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.b
as filed
N-PORT Item C.4.a
504 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| MRQI_26-HI1A | — | 50625BAD7 US50625BAD73 | ABS-MBS CORP | 4,663,000 PA | $4.64M | 0.174% |
| US |
| Citigroup Global Markets, Inc. OTC (GENERIC) 1 YEAR | — | 000000000 — | DIR OTHER | 250,000,000 NC | $4.60M | 0.173% | US |
| COLT Funding LLC COLT MORTGAGE LOAN TRUST COLT_21-3 | — | 19688FAC9 US19688FAC95 | ABS-CBDO CORP | 5,236,889.84 PA | $4.60M | 0.173% | US |
| Preston Ridge Partners Mortgage Trust PRPM 2024-RPL4 LLC | — | 74448MAD8 US74448MAD83 | ABS-MBS CORP | 4,700,000 PA | $4.59M | 0.172% | US |
| Starwood Mortgage Residential Trust STAR_20-3 | — | 85573MAE9 US85573MAE93 | ABS-CBDO CORP | 4,750,000 PA | $4.58M | 0.172% | US |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST GRADE… | — | 79583VAE0 US79583VAE02 | ABS-CBDO CORP | 5,198,000 PA | $4.57M | 0.172% | US |
| PRPM LLC PRPM_22-NQM1 | — | 69378KAE4 US69378KAE47 | ABS-CBDO CORP | 4,608,000 PA | $4.56M | 0.171% | US |
| TVC MORTGAGE TRUST TVC_24-RRTL1 | — | 87306WAD9 US87306WAD92 | ABS-CBDO CORP | 4,560,000 PA | $4.56M | 0.171% | US |
| COLT MORTGAGE LOAN TRUST COLT_23-1 | — | 19688NAF5 US19688NAF50 | ABS-CBDO CORP | 4,546,000 PA | $4.54M | 0.170% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22… | — | 3136BPRP8 US3136BPRP84 | ABS-CBDO USGA | 35,779,069.86 PA | $4.53M | 0.170% | US |
| DailyPay Securitization Trust DailyPay Securitization Trust 2025-1 | — | 233824AA9 US233824AA90 | ABS-O CORP | 4,500,000 PA | $4.53M | 0.170% | US |
| Citigroup Global Markets, Inc. IRS Swap | — | — — | DIR OTHER | 250,000,000 OU | $4.60M N/A | 0.170% | US |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA… | — | 38382X7G4 US38382X7G48 | ABS-CBDO USGA | 28,161,722.7 PA | $4.45M | 0.167% | US |
| NEW YORK MORTGAGE TRUST NYMT_24-CP1 | — | 67118PAB8 US67118PAB85 | ABS-CBDO CORP | 5,295,000 PA | $4.44M | 0.167% | US |
| LHOME MORTGAGE TRUST LHOME_24-RTL5 | — | 50205WAC1 US50205WAC10 | ABS-CBDO CORP | 4,358,000 PA | $4.38M | 0.164% | US |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | — | 38383BXL1 US38383BXL16 | ABS-CBDO USGA | 43,183,237.32 PA | $4.32M | 0.162% | US |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | — | 3137HL3S9 US3137HL3S91 | ABS-CBDO USGA | 53,251,993.52 PA | $4.32M | 0.162% | US |
| PRP ADVISORS LLC PRPM_24-RPL4 | — | 74448MAE6 US74448MAE66 | ABS-CBDO CORP | 4,408,000 PA | $4.29M | 0.161% | US |
| Ally Bank Auto Credit-Linked Notes Ally Bank Auto Credit-Linked Notes Series 202… | — | 02007G5K5 US02007G5K51 | ABS-O CORP | 4,222,075.36 PA | $4.25M | 0.160% | US |
| STARC_20-CS01 | — | 3137G0WN5 US3137G0WN55 | ABS-CBDO CORP | 1,874,883,038.03 PA | $4.23M | 0.159% | US |
| FANNIE MAE FNMA_20-22 | — | 3136B9HD2 US3136B9HD27 | ABS-CBDO USGA | 26,905,557.33 PA | $4.21M | 0.158% | US |
| Government National Mortgage Association | — | 38382WEG8 US38382WEG87 | ABS-MBS USGA | 27,521,943.02 PA | $4.19M | 0.157% | US |
| CHNGE Mortgage Trust 2022-2 CHNGE MORTGAGE TRUST CHNGE_22-2 | — | 12546YAC5 US12546YAC57 | ABS-CBDO CORP | 4,569,000 PA | $4.17M | 0.157% | US |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA… | — | 38384GBQ2 US38384GBQ29 | ABS-CBDO USGA | 59,467,565.01 PA | $4.15M | 0.156% | US |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA… | — | 38382MRS0 US38382MRS07 | ABS-CBDO USGA | 26,539,837.2 PA | $4.15M | 0.156% | US |
| CHNGE Mortgage Trust 2022-1 | — | 17030JAB2 US17030JAB26 | ABS-MBS CORP | 4,650,000 PA | $4.12M | 0.155% | US |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST GRADE… | — | 79583VAF7 US79583VAF76 | ABS-CBDO CORP | 4,958,000 PA | $4.12M | 0.155% | US |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA… | — | 38382KE58 US38382KE587 | ABS-CBDO USGA | 27,781,943.61 PA | $4.11M | 0.154% | US |
| FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEB… | — | 3137G0WG0 US3137G0WG05 | ABS-CBDO CORP | 582,133,907.33 PA | $4.08M | 0.153% | US |
| FIGRE Trust FIGURE LENDING FIGRE_24-HE5 | — | 31684FAE4 US31684FAE43 | ABS-CBDO CORP | 3,950,000 PA | $4.08M | 0.153% | US |
| Lendbuzz Securitization Trust Lendbuzz Securitization Trust 2025-2 | — | 52611JAB6 US52611JAB61 | ABS-O CORP | 3,990,740.47 PA | $4.01M | 0.150% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_20… | — | 3136BAHY3 US3136BAHY33 | ABS-CBDO USGA | 27,590,151.77 PA | $4.00M | 0.150% | US |
| VISTA POINT SECURITIZATION TRUST VSTA_25-CES1 | — | 92842DAE0 US92842DAE04 | ABS-CBDO CORP | 3,929,000 PA | $3.99M | 0.150% | US |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA… | — | 38383AJY1 US38383AJY10 | ABS-CBDO USGA | 27,107,131.4 PA | $3.98M | 0.149% | US |
| Government National Mortgage Association GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA… | — | 38382PZX3 US38382PZX31 | ABS-CBDO USGA | 28,084,581.09 PA | $3.92M | 0.147% | US |
| Onslow Bay Financial LLC OBX 2021-NQM3 Trust | — | 67114JAA8 US67114JAA88 | ABS-MBS CORP | 4,559,341.65 PA | $3.90M | 0.146% | US |
| IMPERIAL FUND MORTGAGE TRUST IMPRL_22-NQM3 | — | 45276KAE7 US45276KAE73 | ABS-CBDO CORP | 4,489,000 PA | $3.89M | 0.146% | US |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_24-R… | — | 64832AAF4 US64832AAF49 | ABS-CBDO CORP | 5,287,000 PA | $3.89M | 0.146% | US |
| COLT MORTGAGE LOAN TRUST COLT_25-5 | — | 19689AAE5 US19689AAE55 | ABS-CBDO CORP | 3,728,000 PA | $3.86M | 0.145% | US |
| Toorak Mortgage Corp. Toorak Mortgage Trust 2025-RRTL1 | — | 89053JAH0 US89053JAH05 | ABS-MBS CORP | 3,800,000 PA | $3.85M | 0.144% | US |
| Government National Mortgage Association GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA… | — | 38384EE68 US38384EE685 | ABS-CBDO USGA | 30,389,513.16 PA | $3.85M | 0.144% | US |
| PRPM LLC PRPM_24-RCF6 | — | 74390FAE9 US74390FAE97 | ABS-CBDO CORP | 4,088,000 PA | $3.85M | 0.144% | US |
| FREDDIE MAC FHLMC_4606 | — | 3137BR5P6 US3137BR5P68 | ABS-CBDO USGA | 34,187,546 PA | $3.84M | 0.144% | US |
| Residential Mortgage Loan Trust Residential Mortgage Loan Trust 2020-1 | — | 76119CAE1 US76119CAE12 | ABS-MBS CORP | 3,938,000 PA | $3.82M | 0.143% | US |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA… | — | 38382MRY7 US38382MRY74 | ABS-CBDO USGA | 17,124,161.9 PA | $3.82M | 0.143% | US |
| BHMS Mortgage Trust BHMS Commercial Mortgage Trust 2025-ATLS | — | 088928AC0 US088928AC00 | ABS-MBS CORP | 3,800,000 PA | $3.81M | 0.143% | US |
| EASY MORTGAGE LOAN TRUST EASY_25-RTL1 | — | 27786FAC3 US27786FAC32 | ABS-CBDO CORP | 3,750,000 PA | $3.77M | 0.141% | US |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-NQM2 | — | 10569EAF8 US10569EAF88 | ABS-CBDO CORP | 4,100,000 PA | $3.73M | 0.140% | US |
| BARCLAYS MORTGAGE LOAN TRUST BARC_21-NPL1 | — | 06744JAB2 US06744JAB26 | ABS-CBDO CORP | 3,719,229.91 PA | $3.72M | 0.140% | US |
| CHNGE MORTGAGE TRUST CHNGE_23-3 | — | 17030AAF2 US17030AAF21 | ABS-CBDO CORP | 3,700,000 PA | $3.72M | 0.139% | 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.