1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-04-27
7 classes of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000253713 | CBABX | NOT_LISTED | not exchange-listed | — |
| C000032842 | CBALX | NOT_LISTED | not exchange-listed | — |
| C000122660 | CBDYX | NOT_LISTED | not exchange-listed | — |
| C000032838 | CBLAX | NOT_LISTED | not exchange-listed | — |
| C000032840 | CBLCX | NOT_LISTED | not exchange-listed | — |
| C000094665 | CBLRX | NOT_LISTED | not exchange-listed | — |
| C000094667 | CLREX | NOT_LISTED | not exchange-listed | — |
N-PORT Item C.4.a
as filed
N-PORT Item C.4.b
Positions resolved to the master through ISIN, then rolled up through the taxonomy. 57.4% of reported value reaches a classification.
Percentages are of the reported value of positions above ($10.31B), not of the fund’s net assets ($10.09B). The two differ by cash, derivatives filed with no market value, and rounding.
998 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| MORGAN STANLEY Morgan Stanley | — | 61747YEF8 US61747YEF88 | DBT CORP | 10,500,000 PA | $9.29M | 0.092% | US |
| Home Owner Mortgage Enhanced Securuties Limit… HOMES 2025-NQM4 Trust | — | 403958AA9 US403958AA97 | ABS-MBS CORP | 9,187,373.18 PA | $9.26M | 0.092% | US |
| Progress Residential Trust Progress Residential 2024-SFR1 Trust | — | 74331QAA5 US74331QAA58 | ABS-O CORP | 9,458,041.17 PA | $9.22M | 0.091% | US |
| GOLDENTREE LOAN MANAGEMENT US CLO LTD GLM_21-… | — | 38138TAN1 US38138TAN19 | ABS-MBS CORP | 9,175,000 PA | $9.19M | 0.091% | KY |
| VISTA POINT SECURITIZATION TRUST VSTA_25-CES2 | — | 92842UAC6 US92842UAC62 | ABS-CBDO CORP | 8,950,000 PA | $9.12M | 0.090% | US |
| Madison Park Funding Ltd Madison Park Funding XLII Ltd | — | 55822RAB6 US55822RAB69 | ABS-CBDO CORP | 9,072,884.88 PA | $9.07M | 0.090% | KY |
| KRAFT HEINZ FOODS CO Kraft Heinz Foods Co | — | 50077LAD8 US50077LAD82 | DBT CORP | 9,060,000 PA | $9.03M | 0.089% | US |
| MFRA Trust MFA 2025-NQM3 Trust | — | 58004LAA5 US58004LAA52 | ABS-MBS CORP | 8,841,263.29 PA | $8.91M | 0.088% | US |
| Home Owner Mortgage Enhanced Securuties Limit… HOMES 2025-AFC2 Trust | — | 43761YAA2 US43761YAA29 | ABS-MBS CORP | 8,754,608.37 PA | $8.86M | 0.088% | US |
| MARS INC Mars Inc | — | 571676AT2 US571676AT26 | DBT CORP | 8,725,000 PA | $8.84M | 0.088% | US |
| COLT Funding LLC COLT 2022-1 Mortgage Loan Trust | — | 19688HAA9 US19688HAA95 | ABS-MBS CORP | 9,361,902.78 PA | $8.73M | 0.086% | US |
| MORGAN STANLEY Morgan Stanley | — | 61748UAS1 US61748UAS15 | DBT CORP | 8,682,000 PA | $8.73M | 0.086% | US |
| Government National Mortgage Association | — | 38384JJ96 US38384JJ964 | ABS-MBS USGA | 45,906,930.87 PA | $8.64M | 0.086% | US |
| HEINEKEN NV Heineken NV | — | 423012AF0 US423012AF03 | DBT CORP | 8,690,000 PA | $8.63M | 0.086% | NL |
| RTX CORP RTX Corp | — | 75513ECN9 US75513ECN94 | DBT CORP | 9,518,000 PA | $8.58M | 0.085% | US |
| ROYAL BANK OF CANADA Royal Bank of Canada | — | 78017DAK4 US78017DAK46 | DBT CORP | 8,400,000 PA | $8.50M | 0.084% | CA |
| Bain Capital Credit CLO, Limited Bain Capital Credit CLO 2019-1 | — | 05683VBJ2 US05683VBJ26 | ABS-CBDO CORP | 8,500,000 PA | $8.49M | 0.084% | KY |
| Ajax Mortgage Loan Trust Ajax Mortgage Loan Trust 2021-A | — | 00971AAA0 US00971AAA07 | ABS-MBS CORP | 9,206,552.62 PA | $8.49M | 0.084% | US |
| STRUCTURED AGENCY CREDIT RISK STACR_20-CS01 | — | 3137G0WL9 US3137G0WL99 | ABS-CBDO CORP | 8,622,732.29 PA | $8.35M | 0.083% | US |
| Morgan Stanley Residential Mortgage Loan Trust Morgan Stanley Residential Mortgage Loan Trus… | — | 61778XAA7 US61778XAA72 | ABS-MBS CORP | 8,104,394.14 PA | $8.21M | 0.081% | US |
| Verus Securitization Trust Verus Securitization Trust 2024-1 | — | 92540EAA1 US92540EAA10 | ABS-MBS CORP | 8,099,806.69 PA | $8.14M | 0.081% | US |
| SBNA Auto Lease Trust SBNA Auto Lease Trust 2024-A | — | 78414SAG9 US78414SAG93 | ABS-O CORP | 8,100,000 PA | $8.12M | 0.080% | US |
| GCAT GCAT 2021-CM2 Trust | — | 36167AAA8 US36167AAA88 | ABS-MBS CORP | 8,421,962.69 PA | $8.07M | 0.080% | US |
| Pagaya AI Debt Selection Trust | — | 69545AAB0 US69545AAB08 | ABS-O CORP | 7,807,860.07 PA | $7.85M | 0.078% | US |
| Pagaya Point of Sale Holdings Grantor Trust Pagaya Point Of Sale Holdings Grantor Trust 2… | — | 69549JAA9 US69549JAA97 | ABS-O CORP | 7,740,000 PA | $7.77M | 0.077% | US |
| Exeter Automobile Receivables Trust Exeter Automobile Receivables Trust 2021-3 | — | 30166AAF1 US30166AAF12 | ABS-O CORP | 7,657,816.29 PA | $7.63M | 0.076% | US |
| FIGRE Trust FIGRE Trust 2025-PF2 | — | 316918AA9 US316918AA90 | ABS-O CORP | 7,531,960.68 PA | $7.61M | 0.075% | US |
| ABBVIE INC AbbVie Inc | — | 00287YBX6 US00287YBX67 | DBT CORP | 7,780,000 PA | $7.60M | 0.075% | US |
| ENBRIDGE INC Enbridge Inc | — | 29250NCA1 US29250NCA19 | DBT CORP | 7,412,000 PA | $7.51M | 0.074% | CA |
| Freddie Mac Freddie Mac REMICS | — | 3137HKPN8 US3137HKPN86 | ABS-MBS USGSE | 7,330,342.2 PA | $7.46M | 0.074% | US |
| PRKCM Trust PRKCM 2021-AFC2 Trust | — | 69361JAD8 US69361JAD81 | ABS-MBS CORP | 9,528,000 PA | $7.37M | 0.073% | US |
| Fannie Mae - CAS Fannie Mae Connecticut Avenue Securities | — | 20753YCK6 US20753YCK64 | ABS-MBS USGSE | 7,200,000 PA | $7.35M | 0.073% | US |
| OHIO EDISON CO Ohio Edison Co | — | 677347CH7 US677347CH71 | DBT CORP | 7,000,000 PA | $7.35M | 0.073% | US |
| BRAVO Residential Funding Trust BRAVO Residential Funding Trust 2024-NQM3 | — | 10569LAA3 US10569LAA35 | ABS-MBS CORP | 7,265,165.32 PA | $7.34M | 0.073% | US |
| CAMPBELLS COMPANY/THE Campbell's Company/The | — | 134429BQ1 US134429BQ17 | DBT CORP | 7,530,000 PA | $7.31M | 0.072% | US |
| Ellington Financial Mortgage Trust Ellington Financial Mortgage Trust 2017-1 | — | 26846MAA2 US26846MAA27 | ABS-MBS CORP | 7,270,000 PA | $7.30M | 0.072% | US |
| MMP Capital MMP Capital 2025-A LLC | — | 55317QAA2 US55317QAA22 | ABS-O CORP | 7,186,614.01 PA | $7.24M | 0.072% | US |
| GoodLeap Home Improvement Solutions Trust GoodLeap Home Improvement Solutions Trust 202… | — | 381935AA3 US381935AA36 | ABS-O CORP | 7,068,234.74 PA | $7.21M | 0.071% | US |
| BX Trust BX Trust 2023-LIFE | — | 05609DAA3 US05609DAA37 | ABS-MBS CORP | 7,225,000 PA | $7.19M | 0.071% | US |
| JPMORGAN CHASE & CO JPMorgan Chase & Co | — | 46647PFG6 US46647PFG63 | DBT CORP | 7,134,000 PA | $7.17M | 0.071% | US |
| Freddie Mac - STACR Freddie Mac STACR REMIC Trust 2022-DNA3 | — | 35564KUX5 US35564KUX52 | ABS-MBS USGSE | 7,000,000 PA | $7.16M | 0.071% | US |
| FIGRE Trust FIGRE Trust 2025-FL1 | — | 31684QAA8 US31684QAA85 | ABS-O CORP | 7,037,302.35 PA | $7.09M | 0.070% | US |
| PRESTIGE AUTO RECEIVABLES TRUST PART_24-1 | — | 74113QAG6 US74113QAG64 | ABS-MBS CORP | 7,050,000 PA | $7.08M | 0.070% | US |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA… | — | 38384YAN1 US38384YAN13 | ABS-CBDO USGA | 94,219,010.39 PA | $7.06M | 0.070% | US |
| JOHN DEERE CAPITAL CORP John Deere Capital Corp | — | 24422EXB0 US24422EXB00 | DBT CORP | 6,850,000 PA | $7.04M | 0.070% | US |
| GS Mortgage Securities Trust GS Mortgage Securities Corp Trust 2023-SHIP | — | 36270GAA9 US36270GAA94 | ABS-MBS CORP | 6,825,000 PA | $6.81M | 0.068% | US |
| CITIGROUP INC Citigroup Inc | — | 172967QF1 US172967QF11 | DBT CORP | 6,717,000 PA | $6.77M | 0.067% | US |
| Mill City Mortgage Trust Mill City Mortgage Loan Trust 2021-NMR1 | — | 59982HAG5 US59982HAG56 | ABS-MBS CORP | 7,225,000 PA | $6.77M | 0.067% | US |
| One New York Plaza Trust 2020-1NYP | — | 68249DAG4 US68249DAG43 | ABS-MBS CORP | 6,950,000 PA | $6.69M | 0.066% | US |
| MET TOWER GLOBAL FUNDING Met Tower Global Funding | — | 58989V2H6 US58989V2H68 | DBT CORP | 6,379,000 PA | $6.61M | 0.065% | US |