1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-04-27
6 classes of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000140950 | CLMAX | NOT_LISTED | not exchange-listed | — |
| C000140951 | CLMCX | NOT_LISTED | not exchange-listed | — |
| C000255612 | CLMDX | NOT_LISTED | not exchange-listed | — |
| C000140954 | CLMVX | NOT_LISTED | not exchange-listed | — |
| C000140955 | CLMZX | NOT_LISTED | not exchange-listed | — |
| C000175684 | CMOYX | NOT_LISTED | not exchange-listed | — |
N-PORT Item C.4.a
N-PORT Item C.4.b
as filed
504 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| Oaktown Re Ltd Oaktown Re VI Ltd | — | 67401FAE0 US67401FAE07 | ABS-MBS CORP | 5,867,276.22 PA |
| 0.221% |
| BM |
| MFRA Trust MFA 2020-NQM3 Trust | — | 552757AE6 US552757AE66 | ABS-MBS CORP | 6,250,000 PA | $5.84M | 0.219% | US |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA… | — | 38384CZJ1 US38384CZJ16 | ABS-CBDO USGA | 46,678,210.87 PA | $5.81M | 0.218% | US |
| Pagaya Point of Sale Holdings Grantor Trust Pagaya Point Of Sale Holdings Grantor Trust 2… | — | 69549JAA9 US69549JAA97 | ABS-O CORP | 5,750,000 PA | $5.77M | 0.217% | US |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA… | — | 38383ANE0 US38383ANE00 | ABS-CBDO USGA | 39,270,709.95 PA | $5.77M | 0.217% | US |
| OWS Structured Asset Trust OSAT 2021-RPL1 Trust | — | 67114HAB0 US67114HAB06 | ABS-MBS CORP | 5,651,066.14 PA | $5.76M | 0.216% | US |
| BXP TRUST BXP_21-601L | — | 05607TAL6 US05607TAL61 | ABS-MBS CORP | 7,150,000 PA | $5.75M | 0.216% | US |
| Verus Securitization Trust Verus Securitization Trust 2021-4 | — | 92538HAA8 US92538HAA86 | ABS-MBS CORP | 6,651,407.59 PA | $5.74M | 0.215% | US |
| A&D MTG TR ADMT_24-NQM1 | — | 00039GAE9 US00039GAE98 | ABS-CBDO CORP | 5,600,000 PA | $5.71M | 0.214% | US |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA… | — | 38385LBK3 US38385LBK35 | ABS-CBDO CORP | 55,687,724.44 PA | $5.67M | 0.213% | US |
| Ajax Mortgage Loan Trust Ajax Mortgage Loan Trust 2021-E | — | 009740AE1 US009740AE18 | ABS-MBS CORP | 8,617,660 PA | $5.56M | 0.209% | US |
| TOORAK MORTGAGE TRUST TRK_24-RRTL2 | — | 89055JAF2 US89055JAF21 | ABS-CBDO CORP | 5,550,000 PA | $5.55M | 0.208% | US |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA… | — | 38382VEF2 US38382VEF22 | ABS-CBDO USGA | 38,120,052.62 PA | $5.52M | 0.207% | US |
| FREDDIE MAC FHLMC_5119 | — | 3137H0SU3 US3137H0SU35 | ABS-CBDO USGA | 32,577,862.18 PA | $5.52M | 0.207% | US |
| Onslow Bay Financial LLC OBX 2021-NQM2 Trust | — | 670857AA9 US670857AA93 | ABS-MBS CORP | 6,551,445.45 PA | $5.51M | 0.207% | US |
| GCAT GCAT 2019-NQM3 Trust | — | 36167VAD6 US36167VAD64 | ABS-MBS CORP | 5,650,000 PA | $5.50M | 0.207% | US |
| MELLO MORTGAGE CAPITAL ACCEPTANCE MELLO_24-SD1 | — | 58550DAE3 US58550DAE31 | ABS-CBDO CORP | 5,802,000 PA | $5.44M | 0.204% | US |
| LHOME MORTGAGE TRUST LHOME_25-RTL1 | — | 50205UAC5 US50205UAC53 | ABS-CBDO CORP | 5,368,000 PA | $5.43M | 0.204% | US |
| Toorak Mortgage Corp. TOORAK MORTGAGE TRUST TRK_24-RRTL2 | — | 89055JAD7 US89055JAD72 | ABS-CBDO CORP | 5,375,000 PA | $5.41M | 0.203% | US |
| Upstart Securitization Trust Upstart Securitization Trust 2025-4 | — | 91684AAE9 US91684AAE91 | ABS-O CORP | 5,375,000 PA | $5.40M | 0.203% | US |
| CHNGE MORTGAGE TRUST CHNGE_23-1 | — | 12547QAC1 US12547QAC15 | ABS-CBDO CORP | 5,373,000 PA | $5.39M | 0.202% | US |
| POINT SECURITIZATION TRUST PNT_26-1 | — | 73072JAC2 US73072JAC27 | ABS-CBDO CORP | 6,120,000 PA | $5.37M | 0.202% | US |
| Freddie Mac Freddie Mac REMICS | — | 3137H4ZL7 US3137H4ZL74 | ABS-MBS USGSE | 32,996,495.52 PA | $5.34M | 0.200% | US |
| Ellington Financial Mortgage Trust Ellington Financial Mortgage Trust 2017-1 | — | 26846MAA2 US26846MAA27 | ABS-MBS CORP | 5,270,167.85 PA | $5.29M | 0.199% | US |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_24-R… | — | 64832AAE7 US64832AAE73 | ABS-CBDO CORP | 6,748,000 PA | $5.25M | 0.197% | US |
| PRKCM TRUST PRKCM_22-AFC1 | — | 69377CAE3 US69377CAE30 | ABS-CBDO CORP | 5,398,940.13 PA | $5.23M | 0.196% | US |
| LHOME MORTGAGE TRUST LHOME_24-RTL1 | — | 50205DAB5 US50205DAB55 | ABS-CBDO CORP | 5,200,000 PA | $5.22M | 0.196% | US |
| RCO Mortgage LLC RCO VIII Mortgage LLC 2025-3 | — | 74939GAA3 US74939GAA31 | ABS-O CORP | 5,196,006.85 PA | $5.20M | 0.195% | US |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST VCC_25… | — | 91825JAB6 US91825JAB61 | ABS-CBDO CORP | 5,214,000 PA | $5.19M | 0.195% | US |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA… | — | 38382PZY1 US38382PZY14 | ABS-CBDO USGA | 33,305,655.02 PA | $5.18M | 0.195% | US |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA… | — | 38383YZB1 US38383YZB19 | ABS-CBDO USGA | 50,775,132.88 PA | $5.13M | 0.192% | US |
| Morgan Stanley & Co. LLC IRS Swap | — | — — | DIR OTHER | 200,000,000 OU | $4.98M N/A | 0.190% | US |
| Government National Mortgage Association | — | 38383BDV1 US38383BDV18 | ABS-MBS USGA | 49,361,946.53 PA | $5.03M | 0.189% | US |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA… | — | 38383A6U3 US38383A6U39 | ABS-CBDO USGA | 33,525,349.14 PA | $5.01M | 0.188% | US |
| Deephaven Residential Mortgage Trust Deephaven Residential Mortgage Trust 2020-2 | — | 24380NAG4 US24380NAG43 | ABS-MBS CORP | 4,911,000 PA | $4.98M | 0.187% | US |
| Morgan Stanley & Co. LLC OTC (GENERIC) 1 YEAR | — | 000000000 — | DIR OTHER | 200,000,000 NC | $4.98M | 0.187% | US |
| COLT MORTGAGE LOAN TRUST COLT_21-4 | — | 19688GAE3 US19688GAE35 | ABS-CBDO CORP | 5,969,000 PA | $4.98M | 0.187% | US |
| CHNGE MORTGAGE TRUST CHNGE_23-2 | — | 169926AF9 US169926AF98 | ABS-CBDO CORP | 4,942,000 PA | $4.95M | 0.186% | US |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA… | — | 38384MC21 US38384MC211 | ABS-CBDO USGA | 46,835,209.5 PA | $4.95M | 0.186% | US |
| Imperial Fund LLC Imperial Fund Mortgage Trust 2022-NQM5 | — | 45276QAF1 US45276QAF19 | ABS-MBS CORP | 4,944,000 PA | $4.93M | 0.185% | US |
| Preston Ridge Partners Mortgage Trust PRPM 2025-2 LLC | — | 69382HAB1 US69382HAB15 | ABS-MBS CORP | 4,900,000 PA | $4.90M | 0.184% | US |
| Pagaya AI Debt Selection Trust Pagaya AI Debt Trust 2024-3 | — | 69547XAC6 US69547XAC65 | ABS-O CORP | 4,854,787.82 PA | $4.88M | 0.183% | US |
| ARES CLO Ltd ARES LX CLO LTD | — | 04018JAA8 US04018JAA88 | ABS-CBDO CORP | 5,000,000 PA | $4.87M | 0.183% | KY |
| FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEB… | — | 3137G0WV7 US3137G0WV71 | ABS-CBDO CORP | 5,650,000 PA | $4.87M | 0.183% | US |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST DRMT_25-… | — | 24380WAG4 US24380WAG42 | ABS-CBDO CORP | 4,800,000 PA | $4.85M | 0.182% | US |
| VISTA POINT SECURITIZATION TRUST VSTA_24-CES3 | — | 92841WAE9 US92841WAE93 | ABS-CBDO CORP | 4,700,000 PA | $4.83M | 0.181% | US |
| RADNOR REESSENT RMIR_21-1 | — | 75279YAE1 US75279YAE14 | ABS-CBDO CORP | 4,750,000 PA | $4.78M | 0.179% | US |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA… | — | 38384CAB5 US38384CAB54 | ABS-CBDO USGA | 67,364,934 PA | $4.76M | 0.179% | US |
| RUN_22-NQM1 | — | 74981CAD3 US74981CAD39 | ABS-CBDO CORP | 5,595,000 PA | $4.73M | 0.178% | US |
| HTAP TRUST HTAP_24-2 | — | 40444WAB5 US40444WAB54 | ABS-CBDO CORP | 4,700,000 PA | $4.67M | 0.175% | 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 ($4.72B), not of the fund’s net assets ($2.66B). The two differ by cash, derivatives filed with no market value, and rounding.