CMMIX Holdings List

As of Mar 31, 2025

No.	Symbol	Name	% Weight	Shares
1	FNCL.5 4.11	UMBS, TBA - Uniform Mortgage-Backed Security, TBA	9.63%	7,800,000
2	n/a	Government National Mortgage Association - Ginnie Mae	7.07%	5,600,000
3	n/a	Government National Mortgage Association - Ginnie Mae	6.77%	5,300,000
4	n/a	Government National Mortgage Association - Ginnie Mae	3.61%	2,800,000
5	n/a	NOMURA CORPORATE FDG AMERS LLC	3.17%	2,508,000
6	STACR.2021-HQA1 B2	Freddie Mac - STACR - Freddie Mac STACR REMIC Trust 2021-HQA1	3.16%	2,250,000
7	GNR.2023-100 AY	Government National Mortgage Association	2.61%	2,000,000
8	CHAMPS.2025-1 A	Champs Trust 2025-1	2.60%	1,986,055
9	GNR.2024-59 LG	Government National Mortgage Association	2.59%	2,000,000
10	GNR.2024-148 LZ	Government National Mortgage Association	2.58%	2,055,634
11	CHAMPS.2024-3 A	CHAMPS TRUST 2024-3	2.48%	1,897,884
12	CHAMPS.2024-2 A	Champs Trust 2024-2	2.26%	1,718,767
13	CHAMPS.2024-1 A	Champs Trust 2024-1	2.09%	1,598,287
14	GNR.2024-183 ZA	Government National Mortgage Association	2.01%	1,530,226
15	PRPM.2023-NQM2 B2	PRP Advisors, LLC - PRPM 2023-NQM2 Trust	1.97%	1,600,000
16	GNR.2023-173 AX	Government National Mortgage Association	1.96%	1,500,000
17	GNR.2023-164 EL	Government National Mortgage Association	1.96%	1,500,000
18	n/a	Government National Mortgage Association	1.93%	1,500,000
19	STACR.2021-HQA2 B2	Freddie Mac - STACR - Freddie Mac STACR REMIC Trust 2021-HQA2	1.89%	1,300,000
20	G2.CP8519	Government National Mortgage Association - Ginnie Mae II Pool	1.70%	1,359,386
21	FR.QX3389	Freddie Mac Pool	1.58%	1,231,298
22	FHR.5489 S	Freddie Mac REMICS	1.55%	1,188,887
23	FNR.2024-102 SA	Fannie Mae REMICS	1.55%	1,183,016
24	FARM.2021-1 B	Farmer Mac Agricultural Real Estate Trust - FARM 21-1 Mortgage Trust	1.51%	1,585,978
25	NZES.2024-FNT1 A	NRZ Excess Spread Collateralized Notes - NRM FNT1 Excess LLC	1.39%	1,088,501
26	FHR.5508 SC	Freddie Mac REMICS	1.35%	979,157
27	GNR.2023-165 EY	Government National Mortgage Association	1.33%	1,000,000
28	G2.DA2560	Government National Mortgage Association - Ginnie Mae II Pool	1.32%	1,005,648
29	GNR.2023-99 AL	Government National Mortgage Association	1.31%	1,000,000
30	GNR.2023-165 DY	Government National Mortgage Association	1.31%	1,000,000
31	GNR.2024-44 LM	Government National Mortgage Association	1.30%	1,000,000
32	G2.DE2910	Government National Mortgage Association - Ginnie Mae II Pool	1.27%	994,283
33	G2.CP7536	Government National Mortgage Association - Ginnie Mae II Pool	1.24%	968,157
34	G2.DA2519	Government National Mortgage Association - Ginnie Mae II Pool	1.24%	947,587
35	CMHAT.2022-MH1 A	Cascade MH Asset Trust 2022-MH1	1.03%	848,147
36	FARM.2024-1 B	Farmer Mac Agricultural Real Estate Trust - FARM 2024-1 Mortgage Trust	1.01%	920,897
37	STACR.2023-HQA2 M1B	Freddie Mac - STACR - Freddie Mac STACR REMIC Trust 2023-HQA2	0.99%	750,000
38	GNR.2023-96 DB	Government National Mortgage Association	0.98%	750,000
39	GNR.2025-1 BY	Government National Mortgage Association	0.97%	733,046
40	n/a	PBS8686EV FM	0.97%	750,000
41	n/a	STRU5686 F	0.97%	750,000
42	n/a	J8481 FT	0.96%	750,000
43	GNR.2025-41 NT	Government National Mortgage Association	0.95%	750,000
44	GNR.2025-41 QM	Government National Mortgage Association	0.95%	740,000
45	GNR.2025-41 MT	Government National Mortgage Association	0.95%	750,000
46	G2.CU2167	Government National Mortgage Association - Ginnie Mae II Pool	0.94%	713,053
47	FARM.2023-1 B	Farmer Mac Agricultural Real Estate Trust - FARM 2023-1 Mortgage Trust	0.86%	917,411
48	GNR.2023-96 BL	Government National Mortgage Association	0.84%	650,000
49	GNR.2024-197 JY	Government National Mortgage Association	0.77%	584,087
50	G2.CJ8967	Government National Mortgage Association - Ginnie Mae II Pool	0.76%	606,432
51	CHNGE.2022-4 A1	CHNGE Mortgage Trust 2022-4	0.74%	578,972
52	CHNGE.2023-4 A3	CHNGE Mortgage Trust 2023-4	0.73%	563,233
53	n/a	Government National Mortgage Association - Ginnie Mae II Pool	0.72%	575,725
54	G2.CV6855	Government National Mortgage Association - Ginnie Mae II Pool	0.71%	535,168
55	GNR.2024-112 EZ	Government National Mortgage Association	0.68%	520,354
56	GNR.2023-133 S	Government National Mortgage Association	0.67%	500,364
57	n/a	Fannie Mae - CAS - Fannie Mae Connecticut Avenue Securities	0.67%	500,000
58	FHR.5508 DS	Freddie Mac REMICS	0.67%	480,440
59	n/a	Freddie Mac - STACR - Freddie Mac STACR REMIC Trust 2022-HQA2	0.66%	500,000
60	n/a	Government National Mortgage Association	0.65%	500,000
61	GNR.2024-1 GL	Government National Mortgage Association	0.65%	500,000
62	G2.CW7323	Government National Mortgage Association - Ginnie Mae II Pool	0.65%	493,316
63	G2.DE2911	Government National Mortgage Association - Ginnie Mae II Pool	0.65%	497,015
64	G2.DB6851	Government National Mortgage Association - Ginnie Mae II Pool	0.65%	496,178
65	G2.CO9065	Government National Mortgage Association - Ginnie Mae II Pool	0.65%	488,813
66	GNR.2023-100 JL	Government National Mortgage Association	0.65%	500,000
67	FN.BY7812	Fannie Mae Pool	0.65%	492,135
68	G2.CT6574	Government National Mortgage Association - Ginnie Mae II Pool	0.65%	491,205
69	FNR.2023-12 LW	Fannie Mae REMICS	0.64%	500,000
70	G2.CP8518	Government National Mortgage Association - Ginnie Mae II Pool	0.64%	515,193
71	n/a	Fannie Mae Pool	0.64%	492,266
72	n/a	Government National Mortgage Association - Ginnie Mae II Pool	0.64%	487,583
73	G2.DB6850	Government National Mortgage Association - Ginnie Mae II Pool	0.64%	495,656
74	G2.CV6190	Government National Mortgage Association - Ginnie Mae II Pool	0.64%	490,327
75	G2.CV9678	Government National Mortgage Association - Ginnie Mae II Pool	0.64%	490,061
76	PNMSR.2022-GT1 A	PNMAC GMSR ISSUER TRUST 2022-GT1	0.64%	500,000
77	G2.CV0203	Government National Mortgage Association - Ginnie Mae II Pool	0.64%	490,012
78	G2.CV8719	Government National Mortgage Association - Ginnie Mae II Pool	0.64%	490,219
79	G2.CT7477	Government National Mortgage Association - Ginnie Mae II Pool	0.64%	489,372
80	G2.CS4357	Government National Mortgage Association - Ginnie Mae II Pool	0.64%	490,693
81	CHNGE.2022-NQM1 M1	CHNGE Mortgage Trust 2022-NQM1	0.63%	500,000
82	G2.CT7039	Government National Mortgage Association - Ginnie Mae II Pool	0.63%	489,533
83	FN.DC4143	Fannie Mae Pool	0.63%	497,494
84	DRMT.2020-2 B2	Deephaven Residential Mortgage Trust 2020-2	0.63%	500,000
85	G2.CP8521	Government National Mortgage Association - Ginnie Mae II Pool	0.62%	480,029
86	G2.CO8542	Government National Mortgage Association - Ginnie Mae II Pool	0.62%	483,771
87	GN.CN3313	Government National Mortgage Association - Ginnie Mae I Pool	0.62%	483,886
88	G2.CP8520	Government National Mortgage Association - Ginnie Mae II Pool	0.61%	481,361
89	G2.CU2165	Government National Mortgage Association - Ginnie Mae II Pool	0.61%	470,091
90	G2.CN0468	Government National Mortgage Association - Ginnie Mae II Pool	0.60%	480,826
91	G2.CW7322	Government National Mortgage Association - Ginnie Mae II Pool	0.59%	457,560
92	G2.CV1256	Government National Mortgage Association - Ginnie Mae II Pool	0.59%	453,998
93	G2.CV0454	Government National Mortgage Association - Ginnie Mae II Pool	0.59%	447,409
94	n/a	Morgan Stanley & Co. LLC - Morgan Stanley Institutional Liquidity Funds - Government Portfolio	0.57%	454,359
95	G2.CO2843	Government National Mortgage Association - Ginnie Mae II Pool	0.57%	458,815
96	GNR.2023-65 G	Government National Mortgage Association	0.56%	420,213
97	n/a	Government National Mortgage Association - Ginnie Mae II Pool	0.56%	429,142
98	n/a	Government National Mortgage Association - Ginnie Mae II Pool	0.52%	403,995
99	G2.CM9961	Government National Mortgage Association - Ginnie Mae II Pool	0.52%	438,880
100	G2.DD0856	Government National Mortgage Association - Ginnie Mae II Pool	0.52%	397,787
101	G2.CN3126	Government National Mortgage Association - Ginnie Mae II Pool	0.51%	412,747
102	FN.BY4739	Fannie Mae Pool	0.51%	392,598
103	G2.CJ8958	Government National Mortgage Association - Ginnie Mae II Pool	0.50%	396,940
104	GNR.2023-149 S	Government National Mortgage Association	0.48%	350,771
105	G2.CT7478	Government National Mortgage Association - Ginnie Mae II Pool	0.47%	354,836
106	GCAT.2023-NQM2 A2	GCAT 2023-NQM2 Trust	0.46%	363,135
107	FN.BY5943	Fannie Mae Pool	0.44%	325,696
108	G2.CO9070	Government National Mortgage Association - Ginnie Mae II Pool	0.42%	316,333
109	G2.CR1882	Government National Mortgage Association - Ginnie Mae II Pool	0.40%	307,707
110	n/a	GCAT 2022-NQM4 Trust	0.38%	305,000
111	G2.CS1400	Government National Mortgage Association - Ginnie Mae II Pool	0.36%	280,009
112	STACR.2019-HQA3 B2	Freddie Mac - STACR - Freddie Mac STACR Trust 2019-HQA3	0.36%	250,000
113	GNR.2023-153 SM	Government National Mortgage Association	0.34%	241,551
114	FARM.2022-1 B	Farmer Mac Agricultural Real Estate Trust - FARM 2022-1 Mortgage Trust	0.33%	354,300
115	GNR.2023-98 BW	Government National Mortgage Association	0.33%	250,000
116	G2.DE2912	Government National Mortgage Association - Ginnie Mae II Pool	0.33%	248,817
117	G2.CW7313	Government National Mortgage Association - Ginnie Mae II Pool	0.33%	246,901
118	GNR.2023-102 SG	Government National Mortgage Association	0.32%	252,065
119	G2.CV5688	Government National Mortgage Association - Ginnie Mae II Pool	0.32%	241,412
120	G2.CT7492	Government National Mortgage Association - Ginnie Mae II Pool	0.32%	245,785
121	G2.CR2490	Government National Mortgage Association - Ginnie Mae II Pool	0.32%	244,036
122	G2.CS9109	Government National Mortgage Association - Ginnie Mae II Pool	0.32%	243,758
123	G2.CW7312	Government National Mortgage Association - Ginnie Mae II Pool	0.32%	246,540
124	G2.CT7489	Government National Mortgage Association - Ginnie Mae II Pool	0.32%	245,285
125	G2.CV1258	Government National Mortgage Association - Ginnie Mae II Pool	0.32%	245,206
126	AOMT.2019-1 B1	Angel Oak Mortgage Trust I LLC 2019-1	0.31%	250,000
127	FN.BX5847	Fannie Mae Pool	0.31%	243,772
128	n/a	Government National Mortgage Association - Ginnie Mae II Pool	0.31%	239,429
129	G2.CP8516	Government National Mortgage Association - Ginnie Mae II Pool	0.31%	241,733
130	G2.CM7891	Government National Mortgage Association - Ginnie Mae II Pool	0.31%	241,244
131	BMIR.2022-2 M1A	BELLEMEADE RE LT - Bellemeade Re 2022-2 Ltd	0.31%	240,794
132	GNR.2022-195 AS	Government National Mortgage Association	0.30%	213,634
133	G2.CO4957	Government National Mortgage Association - Ginnie Mae II Pool	0.30%	240,774
134	G2.CP1454	Government National Mortgage Association - Ginnie Mae II Pool	0.30%	239,968
135	n/a	Government National Mortgage Association - Ginnie Mae II Pool	0.30%	222,919
136	FR.QF8956	Freddie Mac Pool	0.29%	223,983
137	G2.CF0669	Government National Mortgage Association - Ginnie Mae II Pool	0.29%	239,406
138	G2.CT7491	Government National Mortgage Association - Ginnie Mae II Pool	0.28%	214,073
139	G2.CR2491	Government National Mortgage Association - Ginnie Mae II Pool	0.28%	211,451
140	G2.CP5190	Government National Mortgage Association - Ginnie Mae II Pool	0.28%	220,531
141	G2.CF0670	Government National Mortgage Association - Ginnie Mae II Pool	0.28%	224,746
142	G2.CR0808	Government National Mortgage Association - Ginnie Mae II Pool	0.27%	212,632
143	CHNGE.2023-1 A1	CHNGE Mortgage Trust 2023-1	0.27%	213,777
144	G2.CT7488	Government National Mortgage Association - Ginnie Mae II Pool	0.27%	208,143
145	n/a	Government National Mortgage Association - Ginnie Mae II Pool	0.27%	226,749
146	n/a	Chicago Board of Trade - US 5YR NOTE (CBT) JUN25	0.26%	301
147	G2.CO9631	Government National Mortgage Association - Ginnie Mae II Pool	0.26%	209,251
148	G2.CS3065	Government National Mortgage Association - Ginnie Mae II Pool	0.26%	196,982
149	G2.CQ6449	Government National Mortgage Association - Ginnie Mae II Pool	0.26%	202,483
150	CAS.2019-R06 2B1	Fannie Mae - CAS - Fannie Mae Connecticut Avenue Securities	0.25%	194,596
151	GNR.2022-173 S	Government National Mortgage Association	0.25%	184,211
152	G2.CQ6219	Government National Mortgage Association - Ginnie Mae II Pool	0.25%	194,675
153	G2.CP3961	Government National Mortgage Association - Ginnie Mae II Pool	0.24%	195,020
154	G2.CA4202	Government National Mortgage Association - Ginnie Mae II Pool	0.24%	190,714
155	G2.CO9069	Government National Mortgage Association - Ginnie Mae II Pool	0.23%	177,190
156	G2.CK9963	Government National Mortgage Association - Ginnie Mae II Pool	0.23%	181,490
157	G2.CR1559	Government National Mortgage Association - Ginnie Mae II Pool	0.21%	162,812
158	G2.CR1536	Government National Mortgage Association - Ginnie Mae II Pool	0.21%	160,301
159	GNR.2022-197 SW	Government National Mortgage Association	0.21%	161,866
160	GNR.2024-64 EI	Government National Mortgage Association	0.20%	1,120,609
161	G2.CR0036	Government National Mortgage Association - Ginnie Mae II Pool	0.19%	150,792
162	G2.CM9964	Government National Mortgage Association - Ginnie Mae II Pool	0.18%	155,437
163	n/a	Government National Mortgage Association - Ginnie Mae II Pool	0.16%	131,587
164	G2.CR1535	Government National Mortgage Association - Ginnie Mae II Pool	0.15%	117,618
165	NRZT.2021-NQ2R M1	New Residential Mortgage Loan Trust 2021-NQM2R	0.15%	130,000
166	GNR.2023-89 SE	Government National Mortgage Association	0.15%	2,008,830
167	G2.CU2157	Government National Mortgage Association - Ginnie Mae II Pool	0.13%	97,615
168	n/a	Government National Mortgage Association - Ginnie Mae II Pool	0.13%	97,489
169	G2.CS3583	Government National Mortgage Association - Ginnie Mae II Pool	0.13%	98,957
170	G2.CS6946	Government National Mortgage Association - Ginnie Mae II Pool	0.13%	98,371
171	G2.CT2334	Government National Mortgage Association - Ginnie Mae II Pool	0.13%	98,900
172	G2.CJ8298	Government National Mortgage Association - Ginnie Mae II Pool	0.12%	96,194
173	GNR.2021-160 DI	Government National Mortgage Association	0.12%	543,289
174	G2.CN9634	Government National Mortgage Association - Ginnie Mae II Pool	0.12%	96,096
175	G2.CN9635	Government National Mortgage Association - Ginnie Mae II Pool	0.12%	95,716
176	FN.BX2993	Fannie Mae Pool	0.11%	83,557
177	G2.CN2499	Government National Mortgage Association - Ginnie Mae II Pool	0.10%	80,445
178	BRAVO.2021-NQM3 A3	BRAVO Residential Funding Trust 2021-NQM3	0.10%	84,877
179	n/a	GCAT 2022-NQM4 Trust	0.10%	77,941
180	CHNGE.2022-NQM1 A3	CHNGE Mortgage Trust 2022-NQM1	0.09%	71,982
181	G2.CT2335	Government National Mortgage Association - Ginnie Mae II Pool	0.08%	62,945
182	G2.CP6243	Government National Mortgage Association - Ginnie Mae II Pool	0.08%	64,435
183	G2.CR8976	Government National Mortgage Association - Ginnie Mae II Pool	0.07%	52,714
184	GNR.2023-24 SB	Government National Mortgage Association	0.06%	1,292,060
185	BRAVO.2021-NQM1 A3	BRAVO Residential Funding Trust 2021-NQM1	0.06%	54,146
186	G2.CS1952	Government National Mortgage Association - Ginnie Mae II Pool	0.06%	46,750
187	n/a	Government National Mortgage Association - Ginnie Mae II Pool	0.06%	45,772
188	AOMT.2021-5 A2	Angel Oak Mortgage Trust 2021-5	0.06%	54,232
189	n/a	Government National Mortgage Association - Ginnie Mae II Pool	0.06%	45,223
190	RMIR.2022-1 M1A	Radnor Re LTD - Radnor RE 2022-1 Ltd	0.05%	42,746
191	n/a	Government National Mortgage Association	0.05%	647,331
192	GNR.2023-22 ES	Government National Mortgage Association	0.05%	646,030
193	GNR.2023-24 SG	Government National Mortgage Association	0.05%	646,030
194	GNR.2023-38 LS	Government National Mortgage Association	0.05%	648,996
195	GNR.2023-13 SA	Government National Mortgage Association	0.05%	985,921
196	GNR.2023-47 SC	Government National Mortgage Association	0.03%	324,302
197	GNR.2023-47 HS	Government National Mortgage Association	0.02%	227,149
198	GNR.2022-126 AS	Government National Mortgage Association	0.01%	721,996
199	n/a	Chicago Board of Trade - US LONG BOND(CBT) JUN25	0.01%	-51
200	SGR.2019-3 A1	SG Capital Partners - SG Residential Mortgage Trust 2019-3	0.00%	1,709
201	n/a	Federal Reserve Bank of Boston - RRP GNMA2 30 YR REPO	-0.78%	-619,679
202	n/a	MUFG Securities EMEA PLC - RRP GNR 23 96 REPO	-0.79%	-631,205
203	n/a	Federal Reserve Bank of Boston - RRP GNMA2 30YR CASH/RRP REPO	-0.91%	-719,449
204	n/a	TD Securities USA LLC - CALMACCESS REV REPO	-1.22%	-966,819
205	n/a	Federal Reserve Bank of Boston - RRP GNMA2 30YR REPO	-1.24%	-982,720
206	n/a	MUFG Securities EMEA PLC - RRP GNMA 23 99A REPO	-1.24%	-986,945
207	n/a	Federal Reserve Bank of Boston - RRP GNR 23 165 REPO	-1.28%	-1,013,313
208	n/a	Federal Reserve Bank of Boston - RRP GNMA2 30YR REPO	-1.29%	-1,022,982
209	n/a	MUFG Securities EMEA PLC - FED HM LN PC POOL REPO	-1.50%	-1,187,983
210	n/a	Federal Reserve Bank of Boston - RRP GNR 24 148 REPO	-1.80%	-1,432,197
211	n/a	Federal Reserve Bank of Boston - RRP GNMA2 30YR REPO	-1.84%	-1,464,978
212	n/a	MUFG Securities EMEA PLC - RRP GNMA 23 164 REPO	-1.86%	-1,478,052
213	n/a	MUFG Securities EMEA PLC - RRP GNR 23 173 REPO	-1.86%	-1,478,057
214	n/a	MUFG Securities EMEA PLC - RRP GNR CASH/RRP REPO	-2.47%	-1,962,039
215	n/a	MUFG Securities EMEA PLC - RRP GNR 24 59 REPO	-2.50%	-1,983,562
216	n/a	Government National Mortgage Association - Ginnie Mae	-3.61%	-2,800,000
217	G2SF.6.5 5.11	Government National Mortgage Association - Ginnie Mae	-3.61%	-2,800,000

As of Mar 31, 2025

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Sector	% Weight
United States	98.35%
Other	1.65%