CLMAX Holdings List

As of Mar 31, 2024

No.	Symbol	Name	% Weight	Shares
1	FNCL 4.5 4.11	Federal National Mortgage Association 4.5%	14.51%	745,000,000
2	FNCL 4 4.11	Federal National Mortgage Association 4%	8.76%	462,500,000
3	FNCL 3.5 4.11	Federal National Mortgage Association 3.5%	7.39%	403,420,484
4	FNCL 3 4.11	Federal National Mortgage Association 3%	6.55%	372,000,000
5	FNCL 6 4.11	Federal National Mortgage Association 6%	5.37%	260,000,000
6	FNCL 5 4.11	Federal National Mortgage Association 5%	5.21%	261,000,000
7	G2SF 4.5 4.11	Government National Mortgage Association 4.5%	4.72%	240,000,000
8	n/a	Cash Offset	3.60%	175,842,882
9	n/a	Columbia Short-Term Cash	2.35%	114,026,412
10	FR RA6962	Federal Home Loan Mortgage Corp. 2.5%	1.82%	105,679,116
11	FN FS2515	Fnma Pass-Thru I 4%	0.75%	39,072,241
12	FN FS4874	Fnma Pass-Thru I 5.5%	0.69%	33,775,254
13	n/a	BAYVIEW FINANCING TRUST 4.18663%	0.68%	33,291,350
14	STACR 2021-DNA5 B2	Freddie Mac Stacr Remic Trust 10.82039%	0.63%	28,000,000
15	TMIR 2021-3 M1B	TRIANGLE RE 2021-3 LTD 8.22039%	0.61%	29,500,000
16	FR RA7927	Federal Home Loan Mortgage Corp. 4.5%	0.54%	27,649,675
17	FN CB1401	Fnma Pass-Thru I 3%	0.53%	29,748,571
18	FR SD3912	Federal Home Loan Mortgage Corp. 5.5%	0.50%	24,395,759
19	CAS 2022-R01 1B2	CONNECTICUT AVENUE SECURITIES TRUST 2022-R01 11.32039%	0.50%	23,100,000
20	FR SD3657	Federal Home Loan Mortgage Corp. 5%	0.48%	23,236,174
21	TMIR 2021-1 B1	Triangle Re 2021-1 Limited 9.94389%	0.47%	22,926,000
22	PAID 2023-1 B	Pagaya Ai Debt Trust 2023-1 9.435%	0.43%	20,367,169
23	WFCM 2021-FCMT E	WELLS FARGO COMMERCIAL MORTGAGE TRUST 9.93981%	0.40%	21,600,000
24	PRPM 2021-2 A2	PRPM LLC 3.77%	0.37%	18,656,429
25	FN CB4625	Fnma Pass-Thru I 5%	0.37%	18,388,590
26	STWH 2021-NPB1 A1	STANWICH MORTGAGE LOAN COMPANY LLC 2.735%	0.37%	18,496,313
27	GRADE 2023-FIG4 CE	SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2023-FIG4 0%	0.35%	9,980,270
28	STACR 2020-DNA6 B2	Federal Home Loan Mortgage Corp. 10.97039%	0.35%	15,500,000
29	STACR 2020-HQA5 B2	Federal Home Loan Mortgage Corp. 12.72039%	0.35%	14,200,000
30	CAS 2021-R02 2B2	CONNECTICUT AVENUE SECURITIES TRUST 11.52039%	0.34%	15,900,000
31	COMM 2020-CBM F	COMM MORTGAGE TRUST 3.63269%	0.34%	17,650,000
32	n/a	CDS: (CMBX.NA.10.BBB-)	0.33%	20,000,000
33	CIM 2021-NR2 A1	Cim Trust 2.568%	0.32%	15,925,000
34	PRPM 2021-5 A2	PRPM LLC 3.721%	0.32%	16,300,000
35	STACR 2021-HQA2 B2	Freddie Mac Stacr Remic Trust 10.77039%	0.32%	14,350,000
36	n/a	Federal Home Loan Mortgage Corp. 4.617%	0.32%	15,979,756
37	RCO 2024-1 A2	RCO VIII MORTGAGE LLC 2024-1 9.5748%	0.32%	15,873,000
38	STACR 2020-HQA4 B1	Freddie Mac Stacr Remic Trust 2020-Hqa4 10.68487%	0.31%	13,937,160
39	CAS 2022-R02 2B2	CONNECTICUT AVENUE SECURITIES TRUST 2022-R02 12.97039%	0.31%	14,100,000
40	STACR 2021-DNA1 B2	Freddie Mac Stacr Remic Trust 10.07039%	0.30%	14,000,000
41	LDPT 2021-1 D	LENDINGPOINT 2021-1 ASSET SECURITIZATION TRUST 7.226%	0.30%	14,821,226
42	OCT47 2020-1A ER	Octagon Investment Partners 47 Ltd / Llc 11.82942%	0.30%	15,250,000
43	STACR 2021-DNA7 B2	Freddie Mac Stacr Remic Trust 13.12039%	0.30%	13,228,740
44	STWH 2021-NPB1 A2	STANWICH MORTGAGE LOAN COMPANY LLC 4.375%	0.29%	15,500,000
45	PAID 2023-7 ABC	PAGAYA AI DEBT TRUST 2023-7 7.67541%	0.28%	13,674,075
46	PRET 2022-NPL1 A1	PRET 2022-NPL1 LLC 2.9814%	0.28%	13,977,397
47	PRET 2024-NPL1 A2	Pret 2024-Npl1 9.7979%	0.27%	13,500,000
48	n/a	CDS: (CMBX.NA.10.BBB-)	0.27%	16,500,000
49	STACR 2020-DNA5 B1	Federal Home Loan Mortgage Corp. 10.12935%	0.26%	11,200,000
50	CSMC 2014-USA E	CSMC TRUST 4.3733%	0.26%	24,275,000

As of Mar 31, 2024

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Asset Class	% Weight
Bond	93.62%
Cash	6.35%
Stocks	0.03%

Sector	% Weight
United States	93.27%
Other	6.73%