC Trust 2022-HQA1 8.07% 03/25/2042 0.80%
Fannie Mae Pool - BY5943 7.00% 06/01/2053 0.80%
Ginnie Mae II Pool - CW7323 7.00% 01/20/2054 0.79%
Ginnie Mae II Pool - DE2911 6.50% 09/20/2054 0.79%
Government National Mortgage Association 6.00% 07/20/2054 0.79%
Ginnie Mae II Pool - DB6851 6.50% 06/20/2054 0.79%
Ginnie Mae II Pool - CO9065 7.00% 12/20/2052 0.79%
Fannie Mae Pool - BY7812 6.50% 07/01/2053 0.78%
Ginnie Mae II Pool - CT6574 6.50% 08/20/2053 0.78%
Ginnie Mae II Pool - CV0204 6.50% 07/20/2053 0.78%
Government National Mortgage Association 6.00% 12/20/2053 0.78%
Government National Mortgage Association 6.00% 01/20/2054 0.78%
Fannie Mae Pool - BY7669 6.50% 08/01/2053 0.78%
Fannie Mae REMICS 6.00% 04/25/2053 0.78%
PNMAC GMSR ISSUER TRUST 2022-GT1 8.82% 05/25/2027 0.78%
Ginnie Mae II Pool - CP8518 5.00% 10/20/2052 0.78%
Ginnie Mae II Pool - DB6850 6.00% 06/20/2054 0.77%
Ginnie Mae II Pool - CV6190 6.00% 06/20/2053 0.77%
Ginnie Mae II Pool - CV0203 6.00% 07/20/2053 0.77%
Deephaven Residential Mortgage Trust 2020-2 5.86% 05/25/2065 0.77%
CHNGE Mortgage Trust 2022-NQM1 5.82% 06/25/2067 0.77%
Ginnie Mae II Pool - CS4357 6.00% 07/20/2053 0.77%
Government National Mortgage Association 6.00% 07/20/2053 0.77%
Ginnie Mae II Pool - CV8719 6.00% 07/20/2053 0.77%
Ginnie Mae II Pool - CV9678 6.00% 07/20/2053 0.77%
Ginnie Mae II Pool - CT7477 6.00% 07/20/2053 0.77%
Ginnie Mae II Pool - CT7039 6.00% 07/20/2053 0.77%
Fannie Mae Pool - DC4143 5.50% 09/01/2054 0.76%
Ginnie Mae II Pool - CP8521 6.00% 10/20/2052 0.76%
Ginnie Mae II Pool - CV1256 6.00% 07/20/2053 0.75%
Ginnie Mae II Pool - CU2165 6.00% 07/20/2053 0.75%
Ginnie Mae II Pool - CO8542 5.50% 10/20/2052 0.75%
Ginnie Mae I Pool - CN3313 5.50% 09/15/2052 0.75%
Ginnie Mae II Pool - CP8520 5.50% 10/20/2052 0.74%
Ginnie Mae II Pool - CQ6246 6.00% 12/20/2052 0.73%
Ginnie Mae II Pool - CN0468 5.00% 07/20/2052 0.72%
Ginnie Mae II Pool - CW7322 6.50% 01/20/2054 0.72%
Ginnie Mae II Pool - CV0454 6.50% 08/20/2053 0.72%
Government National Mortgage Association 5.67% 05/20/2053 0.69%
Ginnie Mae II Pool - CO2843 5.00% 07/20/2052 0.69%
Ginnie Mae II Pool - CO9079 6.00% 03/20/2053 0.66%
Government National Mortgage Association 7.64% 10/20/2053 0.64%
Ginnie Mae II Pool - CM9961 4.00% 05/20/2052 0.62%
Ginnie Mae II Pool - CN3126 5.00% 08/20/2052 0.62%
Ginnie Mae II Pool - CJ8958 5.00% 07/20/2052 0.61%
Fannie Mae Pool - BY4739 6.00% 07/01/2053 0.61%
GCAT 2023-NQM2 Trust 6.24% 11/25/2067 0.58%
Ginnie Mae II Pool - CT7478 6.50% 07/20/2053 0.56%
Bellemeade Re 2022-2 Ltd 8.56% 09/27/2032 0.51%
Ginnie Mae II Pool - CO9070 7.00% 01/20/2053 0.51%
Ginnie Mae II Pool - CR1882 6.50% 02/20/2063 0.48%
GCAT 2022-NQM4 Trust 5.75% 08/25/2067 0.47%
Government National Mortgage Association 9.58% 10/20/2053 0.46%
Ginnie Mae II Pool - CS1400 6.00% 02/20/2053 0.44%
Freddie Mac STACR Trust 2019-HQA3 12.18% 09/25/2049 0.44%
FARM 2022-1 Mortgage Trust 2.95% 01/25/2052 0.41%
Ginnie Mae II Pool - DE2912 7.00% 09/20/2054 0.40%
Government National Mortgage Association 5.39% 07/20/2053 0.40%
Ginnie Mae II Pool - CW7313 7.00% 12/20/2053 0.40%
Ginnie Mae II Pool - CT7491 6.50% 08/20/2053 0.39%
Ginnie Mae II Pool - CT7492 6.50% 08/20/2053 0.39%
Government National Mortgage Association 6.00% 07/20/2053 0.39%
Ginnie Mae II Pool - CR2490 6.50% 01/20/2053 0.39%
Ginnie Mae II Pool - CW7312 6.50% 12/20/2053 0.39%
Ginnie Mae II Pool - CS9109 6.50% 02/20/2053 0.39%
Ginnie Mae II Pool - CV5688 6.50% 11/20/2053 0.39%
Ginnie Mae II Pool - CV1258 6.00% 07/20/2053 0.39%
Angel Oak Mortgage Trust I LLC 2019-1 5.40% 11/25/2048 0.38%
Ginnie Mae II Pool - CT7489 6.00% 08/20/2053 0.38%
Fannie Mae Pool - BX5847 6.00% 01/01/2053 0.38%
CHNGE Mortgage Trust 2023-1 7.07% 03/25/2058 0.38%
Ginnie Mae II Pool - CR0069 6.00% 01/20/2053 0.38%
Ginnie Mae II Pool - CP8516 5.50% 10/20/2052 0.37%
Ginnie Mae II Pool - CM7891 5.50% 06/20/2052 0.37%
Government National Mortgage Association 6.09% 11/20/2052 0.36%
Ginnie Mae II Pool - CR0808 6.50% 11/20/2062 0.36%
Ginnie Mae II Pool - CA4202 5.00% 07/20/2052 0.36%
Ginnie Mae II Pool - CO4957 5.00% 08/20/2052 0.36%
Ginnie Mae II Pool - CS3066 6.50% 01/20/2053 0.36%
Ginnie Mae II Pool - CP1454 5.00% 07/20/2052 0.36%
Freddie Mac Pool - QF8956 6.50% 03/01/2053 0.36%
Ginnie Mae II Pool - CF0669 4.50% 06/20/2052 0.35%
Ginnie Mae II Pool - CS3065 7.00% 01/20/2053 0.34%
Ginnie Mae II Pool - CR2491 7.00% 01/20/2053 0.34%
Ginnie Mae II Pool - CP5190 5.50% 11/20/2052 0.34%
Ginnie Mae II Pool - CF0670 5.00% 06/20/2052 0.34%
Ginnie Mae II Pool - CQ6449 5.50% 01/20/2053 0.34%
Ginnie Mae II Pool - CT7488 6.00% 08/20/2053 0.33%
Ginnie Mae II Pool - CM9967 4.00% 05/20/2052 0.32%
Connecticut Avenue Securities Trust 2019-R06 8.43% 09/25/2039 0.32%
Ginnie Mae II Pool - CO9631 5.00% 07/20/2052 0.31%
Government National Mortgage Association 6.50% 04/20/2064 0.31%
Government National Mortgage Association 5.85% 10/20/2052 0.30%
Ginnie Mae II Pool - CQ6219 5.50% 12/20/2052 0.30%
Ginnie Mae II Pool - CO9069 6.50% 01/20/2053 0.30%
Ginnie Mae II Pool - CR0036 5.50% 10/20/2052 0.30%
Ginnie Mae II Pool - CP3961 5.00% 10/20/2052 0.29%
Ginnie Mae II Pool - CR1559 6.50% 02/20/2063 0.29%
Ginnie Mae II Pool - CR1536 6.50% 02/20/2063 0.29%
Ginnie Mae II Pool - CK9963 5.00% 07/20/2052 0.27%
Government National Mortgage Association 5.27% 11/20/2052 0.26%
Ginnie Mae II Pool - CM9964 4.00% 05/20/2052 0.22%
Ginnie Mae II Pool - CP6243 5.50% 08/20/2062 0.22%
Ginnie Mae II Pool - CQ4668 7.00% 12/20/2062 0.21%
Ginnie Mae II Pool - CR1535 6.50% 02/20/2063 0.21%
Radnor RE 2022-1 Ltd 8.32% 09/25/2032 0.19%
Ginnie Mae II Pool - CJ8199 4.50% 02/20/2052 0.19%
New Residential Mortgage Loan Trust 2021-NQM2R 2.20% 10/25/2058 0.18%
Government National Mortgage Association 1.45% 06/20/2053 0.16%
Ginnie Mae II Pool - CS9111 7.00% 02/20/2053 0.16%
Ginnie Mae II Pool - CU2157 7.00% 05/20/2053 0.16%
Ginnie Mae II Pool - CS6946 7.00% 12/20/2062 0.16%
Ginnie Mae II Pool - CS3583 6.50% 12/20/2062 0.15%
Ginnie Mae II Pool - CT2334 6.50% 01/20/2063 0.15%
Government National Mortgage Association 3.00% 09/20/2051 0.15%
Ginnie Mae II Pool - CJ8298 5.00% 06/20/2052 0.14%
Ginnie Mae II Pool - CN9634 5.00% 07/20/2052 0.14%
Ginnie Mae II Pool - CN9635 5.00% 07/20/2052 0.14%
Fannie Mae Pool - BX2993 5.50% 11/01/2052 0.13%
BRAVO Residential Funding Trust 2021-NQM3 1.96% 04/25/2060 0.13%
GCAT 2022-NQM4 Trust 5.73% 08/25/2067 0.12%
Ginnie Mae II Pool - CN2499 5.00% 07/20/2052 0.12%
CHNGE Mortgage Trust 2022-NQM1 5.82% 06/25/2067 0.11%
Ginnie Mae II Pool - CT2335 7.00% 12/20/2062 0.10%
Ginnie Mae II Pool - CR8976 5.50% 09/20/2062 0.09%
BRAVO Residential Funding Trust 2021-NQM1 1.33% 02/25/2049 0.08%
Angel Oak Mortgage Trust 2021-5 1.21% 07/25/2066 0.07%
Ginnie Mae II Pool - CS1952 6.50% 01/20/2063 0.07%
Ginnie Mae II Pool - CR8978 6.50% 11/20/2062 0.07%
Fannie Mae Pool - BV7366 4.50% 08/01/2052 0.07%
Ginnie Mae II Pool - CQ3139 5.50% 08/20/2062 0.07%
Government National Mortgage Association 0.55% 02/20/2053 0.06%
Government National Mortgage Association 1.70% 02/20/2053 0.06%
Government National Mortgage Association 1.70% 02/20/2053 0.06%
Government National Mortgage Association 1.70% 02/20/2053 0.06%
Government National Mortgage Association 1.70% 03/20/2053 0.06%
Government National Mortgage Association 0.80% 01/20/2053 0.05%
Government National Mortgage Association 1.65% 03/20/2053 0.03%
Government National Mortgage Association 1.70% 03/20/2053 0.02%
Government National Mortgage Association 0.00% 07/20/2052 0.01%
SG Residential Mortgage Trust 2019-3 2.70% 09/25/2059 0.00%
RRP GNMA2 30YR US3618BKMN67 4.75% 12/26/2025 -0.73%
RRP GNMA2 30YR REPO US3618BWMD24 4.75% 12/26/2025 -0.73%
RRP GNMA2 30YR REPO US3618AWZW76 4.73% 12/26/2025 -0.75%
RRP GNMA2 30YR REPO US3618BVGL31 4.78% 12/26/2025 -0.75%
RRP GNMA2 30YR REPO US3618BVGM14 4.78% 12/26/2025 -0.75%
RRP GNMA2 30YR REPO US3617FMCA93 4.78% 12/26/2025 -0.76%
RRP GNMA2 30YR REPO US3617YTXT97 4.73% 12/26/2025 -0.85%
RRP GNMA2 30YR CASH/RRP REPO US3618F3TL76 4.75% 12/26/2025 -0.86%
RRP GNMA2 30 YR REPO US3617XR6C18 4.73% 12/26/2025 -0.96%
RRP GNMA2 30YR CASH/RRP REPO US3618BKMQ98 4.73% 12/26/2025 -1.10%
RRP GNR 23 96 REPO US38384B2C49 4.83% 12/26/2025 -1.14%
RRP GNMA2 30YR REPO US3618J8GT96 4.78% 12/26/2025 -1.51%
RRP GNMA2 30YR REPO US3618GRZZ58 4.78% 12/26/2025 -1.57%
RRP GNR 24 148 REPO US38384WJ710 4.83% 12/26/2025 -2.22%
RRP GNR 23 173 REPO US38384GBJ85 4.73% 12/18/2025 -2.23%
RRP GNMA 23 164 REPO US38384D3W57 4.73% 12/18/2025 -2.24%
RRP GNMA2 30YR REPO US3617FYPC50 4.73% 12/26/2025 -2.27%
RRP GNR 24 59 REPO US38384MG683 4.73% 12/18/2025 -3.00%
RRP GNR CASH/RRP REPO US38384B4A64 4.73% 12/18/2025 -3.00%
Ginnie Mae 6.50% 01/01/2054 -4.34%
US DOLLARS -30.33%

1. The following list reflects unaudited securities holdings (excluding derivatives positions). Holdings information may differ if presented as of trade date. Due to rounding, holdings of less than 0.005% may show as 0.00%. Portfolio information subject to change due to active management.
2. Percent of total net assets.