1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-04-27
5 classes of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000097356 | AUGAX | NOT_LISTED | not exchange-listed | — |
| C000097358 | AUGCX | NOT_LISTED | not exchange-listed | — |
| C000121134 | CGVRX | NOT_LISTED | not exchange-listed | — |
| C000149222 | CUGYX | NOT_LISTED | not exchange-listed | — |
| C000097361 | CUGZX | NOT_LISTED | not exchange-listed | — |
as filed
N-PORT Item C.4.b
N-PORT Item C.4.a
341 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| CSMC TRUST CSMC_22-NQM1 | — | 126416AC0 US126416AC07 | ABS-CBDO CORP | 4,290,445.41 PA |
| 0.321% |
| US |
| SG Capital Partners SG Residential Mortgage Trust 2019-3 | — | 78432BAD1 US78432BAD10 | ABS-MBS CORP | 3,806,636.44 PA | $3.76M | 0.315% | US |
| New Residential Mortgage Loan Trust New Residential Mortgage Loan Trust 2022-NQM2 | — | 64831MAB8 US64831MAB81 | ABS-MBS CORP | 4,420,000 PA | $3.74M | 0.314% | US |
| Morgan Stanley & Co. LLC OTC (GENERIC) 1 YEAR | — | 000000000 — | DIR OTHER | 150,000,000 NC | $3.74M | 0.313% | US |
| BHMS Mortgage Trust BHMS Commercial Mortgage Trust 2025-ATLS | — | 088928AA4 US088928AA44 | ABS-MBS CORP | 3,700,000 PA | $3.72M | 0.312% | US |
| Morgan Stanley & Co. LLC IRS Swap | — | — — | DIR OTHER | 150,000,000 OU | $3.74M N/A | 0.310% | US |
| SFO Commerical Mortgage Trust SFO Commercial Mortgage Trust 2021-555 | — | 78432WAA1 US78432WAA18 | ABS-MBS CORP | 3,700,000 PA | $3.69M | 0.309% | US |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA… | — | 38383LAZ3 US38383LAZ31 | ABS-CBDO USGA | 25,786,977.8 PA | $3.55M | 0.298% | US |
| Preston Ridge Partners Mortgage Trust PRPM 2024-RCF1 LLC | — | 693581AB6 US693581AB63 | ABS-MBS CORP | 3,600,000 PA | $3.54M | 0.297% | US |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_… | — | 3137FYZH2 US3137FYZH21 | ABS-CBDO USGA | 4,081,515.46 PA | $3.50M | 0.293% | US |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA… | — | 38384CZJ1 US38384CZJ16 | ABS-CBDO USGA | 27,858,171.52 PA | $3.47M | 0.291% | US |
| FREDDIE MAC GOLD | — | 3128M95V0 US3128M95V06 | ABS-MBS USGA | 3,563,436.09 PA | $3.45M | 0.289% | US |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_… | — | 3137H06M5 US3137H06M50 | ABS-CBDO USGA | 17,586,261.53 PA | $3.43M | 0.287% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | — | 31417CNA9 US31417CNA98 | ABS-MBS USGA | 3,523,199.2 PA | $3.43M | 0.287% | US |
| Fannie Mae Fannie Mae REMICS | — | 3136AXV44 US3136AXV440 | ABS-MBS USGSE | 3,566,061.4 PA | $3.40M | 0.285% | US |
| PRKCM TRUST PRKCM_22-AFC1 | — | 69377CAE3 US69377CAE30 | ABS-CBDO CORP | 3,417,050.67 PA | $3.31M | 0.278% | US |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA… | — | 38382WZT7 US38382WZT79 | ABS-CBDO USGA | 17,730,173.15 PA | $3.31M | 0.277% | US |
| Legacy Mortgage Asset Trust Legacy Mortgage Asset Trust 2021-GS1 | — | 52474JAA4 US52474JAA43 | ABS-MBS CORP | 3,255,019.05 PA | $3.27M | 0.274% | US |
| Freddie Mac Freddie Mac REMICS | — | 3137HAQZ2 US3137HAQZ26 | ABS-MBS USGSE | 26,837,276.03 PA | $3.12M | 0.262% | US |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA… | — | 38382MRY7 US38382MRY74 | ABS-CBDO USGA | 13,955,195.39 PA | $3.11M | 0.261% | US |
| UNLOCK HEA TRUST Unlock Hea Trust 2023-1 | — | 91528JAA8 US91528JAA88 | ABS-MBS CORP | 3,106,940.19 PA | $3.11M | 0.261% | US |
| FREDDIE MAC GOLD | — | 3132L6SJ1 US3132L6SJ11 | ABS-MBS USGA | 3,219,363.94 PA | $3.11M | 0.261% | US |
| Freddie Mac Freddie Mac REMICS | — | 3137HPAM5 US3137HPAM55 | ABS-MBS USGSE | 35,332,802.29 PA | $3.10M | 0.260% | US |
| VISTA POINT SECURITIZATION TRUST VSTA_25-CES2 | — | 92842UAB8 US92842UAB89 | ABS-CBDO CORP | 3,050,000 PA | $3.10M | 0.259% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | — | 3140FG6D6 US3140FG6D69 | ABS-MBS USGA | 3,210,049.71 PA | $3.09M | 0.259% | US |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_… | — | 3137FTHL4 US3137FTHL40 | ABS-CBDO USGA | 19,448,780.24 PA | $3.05M | 0.255% | US |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA… | — | 38384B4K4 US38384B4K47 | ABS-CBDO USGA | 23,951,485.63 PA | $3.04M | 0.255% | US |
| Preston Ridge Partners Mortgage Trust PRPM 2025-2 LLC | — | 69382HAB1 US69382HAB15 | ABS-MBS CORP | 3,000,000 PA | $3.00M | 0.251% | US |
| FREDDIE MAC GOLD | — | 3132WHN76 US3132WHN765 | ABS-MBS USGA | 3,026,532.67 PA | $2.92M | 0.245% | US |
| Fannie Mae FEDERAL NATIONAL MORTGAGE ASSOCIATION | — | 3140FEDF8 US3140FEDF85 | ABS-MBS USGA | 3,020,410.78 PA | $2.90M | 0.243% | US |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA… | — | 38382MVH9 US38382MVH95 | ABS-CBDO USGA | 16,667,300.5 PA | $2.89M | 0.242% | US |
| Pagaya AI Debt Selection Trust Pagaya AI Debt Trust 2024-3 | — | 69547XAC6 US69547XAC65 | ABS-O CORP | 2,831,959.58 PA | $2.85M | 0.239% | US |
| Government National Mortgage Association | — | 38383YEB4 US38383YEB48 | ABS-MBS USGA | 26,023,107.84 PA | $2.82M | 0.236% | US |
| Preston Ridge Partners Mortgage Trust PRPM 2025-NQM4 Trust | — | 69392VAA0 US69392VAA08 | ABS-MBS CORP | 2,793,395.95 PA | $2.81M | 0.236% | US |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA… | — | 38382UN72 US38382UN728 | ABS-CBDO USGA | 16,507,223.84 PA | $2.81M | 0.235% | US |
| FNMA_20-55 | — | 3136BBRM6 US3136BBRM67 | ABS-CBDO USGA | 16,674,172.32 PA | $2.79M | 0.234% | US |
| Preston Ridge Partners Mortgage Trust PRPM 2025-RCF3 LLC | — | 69392PAB1 US69392PAB13 | ABS-MBS CORP | 2,750,000 PA | $2.76M | 0.231% | US |
| FIGRE Trust FIGRE Trust 2025-PF2 | — | 316918AA9 US316918AA90 | ABS-O CORP | 2,722,763.8 PA | $2.75M | 0.231% | US |
| Arroyo Mortgage Trust ARROYO MORTGAGE TRUST ARRW_19-3 | — | 04285AAD7 US04285AAD72 | ABS-CBDO CORP | 2,900,000 PA | $2.73M | 0.229% | US |
| MELLO MORTGAGE CAPITAL ACCEPTANCE MELLO_24-SD1 | — | 58550DAD5 US58550DAD57 | ABS-CBDO CORP | 2,789,000 PA | $2.69M | 0.225% | US |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA… | — | 38382XTC9 US38382XTC91 | ABS-CBDO USGA | 19,493,537.19 PA | $2.68M | 0.225% | US |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA… | — | 38382RT81 US38382RT812 | ABS-CBDO USGA | 15,663,674.22 PA | $2.66M | 0.223% | US |
| FREDDIE MAC GOLD | — | 3132QT6F8 US3132QT6F80 | ABS-MBS USGA | 2,671,995.74 PA | $2.63M | 0.221% | US |
| Credit Suisse Mortgage Trust CSMC_14-USA | — | 12649AAS8 US12649AAS87 | ABS-MBS CORP | 4,050,000 PA | $2.59M | 0.217% | US |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA… | — | 38383A6G4 US38383A6G45 | ABS-CBDO USGA | 16,683,657.75 PA | $2.56M | 0.215% | US |
| Government National Mortgage Association GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA… | — | 38384EE68 US38384EE685 | ABS-CBDO USGA | 20,182,599.15 PA | $2.56M | 0.214% | US |
| PAGAYA AI DEBT TRUST PAID_25-5 | — | 69548WAE3 US69548WAE30 | ABS-MBS CORP | 2,499,903.4 PA | $2.51M | 0.210% | US |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA… | — | 38382MJ91 US38382MJ913 | ABS-CBDO USGA | 16,725,632.95 PA | $2.46M | 0.206% | US |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA… | — | 38384PRM4 US38384PRM40 | ABS-CBDO USGA | 17,582,441.54 PA | $2.42M | 0.203% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21… | — | 3136BFNK5 US3136BFNK51 | ABS-CBDO USGA | 12,514,825.41 PA | $2.42M | 0.203% | US |
Positions resolved to the master through ISIN, then rolled up through the taxonomy. 0.0% of reported value reaches a classification.
Percentages are of the reported value of positions above ($1.55B), not of the fund’s net assets ($1.19B). The two differ by cash, derivatives filed with no market value, and rounding.