gmp/f
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity
e15cb51390
f/fundlab/xcheck_report.json
Greg Pomerantz a09861f39f N-PORT cross-check: verify top candidates' actual holdings 
fundlab/xcheck.py - for each screen candidate, resolve the fund's OWN
registrant CIK (browse-edgar; the 497-cover CIK is the family/trust),
get the exact series name for the ticker (the only reliable
disambiguator between sibling funds), walk the 4 most recent NPORT-P
filing dates, and parse holdings from the interactive NPORT XML
(primary_doc.xml at the accession root - NOT the XSL-rendered view the
submissions API points at). Exact seriesName match > best htm exhibit
parse. Buckets from the authoritative assetCat+issuerCat codes (ABS-O,
ABS-CBDO, DBT+UST/CORP/MUN/NUSS, LON, STIV, RA, EC+RF=fund, ...), not
position-name keywords. Resumable; raw filings cached under
nport_cache/raw/ (gitignored).

nport.py - _SECTION gains the "INVESTMENT PORTFOLIO (unaudited)"
variant (NPORT-EX Sch-F files); find_section/build gain a frac
token-tolerance param (Yahoo names drift from filing names); CMBS/ABS
bucket gains CLO/CBDO/DAC terms.

app Fund Lab - "N-PORT cross-check" expander: per-candidate table
(as-of, n, t5, top code-bucket, #1 position) + per-fund holdings
detail.

RESEARCH.md - cross-check verdicts. 21/22 resolved (qcmmrx is an MMF,
no holdings). The screen's top names are REAL:
- hmezx/mervx = genuine merger arb (equity in deal targets + escrow)
- egrix = 100% wrapper in one macro managed portfolio (underlying not
  NPORT-disclosed); etsix = fund of EV internal multi-strat accounts
- wmnux = discounted/zero-coupon corporate bonds + equity swaps (the
  "equity names" are bond issuers/swap underlyings)
- scfzx/rctix/aflix = securitized credit/CLO/distressed/levered loans
- hicox/fhmix/usmsx/btmix (munis), aguax/femdx (EM sovereign), anglx
  (agency MBS), lpxax (rotated out of prefs into bank/financial debt)
  = genuine missing-factor exposures the 35-sleeve model lacks
- fhcox/dultx/safex = short-duration carry (a short-duration sleeve
  would explain them)

tests/test_fundlab.py - test_xcheck (14 checks): parse_interactive,
code buckets, name-match normalization, series-name disambiguation.
Also: untrack fundlab/streamlit.log; gitignore raw/ + xcheck_run.log.

84 fundlab / 32 app / 14 data tests pass.
2026-08-27 12:43:17 -04:00

2848 lines
70 KiB
JSON
Raw Blame History

{
"scfzx": {
"sym": "scfzx",
"name": "PGIM Securitized Credit Fund",
"t5": 8.424091987702978,
"r2": 0.3931515021313313,
"cik": "0000887991",
"src": "interactive NPORT XML (exact series match)",
"soi_url": "https://www.sec.gov/Archives/edgar/data/887991/000094040026034728/primary_doc.xml",
"as_of": "2026-08-26",
"net_assets": 3142505030.07,
"n_positions": 672,
"categories": [],
"buckets": [
{
"name": "ABS other (CLO/CMBS/AB)",
"value": 2402782333.1899996,
"pct": 73.3658744760965
},
{
"name": "CLO (collateralized debt)",
"value": 572029873.6899999,
"pct": 17.466197969751466
},
{
"name": "Corporate bond",
"value": 131650267.78999999,
"pct": 4.01977194854873
},
{
"name": "Cash/MMF (short-term)",
"value": 81347183.89,
"pct": 2.483831847695607
},
{
"name": "US Treasury",
"value": 47750863.9,
"pct": 1.4580113390302447
},
{
"name": "MBS (mortgage-backed)",
"value": 28118114.310000002,
"pct": 0.8585505297241038
},
{
"name": "Derivative / hedge",
"value": 5914269.36,
"pct": 0.18058462370476921
},
{
"name": "Municipal bond",
"value": 4821022.34,
"pct": 0.1472037291756333
},
{
"name": "Loan (leveraged/private credit)",
"value": 511607.33,
"pct": 0.015621273152944743
},
{
"name": "Equity (common)",
"value": 142539.58000000002,
"pct": 0.004352263120010458
}
],
"top": [
{
"name": "(PIPA070) PGIM Core Government Money Market Fund",
"title": "(PIPA070) PGIM Core Government Money Market Fund",
"val_usd": "81347183.89000000",
"pct": "2.588609504570",
"asset_cat": "STIV",
"issuer_cat": "RF",
"country": "US",
"profile": "Long"
},
{
"name": "UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT",
"title": "B 0 09/03/26",
"val_usd": "44707769.76000000",
"pct": "1.422679338050",
"asset_cat": "DBT",
"issuer_cat": "UST",
"country": "US",
"profile": "Long"
},
{
"name": "SLG OFFICE TRUST COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2021-OVA",
"title": "SLG 2026-OMA E",
"val_usd": "20245939.88000000",
"pct": "0.644261176554",
"asset_cat": "ABS-O",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "LINCT 2024-1 A1X",
"title": "LINCT 2024-1 A1X",
"val_usd": "20000000.00000000",
"pct": "0.636434939916",
"asset_cat": "DBT",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "ROCK TRUST 2024-CNTR",
"title": "ROCC 2024-CNTR E",
"val_usd": "19291008.20000000",
"pct": "0.613873582234",
"asset_cat": "ABS-O",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "BEIGNET INVESTOR LLC",
"title": "RPLDCI 6.581 05/30/49 144A",
"val_usd": "18907421.47000000",
"pct": "0.601667182361",
"asset_cat": "DBT",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "LEGACY MORTGAGE ASSET TRUST 2025-PR1",
"title": "LMAT 2025-PR1 A1",
"val_usd": "18318036.56000000",
"pct": "0.582911924872",
"asset_cat": "ABS-O",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "AURIUM CLO VIII DAC",
"title": "ACLO 8A BR",
"val_usd": "17240389.18000000",
"pct": "0.548619302595",
"asset_cat": "ABS-O",
"issuer_cat": "CORP",
"country": "IE",
"profile": "Long"
},
{
"name": "TIKEHAU CLO XI DAC",
"title": "TIKEH 11A BR",
"val_usd": "17231192.39000000",
"pct": "0.548326644670",
"asset_cat": "ABS-O",
"issuer_cat": "CORP",
"country": "IE",
"profile": "Long"
},
{
"name": "PALMER SQUARE EUROPEAN CLO 2025-1 DAC",
"title": "PLMER 2025-1A B1",
"val_usd": "17211979.58000000",
"pct": "0.547715259492",
"asset_cat": "ABS-O",
"issuer_cat": "CORP",
"country": "IE",
"profile": "Long"
}
]
},
"hmezx": {
"sym": "hmezx",
"name": "NexPoint Merger Arbitrage Fund",
"t5": 7.119670612894564,
"r2": 0.2854590047041954,
"cik": "0001354917",
"src": "interactive NPORT XML (exact series match)",
"soi_url": "https://www.sec.gov/Archives/edgar/data/1354917/000204825126004762/primary_doc.xml",
"as_of": "2026-06-01",
"net_assets": 1391534832.44,
"n_positions": 73,
"categories": [],
"buckets": [
{
"name": "Equity (common)",
"value": 942503260.1600002,
"pct": 72.77707945991263
},
{
"name": "Cash/MMF (short-term)",
"value": 302558532.2,
"pct": 23.362599653454687
},
{
"name": "Corporate bond",
"value": 39942958.70999999,
"pct": 3.0842671880076
},
{
"name": "Loan (leveraged/private credit)",
"value": 5116473.0,
"pct": 0.39507763825908154
},
{
"name": "Derivative / hedge",
"value": 2819784.8,
"pct": 0.2177347401584757
},
{
"name": "Repurchase agreement",
"value": 2114065.0,
"pct": 0.16324132020753068
}
],
"top": [
{
"name": "N/A",
"title": "DREYFUS TREASURY PRIME CASH MANAGEMENT/ CLASS A",
"val_usd": "302558532.20000000",
"pct": "21.74279257310",
"asset_cat": "STIV",
"issuer_cat": null,
"country": "US",
"profile": "Long"
},
{
"name": "HOLOGIC, INC.",
"title": "HOLOGIC INC COMMON STOCK",
"val_usd": "109771798.00000000",
"pct": "7.888541159082",
"asset_cat": "EC",
"issuer_cat": null,
"country": "US",
"profile": "Long"
},
{
"name": "CLEARWATER ANALYTICS HOLDINGS, INC.",
"title": "CLEARWATER ANALYTICS HDS-A COMMON STOCK",
"val_usd": "94087977.50000000",
"pct": "6.761453274943",
"asset_cat": "EC",
"issuer_cat": null,
"country": "US",
"profile": "Long"
},
{
"name": "SEALED AIR CORPORATION",
"title": "SEALED AIR CORP COMMON STOCK",
"val_usd": "82657685.00000000",
"pct": "5.940037077984",
"asset_cat": "EC",
"issuer_cat": null,
"country": "US",
"profile": "Long"
},
{
"name": "ONESTREAM INC",
"title": "ONESTREAM INC COMMON STOCK",
"val_usd": "80116968.00000000",
"pct": "5.757453290588",
"asset_cat": "EC",
"issuer_cat": null,
"country": "US",
"profile": "Long"
},
{
"name": "AIR LEASE CORPORATION",
"title": "AIR LEASE CORP COMMON STOCK",
"val_usd": "71619403.70000000",
"pct": "5.146792019170",
"asset_cat": "EC",
"issuer_cat": null,
"country": "US",
"profile": "Long"
},
{
"name": "CSG SYSTEMS INTERNATIONAL, INC.",
"title": "CSG SYSTEMS INTL INC COMMON STOCK",
"val_usd": "66842630.40000000",
"pct": "4.803518305236",
"asset_cat": "EC",
"issuer_cat": null,
"country": "US",
"profile": "Long"
},
{
"name": "ELECTRONIC ARTS INC.",
"title": "ELECTRONIC ARTS INC COMMON STOCK",
"val_usd": "55976585.90000000",
"pct": "4.022650715961",
"asset_cat": "EC",
"issuer_cat": null,
"country": "US",
"profile": "Long"
},
{
"name": "SEMRUSH HOLDINGS, INC.",
"title": "SEMRUSH HOLDINGS INC-A COMMON STOCK",
"val_usd": "54362425.98000000",
"pct": "3.906652188122",
"asset_cat": "EC",
"issuer_cat": null,
"country": "US",
"profile": "Long"
},
{
"name": "MASIMO CORPORATION",
"title": "MASIMO CORP COMMON STOCK",
"val_usd": "52916325.00000000",
"pct": "3.802730895870",
"asset_cat": "EC",
"issuer_cat": null,
"country": "US",
"profile": "Long"
}
]
},
"coiax": {
"sym": "coiax",
"name": "SIMT Conservative Income Fund",
"t5": 6.970407323093557,
"r2": 0.20377032650738214,
"cik": "0000804239",
"src": "interactive NPORT XML (exact series match)",
"soi_url": "https://www.sec.gov/Archives/edgar/data/804239/000204825126004571/primary_doc.xml",
"as_of": "2026-05-29",
"net_assets": 1089042920.82,
"n_positions": 146,
"categories": [],
"buckets": [
{
"name": "ABS auto/personal loan",
"value": 440759737.7999999,
"pct": 40.45485637831593
},
{
"name": "Repurchase agreement",
"value": 353000000.0,
"pct": 32.39988382973742
},
{
"name": "Cash/MMF (short-term)",
"value": 247353623.85999998,
"pct": 22.70319738789962
},
{
"name": "Corporate bond",
"value": 48396717.62,
"pct": 4.442062404047043
}
],
"top": [
{
"name": "N/A",
"title": "GOLDMAN SACHS & CO. LLC REPO REPURCHASE AGREEMENT",
"val_usd": "140000000.00000000",
"pct": "12.85532437000",
"asset_cat": "RA",
"issuer_cat": null,
"country": "US",
"profile": "Long"
},
{
"name": "N/A",
"title": "TD SECURITIES (USA) LLC REPO REPURCHASE AGREEMENT",
"val_usd": "113000000.00000000",
"pct": "10.37608324150",
"asset_cat": "RA",
"issuer_cat": null,
"country": "US",
"profile": "Long"
},
{
"name": "N/A",
"title": "BOFA SECURITIES INC REPO REPURCHASE AGREEMENT",
"val_usd": "100000000.00000000",
"pct": "9.182374550004",
"asset_cat": "RA",
"issuer_cat": null,
"country": "US",
"profile": "Long"
},
{
"name": "CHESHAM FINANCE LIMITED",
"title": "CHESHAM FIN LTD/FIN LLC COMMERCIAL PAPER (ISITC)",
"val_usd": "43995490.00000000",
"pct": "4.039830676909",
"asset_cat": "ABS-APCP",
"issuer_cat": null,
"country": "US",
"profile": "Long"
},
{
"name": "Landesbank Baden-Wuerttemberg (New York Branch)",
"title": "LANDESBANK BADEN-WURTTEMBERG NEW Y COMMERCIAL PAPER (ISITC)",
"val_usd": "41995699.20000000",
"pct": "3.856202395437",
"asset_cat": "ABS-APCP",
"issuer_cat": null,
"country": "US",
"profile": "Long"
},
{
"name": "Korea Development Bank (New York Branch)",
"title": "KOREA DEVELOPMENT BANK (NEW YORK 3.80% 09/18/2026",
"val_usd": "15986904.00000000",
"pct": "1.467977404229",
"asset_cat": "STIV",
"issuer_cat": null,
"country": "US",
"profile": "Long"
},
{
"name": "CONCORD MINUTEMEN CAPITAL COMPANY, LLC",
"title": "CONCORD MINUTEMEN CAPITAL CO LLC S 0% CP",
"val_usd": "10917542.90000000",
"pct": "1.002489680735",
"asset_cat": "ABS-APCP",
"issuer_cat": null,
"country": "US",
"profile": "Long"
},
{
"name": "AQUITAINE FUNDING COMPANY, LLC",
"title": "AQUITAINE FDG CO LLC 0% COMMERCIAL PAPER",
"val_usd": "10342708.95000000",
"pct": "0.949706274405",
"asset_cat": "ABS-APCP",
"issuer_cat": null,
"country": "US",
"profile": "Long"
},
{
"name": "Royal Bank of Canada (New York Branch)",
"title": "ROYAL BANK OF CANADA/NEW YORK NY VARIABLE RATE 08/26/2026",
"val_usd": "10003884.00000000",
"pct": "0.918594098427",
"asset_cat": "STIV",
"issuer_cat": null,
"country": "CA",
"profile": "Long"
},
{
"name": "Nutrien Ltd.",
"title": "NUTRIEN LTD COMMERCIAL PAPER (ISITC)",
"val_usd": "9997775.00000000",
"pct": "0.918033147166",
"asset_cat": "ABS-APCP",
"issuer_cat": null,
"country": "US",
"profile": "Long"
}
]
},
"wmnux": {
"sym": "wmnux",
"name": "Westwood Alternative Income Fund",
"t5": 6.860324585370505,
"r2": 0.33893637393870724,
"cik": "0001545440",
"src": "interactive NPORT XML (exact series match)",
"soi_url": "https://www.sec.gov/Archives/edgar/data/1545440/000091047226009666/primary_doc.xml",
"as_of": "2026-06-25",
"net_assets": 159966863.09,
"n_positions": 132,
"categories": [],
"buckets": [
{
"name": "Corporate bond",
"value": 157863719.17999998,
"pct": 97.20310141689059
},
{
"name": "Cash/MMF (short-term)",
"value": 7424384.24,
"pct": 4.5714948183617485
},
{
"name": "Derivative / hedge",
"value": -4107651.6800000006,
"pct": -2.529247916559197
},
{
"name": "Preferred stock",
"value": 973400.0,
"pct": 0.599361901586242
},
{
"name": "Equity (common)",
"value": 252200.0,
"pct": 0.1552897797206187
}
],
"top": [
{
"name": "FIRST AMERICAN FUNDS INC",
"title": "FIRST AMERICAN GOVERNMENT OBLIGATIONS FUND - CLASS U",
"val_usd": "7424384.24000000",
"pct": "4.641201369200",
"asset_cat": "STIV",
"issuer_cat": "RF",
"country": "US",
"profile": "Long"
},
{
"name": "ADVANCED ENERGY INDUSTRIES INC",
"title": "Advanced Energy Industries Inc 2.500%, Due 09/15/28",
"val_usd": "6406650.00000000",
"pct": "4.004985705317",
"asset_cat": "DBT",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "SEAGATE HDD CAYMAN",
"title": "Seagate HDD Cayman 3.5% Due 6/1/2028",
"val_usd": "5701150.00000000",
"pct": "3.563956865736",
"asset_cat": "DBT",
"issuer_cat": "CORP",
"country": "KY",
"profile": "Long"
},
{
"name": "DIGITALOCEAN HOLDINGS INC",
"title": "DigitalOcean Holdings Inc 0%, Due 08/15/2030",
"val_usd": "5153000.00000000",
"pct": "3.221292147924",
"asset_cat": "DBT",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "MKS INC",
"title": "MKS Inc 1.25% Due 06/01/2030",
"val_usd": "4327400.00000000",
"pct": "2.705185259252",
"asset_cat": "DBT",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "ON SEMICONDUCTOR CORP",
"title": "ON Semiconductor Corporation 0.500%, Due 03/01/2029",
"val_usd": "4263000.00000000",
"pct": "2.664926921522",
"asset_cat": "DBT",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "OSI SYSTEMS INC",
"title": "OSI Systems Inc 2.25%, Due 08/01/2029",
"val_usd": "4077500.00000000",
"pct": "2.548965405232",
"asset_cat": "DBT",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "MICROCHIP TECHNOLOGY INC",
"title": "Microchip Technology Inc 0%, Due 2/15/2030",
"val_usd": "3998750.00000000",
"pct": "2.499736459638",
"asset_cat": "DBT",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "AKAMAI TECHNOLOGIES INC",
"title": "Akamai Technologies Inc 0.25% Due 05/15/2033",
"val_usd": "3937500.00000000",
"pct": "2.461447279731",
"asset_cat": "DBT",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "SOLARIS ENERGY INFRASTRUCTURE INC",
"title": "Solaris Energy Infrastructure Inc 0.25%, Due 10/01/2031",
"val_usd": "3818750.00000000",
"pct": "2.387213155421",
"asset_cat": "DBT",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
}
]
},
"fhcox": {
"sym": "fhcox",
"name": "Federated Hermes Conservative Microshort Fund",
"t5": 6.325241623664833,
"r2": 0.3692233905698695,
"cik": "0001707560",
"src": "interactive NPORT XML (exact series match)",
"soi_url": "https://www.sec.gov/Archives/edgar/data/1707560/000170756026000148/primary_doc.xml",
"as_of": "2026-07-27",
"net_assets": 305887457.1,
"n_positions": 115,
"categories": [],
"buckets": [
{
"name": "Corporate bond",
"value": 102523282.89999999,
"pct": 33.15546074980184
},
{
"name": "ABS other (CLO/CMBS/AB)",
"value": 100576903.07999997,
"pct": 32.52601231720373
},
{
"name": "Repurchase agreement",
"value": 96123000.0,
"pct": 31.08564477750646
},
{
"name": "Cash/MMF (short-term)",
"value": 9996715.0,
"pct": 3.2328821554879736
}
],
"top": [
{
"name": "STANDARD CHARTERED 10",
"title": "STANDARD CHARTERED 10",
"val_usd": "35907000.0000000000",
"pct": "11.7386310444",
"asset_cat": "RA",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "MUFG Securities Americas, Inc.",
"title": "MITSUBISHI 9",
"val_usd": "15054000.0000000000",
"pct": "4.9214178779",
"asset_cat": "RA",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "STANDARD CHARTERED 10",
"title": "STANDARD CHARTERED 10",
"val_usd": "15054000.0000000000",
"pct": "4.9214178779",
"asset_cat": "RA",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "BNP Paribas SA",
"title": "BNP BANK REPO A3",
"val_usd": "15054000.0000000000",
"pct": "4.9214178779",
"asset_cat": "RA",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "SG Americas Securities LLC",
"title": "SOC GEN NY 6",
"val_usd": "15054000.0000000000",
"pct": "4.9214178779",
"asset_cat": "RA",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "Energy Transfer LP",
"title": "Energy Transfer LP",
"val_usd": "9996715.0000000000",
"pct": "3.2681022932",
"asset_cat": "STIV",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "Drive Auto Receivables Trust",
"title": "Drive Auto Receivables Trust 2025-2",
"val_usd": "3981844.6000000000",
"pct": "1.3017351668",
"asset_cat": "ABS-O",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "NEW YORK LIFE GLOBAL FDG",
"title": "New York Life Global Funding",
"val_usd": "3019945.5600000000",
"pct": "0.9872734203",
"asset_cat": "DBT",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "NEXTERA ENERGY CAPITAL",
"title": "NextEra Energy Capital Holdings Inc",
"val_usd": "3013854.0600000000",
"pct": "0.9852820016",
"asset_cat": "DBT",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "NextGear Floorplan Master Owner Trust",
"title": "NextGear Floorplan Master Owner Trust",
"val_usd": "3012450.4500000000",
"pct": "0.9848231368",
"asset_cat": "ABS-O",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
}
]
},
"rctix": {
"sym": "rctix",
"name": "River Canyon Total Return Bond Fund",
"t5": 5.633674810785656,
"r2": 0.37657338835369636,
"cik": "0001516523",
"src": "interactive NPORT XML (exact series match)",
"soi_url": "https://www.sec.gov/Archives/edgar/data/1516523/000206657826001957/primary_doc.xml",
"as_of": "2026-05-29",
"net_assets": 1871617584.97,
"n_positions": 322,
"categories": [],
"buckets": [
{
"name": "ABS other (CLO/CMBS/AB)",
"value": 1016827781.8200004,
"pct": 52.83441315349202
},
{
"name": "Corporate bond",
"value": 448807607.10999995,
"pct": 23.32006163131906
},
{
"name": "Loan (leveraged/private credit)",
"value": 192670784.22000003,
"pct": 10.011181832449973
},
{
"name": "Cash/MMF (short-term)",
"value": 107784241.39,
"pct": 5.600473593317947
},
{
"name": "Municipal bond",
"value": 56144160.82000001,
"pct": 2.917252893710849
},
{
"name": "MBS (mortgage-backed)",
"value": 46392427.589999996,
"pct": 2.4105524360244326
},
{
"name": "US Treasury",
"value": 34321875.0,
"pct": 1.7833660295028348
},
{
"name": "CLO (collateralized debt)",
"value": 16535684.39,
"pct": 0.8591948375695182
},
{
"name": "US GSE (Fed/FF)",
"value": 4999923.0,
"pct": 0.2597962036843821
},
{
"name": "Derivative / hedge",
"value": 71350.62,
"pct": 0.0037073811349748686
},
{
"name": "Equity (common)",
"value": 0.15,
"pct": 7.794006138225992e-09
}
],
"top": [
{
"name": "Northern Institutional Funds",
"title": "Northern Institutional Funds TREAS PRT PRMR",
"val_usd": "107784241.39",
"pct": "5.7588816356",
"asset_cat": "STIV",
"issuer_cat": "RF",
"country": "US",
"profile": "Long"
},
{
"name": "DISH DBS Corporation",
"title": "DISH 7.75 07/01/26",
"val_usd": "68169295.7",
"pct": "3.6422662539",
"asset_cat": "DBT",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "GDB DEBT RECOVERY AUTH OF COMWLTH PUERTO RICO",
"title": "PR PRCDEV 7.5 08/20/2040",
"val_usd": "35469875.09",
"pct": "1.8951454279",
"asset_cat": "DBT",
"issuer_cat": "MUN",
"country": "US",
"profile": "Long"
},
{
"name": "United States Treasury Notes",
"title": "T 3.5 02/28/31",
"val_usd": "34321875",
"pct": "1.8338081067",
"asset_cat": "DBT",
"issuer_cat": "UST",
"country": "US",
"profile": "Long"
},
{
"name": "Deutsche Bank AG",
"title": "CRFT 2026-1A CLN",
"val_usd": "26000000",
"pct": "1.3891726712",
"asset_cat": "DBT",
"issuer_cat": "CORP",
"country": "DE",
"profile": "Long"
},
{
"name": "CSC Holdings (Cablevision/Altice USA)",
"title": "CSC Holdings (Cablevision/Altice USA) Term Loan B 250 2027-04-01",
"val_usd": "21779654.21",
"pct": "1.1636807853",
"asset_cat": "LON",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "TWIN HOSPITALITY I 9.00%",
"title": "TWIN HOSPITALITY I 9.00%",
"val_usd": "21216900.38",
"pct": "1.1336130068",
"asset_cat": "ABS-MBS",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "PUERTO RICO COMWLTH",
"title": "PR PRC 11/01/2043",
"val_usd": "20674285.73",
"pct": "1.1046212590",
"asset_cat": "DBT",
"issuer_cat": "MUN",
"country": "US",
"profile": "Long"
},
{
"name": "AVANT CREDIT CARD MASTER TRUST",
"title": "AVCCT 2024-1A D",
"val_usd": "20416620.28",
"pct": "1.0908542666",
"asset_cat": "ABS-O",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "Brookfield Property Reit Inc/Bpr Cumulus Llc/Bpr Nimbus Llc/Ggsi Sellco Llc",
"title": "BPYU 5.75 05/15/26 144A",
"val_usd": "20368802.95",
"pct": "1.0882994001",
"asset_cat": "DBT",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
}
]
},
"egrix": {
"sym": "egrix",
"name": "Eaton Vance Global Macro Absolute Return Advantage Fund",
"t5": 4.921025818208902,
"r2": 0.14017822523239198,
"cik": "0000745463",
"src": "interactive NPORT XML (exact series match)",
"note": "100% of NAV in ONE managed portfolio - underlying positions not disclosed in the fund's NPORT",
"soi_url": "https://www.sec.gov/Archives/edgar/data/745463/000141036826064358/primary_doc.xml",
"as_of": "2026-06-24",
"net_assets": 4972742082.45,
"n_positions": 1,
"categories": [],
"buckets": [
{
"name": "Fund/ETF holdings",
"value": 4973057898.0,
"pct": 100.0
}
],
"top": [
{
"name": "Global Macro Absolute Return Advantage Portfolio",
"title": "Global Macro Absolute Return Advantage Portfolio",
"val_usd": "4973057898.00000000",
"pct": "100.0063509336",
"asset_cat": "EC",
"issuer_cat": "RF",
"country": "US",
"profile": "Long"
}
]
},
"etsix": {
"sym": "etsix",
"name": "Eaton Vance Strategic Income Fund",
"t5": 4.111542447931916,
"r2": 0.31656616447819896,
"cik": "0000745463",
"src": "interactive NPORT XML (exact series match)",
"soi_url": "https://www.sec.gov/Archives/edgar/data/745463/000141036826064371/primary_doc.xml",
"as_of": "2026-06-24",
"net_assets": 17720923328.75,
"n_positions": 6,
"categories": [],
"buckets": [
{
"name": "Fund/ETF holdings",
"value": 17537565474.38,
"pct": 100.0
}
],
"top": [
{
"name": "Global Opportunities Portfolio",
"title": "Global Opportunities Portfolio",
"val_usd": "13441435970.00000000",
"pct": "75.85065247809",
"asset_cat": "EC",
"issuer_cat": "RF",
"country": "US",
"profile": "Long"
},
{
"name": "Global Macro Absolute Return Advantage Portfolio",
"title": "Global Macro Absolute Return Advantage Portfolio",
"val_usd": "2235421998.00000000",
"pct": "12.61459099240",
"asset_cat": "EC",
"issuer_cat": "RF",
"country": "US",
"profile": "Long"
},
{
"name": "HIGH INCOME OPPORTUNITIES PORTFOLIO",
"title": "HIGH INCOME OPPORTUNITIES PORTFOLIO",
"val_usd": "825302509.20000000",
"pct": "4.657220698320",
"asset_cat": "EC",
"issuer_cat": "RF",
"country": "US",
"profile": "Long"
},
{
"name": "Senior Debt Portfolio (MA)",
"title": "Senior Debt Portfolio (MA)",
"val_usd": "530567438.10000000",
"pct": "2.994016893235",
"asset_cat": "EC",
"issuer_cat": "RF",
"country": "US",
"profile": "Long"
},
{
"name": "Eaton Vance Emerging Markets Debt Opportunities Fund",
"title": "Eaton Vance Emerging Markets Debt Opportunities Fund",
"val_usd": "364706979.68000000",
"pct": "2.058058561137",
"asset_cat": "EC",
"issuer_cat": "RF",
"country": "US",
"profile": "Long"
},
{
"name": "Emerging Markets Local Income Portfolio",
"title": "Emerging Markets Local Income Portfolio",
"val_usd": "140130579.40000000",
"pct": "0.790763420169",
"asset_cat": "EC",
"issuer_cat": "RF",
"country": "US",
"profile": "Long"
}
]
},
"aflix": {
"sym": "aflix",
"name": "Anfield Universal Fixed Income Fund",
"t5": 3.8539355078269995,
"r2": 0.36695713954543074,
"cik": "0001552947",
"src": "interactive NPORT XML (exact series match)",
"soi_url": "https://www.sec.gov/Archives/edgar/data/1552947/000091047226010046/primary_doc.xml",
"as_of": "2026-06-29",
"net_assets": 152933894.59,
"n_positions": 316,
"categories": [],
"buckets": [
{
"name": "Corporate bond",
"value": 92378398.36,
"pct": 61.079293641936395
},
{
"name": "CLO (collateralized debt)",
"value": 20856338.42,
"pct": 13.789916704188894
},
{
"name": "Loan (leveraged/private credit)",
"value": 19445890.530000005,
"pct": 12.857348459129753
},
{
"name": "ABS other (CLO/CMBS/AB)",
"value": 8335709.889999998,
"pct": 5.511453771921654
},
{
"name": "Fund/ETF holdings",
"value": 4903489.45,
"pct": 3.2421180417041295
},
{
"name": "US Treasury",
"value": 3486397.39,
"pct": 2.305156765182637
},
{
"name": "MBS (mortgage-backed)",
"value": 1206465.9299999997,
"pct": 0.7976982510596308
},
{
"name": "Cash/MMF (short-term)",
"value": 862105.12,
"pct": 0.570011742025366
},
{
"name": "Derivative / hedge",
"value": -231398.43,
"pct": -0.15299737714843256
}
],
"top": [
{
"name": "ENERGY TRANSFER LP",
"title": "ET 6 1/2 PERP",
"val_usd": "4003008.26000000",
"pct": "2.617476178666",
"asset_cat": "DBT",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "FIRST CITIZENS BANCSHARES INC",
"title": "FCNCA FLOAT PERP",
"val_usd": "3749429.56000000",
"pct": "2.451666826410",
"asset_cat": "DBT",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "Caesars Entertainment Inc",
"title": "CZR TL B1 1L USD",
"val_usd": "3557822.71000000",
"pct": "2.326379459267",
"asset_cat": "LON",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "NISSAN MOTOR ACCEPTANCE COMPANY LLC",
"title": "NSANY 6 1/8 09/30/30",
"val_usd": "3522769.61000000",
"pct": "2.303459033358",
"asset_cat": "DBT",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT",
"title": "B 06/09/26",
"val_usd": "3486397.39000000",
"pct": "2.279676064842",
"asset_cat": "DBT",
"issuer_cat": "UST",
"country": "US",
"profile": "Long"
},
{
"name": "BNP PARIBAS SA",
"title": "BNP 4 5/8 PERP",
"val_usd": "2772754.49000000",
"pct": "1.813041181899",
"asset_cat": "DBT",
"issuer_cat": "CORP",
"country": "FR",
"profile": "Long"
},
{
"name": "BANK OF NEW YORK MELLON CORP (THE)",
"title": "BK 3.7 PERP",
"val_usd": "2644070.63000000",
"pct": "1.728897728713",
"asset_cat": "DBT",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "Aramark",
"title": "ARMK TL B9 1L USD",
"val_usd": "2642620.89000000",
"pct": "1.727949776656",
"asset_cat": "LON",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "FIDELITY ADVISOR SERIES II",
"title": "FID-FL RT HI",
"val_usd": "2585777.81000000",
"pct": "1.690781377752",
"asset_cat": "EC",
"issuer_cat": "RF",
"country": "US",
"profile": "Long"
},
{
"name": "SUMISHO AIR LEASE CORP",
"title": "AL 4.65 PERP",
"val_usd": "2580723.51000000",
"pct": "1.687476485784",
"asset_cat": "DBT",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
}
]
},
"fhmix": {
"sym": "fhmix",
"name": "Federated Hermes Conservative Municipal Microshort Fund",
"t5": 3.415110420122883,
"r2": 0.3441262467723937,
"cik": "0001707560",
"src": "interactive NPORT XML (exact series match)",
"soi_url": "https://www.sec.gov/Archives/edgar/data/1707560/000170756026000149/primary_doc.xml",
"as_of": "2026-07-27",
"net_assets": 486335825.68,
"n_positions": 156,
"categories": [],
"buckets": [
{
"name": "Municipal bond",
"value": 483550436.61999995,
"pct": 99.64268378106718
},
{
"name": "US GSE (Fed/FF)",
"value": 1734000.0,
"pct": 0.3573162189328156
}
],
"top": [
{
"name": "LOUISIANA PUB FACS AUTH",
"title": "LA LASFAC 08/01/2043",
"val_usd": "20400000.0000000000",
"pct": "4.1946323760",
"asset_cat": "DBT",
"issuer_cat": "MUN",
"country": "US",
"profile": "Long"
},
{
"name": "APPLING CNTY GA DEV AUTH",
"title": "Development Authority of Appling County",
"val_usd": "17030000.0000000000",
"pct": "3.5016955570",
"asset_cat": "DBT",
"issuer_cat": "MUN",
"country": "US",
"profile": "Long"
},
{
"name": "PORT PORT ARTHUR NAVIGATION DISTRICT (TX)",
"title": "TX PPATRN 11/01/2040",
"val_usd": "14000000.0000000000",
"pct": "2.8786692776",
"asset_cat": "DBT",
"issuer_cat": "MUN",
"country": "US",
"profile": "Long"
},
{
"name": "LIBERTY CNTY FL INDL DEV REVENUE",
"title": "County of Liberty FL",
"val_usd": "12900000.0000000000",
"pct": "2.6524881201",
"asset_cat": "DBT",
"issuer_cat": "MUN",
"country": "US",
"profile": "Long"
},
{
"name": "JP MORGAN CHASE PUTTERS",
"title": "JPMorgan Chase Putters/Drivers Trust",
"val_usd": "12400000.0000000000",
"pct": "2.5496785031",
"asset_cat": "DBT",
"issuer_cat": "MUN",
"country": "US",
"profile": "Long"
},
{
"name": "KENTUCKY ST ECON DEV FIN AUTH",
"title": "Kentucky Economic Development Finance Authority",
"val_usd": "12000000.0000000000",
"pct": "2.4674308094",
"asset_cat": "DBT",
"issuer_cat": "MUN",
"country": "US",
"profile": "Long"
},
{
"name": "CUMBERLAND COUNTY FINANCE CORP (NC)",
"title": "Cumberland County Industrial Facilities & Pollution Control Financing Authority",
"val_usd": "9986787.0000000000",
"pct": "2.0534754942",
"asset_cat": "DBT",
"issuer_cat": "MUN",
"country": "US",
"profile": "Long"
},
{
"name": "NUVEEN CALIFORNIA AMT-FREE QUALITY MUNICIPAL INCOME FUND",
"title": "Nuveen California AMT-Free Quality Municipal Income Fund",
"val_usd": "9500000.0000000000",
"pct": "1.9533827241",
"asset_cat": "DBT",
"issuer_cat": "MUN",
"country": "US",
"profile": "Long"
},
{
"name": "MIZUHO FLOATER/RESIDUAL TRUST VARIOUS STATES",
"title": "Mizuho Floater/Residual Trust",
"val_usd": "9000000.0000000000",
"pct": "1.8505731071",
"asset_cat": "DBT",
"issuer_cat": "MUN",
"country": "US",
"profile": "Long"
},
{
"name": "CHATTANOOGA TN HLTH EDUCTNL & HSG FAC BRD REVENUE",
"title": "Chattanooga Health Educational & Housing Facility Board",
"val_usd": "8465000.0000000000",
"pct": "1.7405668168",
"asset_cat": "DBT",
"issuer_cat": "MUN",
"country": "US",
"profile": "Long"
}
]
},
"hicox": {
"sym": "hicox",
"name": "COLORADO BONDSHARES A TAX EXEMPT FUND",
"t5": 3.02265746528423,
"r2": 0.2723873719558755,
"cik": "0000810744",
"src": "interactive NPORT XML (exact series match)",
"soi_url": "https://www.sec.gov/Archives/edgar/data/810744/000119312526247714/primary_doc.xml",
"as_of": "2026-05-29",
"net_assets": 1959473819.8199995,
"n_positions": 331,
"categories": [],
"buckets": [
{
"name": "Municipal bond",
"value": 1386027548.8100002,
"pct": 99.03854964242689
},
{
"name": "Corporate bond",
"value": 13455333.173,
"pct": 0.9614503575731085
}
],
"top": [
{
"name": "COLORADO EDL & CULTURAL FACS AUTH",
"title": "CO COSEDU 5 07/01/2032",
"val_usd": "63407200.995",
"pct": "3.2359299907",
"asset_cat": "DBT",
"issuer_cat": "MUN",
"country": "US",
"profile": "Long"
},
{
"name": "COLORADO EDL & CULTURAL FACS AUTH",
"title": "CO COSEDU 5.12 01/01/2042",
"val_usd": "39710065.644",
"pct": "2.0265678083",
"asset_cat": "DBT",
"issuer_cat": "MUN",
"country": "US",
"profile": "Long"
},
{
"name": "COLORADO EDL & CULTURAL FACS AUTH",
"title": "CO COSEDU 4.38 07/01/2027",
"val_usd": "33964016.5",
"pct": "1.7333233114",
"asset_cat": "DBT",
"issuer_cat": "MUN",
"country": "US",
"profile": "Long"
},
{
"name": "MEADOWS MET DIST COLO",
"title": "CO MEAGEN 8 06/01/2029",
"val_usd": "30387947.443",
"pct": "1.5508218143",
"asset_cat": "DBT",
"issuer_cat": "MUN",
"country": "US",
"profile": "Long"
},
{
"name": "ROSEBUD SIOUX TRIBE OF ROSEBUD INDIAN RESERVATION SOUTH DAKOTA",
"title": "ROSTRB 7.5 12/15/50 QIB",
"val_usd": "27750754.032",
"pct": "1.4162349990",
"asset_cat": "DBT",
"issuer_cat": "MUN",
"country": "US",
"profile": "Long"
},
{
"name": "PUBLIC FIN AUTH WIS",
"title": "WI PUBEDU 5 06/01/2026",
"val_usd": "27699197.234",
"pct": "1.4136038437",
"asset_cat": "DBT",
"issuer_cat": "MUN",
"country": "US",
"profile": "Long"
},
{
"name": "SHERIDAN REDEV AGY COLO",
"title": "CO SHEDEV 12/01/2029",
"val_usd": "27205000",
"pct": "1.3883829284",
"asset_cat": "DBT",
"issuer_cat": "MUN",
"country": "US",
"profile": "Long"
},
{
"name": "PIONEER CMNTY AUTH BRD COLO",
"title": "CO PICDEV 6.75 12/15/2050",
"val_usd": "24231584.566",
"pct": "1.2366373218",
"asset_cat": "DBT",
"issuer_cat": "MUN",
"country": "US",
"profile": "Long"
},
{
"name": "MEADOWS MET DIST COLO",
"title": "CO MEAGEN 8 06/01/2029",
"val_usd": "23564750.654",
"pct": "1.2026060474",
"asset_cat": "DBT",
"issuer_cat": "MUN",
"country": "US",
"profile": "Long"
},
{
"name": "COLORADO EDL & CULTURAL FACS AUTH",
"title": "CO COSEDU 4.38 07/01/2027",
"val_usd": "22893618.132",
"pct": "1.1683553973",
"asset_cat": "DBT",
"issuer_cat": "MUN",
"country": "US",
"profile": "Long"
}
]
},
"dultx": {
"sym": "dultx",
"name": "Nomura Ultrashort Fund",
"t5": 2.9267646517808714,
"r2": 0.3759458672839392,
"cik": "0000230173",
"src": "interactive NPORT XML (exact series match)",
"soi_url": "https://www.sec.gov/Archives/edgar/data/230173/000094040026034423/primary_doc.xml",
"as_of": "2026-08-26",
"net_assets": 123173112.87,
"n_positions": 73,
"categories": [],
"buckets": [
{
"name": "ABS other (CLO/CMBS/AB)",
"value": 76476466.22000001,
"pct": 62.01159021779148
},
{
"name": "Cash/MMF (short-term)",
"value": 28998649.0,
"pct": 23.51380009484921
},
{
"name": "Corporate bond",
"value": 14821150.41,
"pct": 12.017855311688225
},
{
"name": "CLO (collateralized debt)",
"value": 3029818.98,
"pct": 2.456754375671085
}
],
"top": [
{
"name": "BANCO SANTANDER CHILE SA",
"title": "BANCO SANTANDER CHILE SA 0% CP 03/08/2026",
"val_usd": "4980406.00000000",
"pct": "4.043419772346",
"asset_cat": "STIV",
"issuer_cat": "CORP",
"country": "CL",
"profile": "Long"
},
{
"name": "Telstra Group Ltd.",
"title": "Telstra Group Ltd. 0% CP 18/08/2026",
"val_usd": "4974003.00000000",
"pct": "4.038221397594",
"asset_cat": "STIV",
"issuer_cat": "CORP",
"country": "AU",
"profile": "Long"
},
{
"name": "HSBC USA INC",
"title": "HSBC USA INC 0% CP 14/09/2026",
"val_usd": "4958713.50000000",
"pct": "4.025808380140",
"asset_cat": "STIV",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "Trane Technologies Financing Ltd.",
"title": "Trane Technologies Financing Ltd. 0% CP 06/07/2026",
"val_usd": "3997434.40000000",
"pct": "3.245379049743",
"asset_cat": "STIV",
"issuer_cat": "CORP",
"country": "IE",
"profile": "Long"
},
{
"name": "FREMF 2020-K737 MORTGAGE TRUST",
"title": "FREMF 2020-K737 B",
"val_usd": "3969656.80000000",
"pct": "3.222827374826",
"asset_cat": "ABS-O",
"issuer_cat": "USGSE",
"country": "US",
"profile": "Long"
},
{
"name": "VERIZON MASTER TRUST",
"title": "VZMT 2025-9 A1B",
"val_usd": "3253294.85000000",
"pct": "2.641237827149",
"asset_cat": "ABS-O",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "CARDS II TRUST",
"title": "CARD2 2026-1A B",
"val_usd": "2985321.30000000",
"pct": "2.423679348877",
"asset_cat": "ABS-O",
"issuer_cat": "CORP",
"country": "CA",
"profile": "Long"
},
{
"name": "ARI FLEET LEASE TRUST 2012 ABS",
"title": "ARIFL 2026-A A2",
"val_usd": "2984791.80000000",
"pct": "2.423249466099",
"asset_cat": "ABS-O",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "FEDERAL HOME LOAN MORTGAGE CORP",
"title": "FHMS K070 A2",
"val_usd": "2958252.60000000",
"pct": "2.401703205408",
"asset_cat": "ABS-O",
"issuer_cat": "USGSE",
"country": "US",
"profile": "Long"
},
{
"name": "WHEELS FLEET LEASE FUNDING 1 LLC",
"title": "WFLF 2024-2A A1",
"val_usd": "2906895.74000000",
"pct": "2.360008342947",
"asset_cat": "ABS-O",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
}
]
},
"usmsx": {
"sym": "usmsx",
"name": "JPMorgan Ultra-Short Municipal Fund",
"t5": 2.852848345912237,
"r2": 0.21589393141546254,
"cik": "0001659326",
"src": "interactive NPORT XML (exact series match)",
"soi_url": "https://www.sec.gov/Archives/edgar/data/1659326/000207169126017013/primary_doc.xml",
"as_of": "2026-07-28",
"net_assets": 2620335239.42,
"n_positions": 1092,
"categories": [],
"buckets": [
{
"name": "Municipal bond",
"value": 1807681632.2500002,
"pct": 66.493445020356
},
{
"name": "Cash/MMF (short-term)",
"value": 910732577.04,
"pct": 33.50022783839478
},
{
"name": "Derivative / hedge",
"value": 172008.79,
"pct": 0.006327141249229208
}
],
"top": [
{
"name": "JPMorgan Institutional Tax Free Money Market Fund",
"title": "JPMorgan Institutional Tax Free Money Market Fund, Class IM",
"val_usd": "340163902.17000000",
"pct": "12.98169398528",
"asset_cat": "STIV",
"issuer_cat": "RF",
"country": "US",
"profile": "Long"
},
{
"name": "Pennsylvania Turnpike Commission",
"title": "Pennsylvania Turnpike Commission, Series 2020",
"val_usd": "35000000.00000000",
"pct": "1.335706953578",
"asset_cat": "STIV",
"issuer_cat": "MUN",
"country": "US",
"profile": "Long"
},
{
"name": "Rib Floater Trust Various States",
"title": "RIB Floater Trust Various States, Series 2022-046",
"val_usd": "31410000.00000000",
"pct": "1.198701583197",
"asset_cat": "STIV",
"issuer_cat": "MUN",
"country": "US",
"profile": "Long"
},
{
"name": "Black Belt Energy Gas District",
"title": "Black Belt Energy Gas District, Gas Supply, Series 2022, Subseries D-2",
"val_usd": "25558208.31000000",
"pct": "0.975379330304",
"asset_cat": "STIV",
"issuer_cat": "MUN",
"country": "US",
"profile": "Long"
},
{
"name": "City of New York NY",
"title": "City of New York, Fiscal Year 2014, Series 2014I, Subseries I-3",
"val_usd": "25000000.00000000",
"pct": "0.954076395413",
"asset_cat": "STIV",
"issuer_cat": "MUN",
"country": "US",
"profile": "Long"
},
{
"name": "New York City Transitional Finance Authority Future Tax Secured Revenue",
"title": "New York City Transitional Finance Authority, Future Tax Secured, Fiscal Year 2019, Series Subseries B-5",
"val_usd": "25000000.00000000",
"pct": "0.954076395413",
"asset_cat": "STIV",
"issuer_cat": "MUN",
"country": "US",
"profile": "Long"
},
{
"name": "Ohio State University (The)",
"title": "Ohio State University (The), Series 2023A-1",
"val_usd": "25000000.00000000",
"pct": "0.954076395413",
"asset_cat": "STIV",
"issuer_cat": "MUN",
"country": "US",
"profile": "Long"
},
{
"name": "Township of Woodbridge NJ",
"title": "Township of Woodbridge",
"val_usd": "22103402.20000000",
"pct": "0.843533371893",
"asset_cat": "DBT",
"issuer_cat": "MUN",
"country": "US",
"profile": "Long"
},
{
"name": "Fairfax County Industrial Development Authority",
"title": "Fairfax County Industrial Development Authority, Virginia Health Care, Inova Health System Project, Series 2018C",
"val_usd": "22000000.00000000",
"pct": "0.839587227963",
"asset_cat": "STIV",
"issuer_cat": "MUN",
"country": "US",
"profile": "Long"
},
{
"name": "Croton-Harmon Union Free School District",
"title": "Croton-Harmon Union Free School District, Series 2025A",
"val_usd": "20017292.00000000",
"pct": "0.763921031891",
"asset_cat": "DBT",
"issuer_cat": "MUN",
"country": "US",
"profile": "Long"
}
]
},
"btmix": {
"sym": "btmix",
"name": "Baird Short-Term Municipal Bond Fund",
"t5": 2.83207932835309,
"r2": 0.39843149457427673,
"cik": "0001282693",
"src": "interactive NPORT XML (exact series match)",
"soi_url": "https://www.sec.gov/Archives/edgar/data/1282693/000119312526351309/primary_doc.xml",
"as_of": "2026-08-14",
"net_assets": 2358029467.45,
"n_positions": 1832,
"categories": [],
"buckets": [
{
"name": "Municipal bond",
"value": 2250848404.930001,
"pct": 95.74215148542707
},
{
"name": "Cash/MMF (short-term)",
"value": 60368758.96,
"pct": 2.5678472404787738
},
{
"name": "US Treasury",
"value": 39731054.849999994,
"pct": 1.690001274094161
}
],
"top": [
{
"name": "Federated Institutional Tax-Fr",
"title": "Federated Institutional Tax-Free Cash Trust",
"val_usd": "60368758.96",
"pct": "2.5601359013",
"asset_cat": "STIV",
"issuer_cat": "RF",
"country": "US",
"profile": "Long"
},
{
"name": "US TREASURY N/B",
"title": "United States Treasury Note/Bond",
"val_usd": "34745703.3",
"pct": "1.4735058989",
"asset_cat": "DBT",
"issuer_cat": "UST",
"country": "US",
"profile": "Long"
},
{
"name": "RURAL WTR FING AGY KY PUBLIC P",
"title": "Rural Water Financing Agency",
"val_usd": "10932051.9",
"pct": "0.4636096389",
"asset_cat": "DBT",
"issuer_cat": "MUN",
"country": "US",
"profile": "Long"
},
{
"name": "PUBLIC FIN AUTH WI REVENUE",
"title": "Public Finance Authority",
"val_usd": "10411039.88",
"pct": "0.4415144095",
"asset_cat": "DBT",
"issuer_cat": "MUN",
"country": "US",
"profile": "Long"
},
{
"name": "TEXAS ST TRANSPRTN COMMISSION",
"title": "Central Texas Turnpike System",
"val_usd": "10323392.23",
"pct": "0.4377974225",
"asset_cat": "DBT",
"issuer_cat": "MUN",
"country": "US",
"profile": "Long"
},
{
"name": "HARRIS CNTY TX CULTURAL EDU FA",
"title": "Harris County Cultural Education Facilities Finance Corp",
"val_usd": "10294295",
"pct": "0.4365634587",
"asset_cat": "DBT",
"issuer_cat": "MUN",
"country": "US",
"profile": "Long"
},
{
"name": "MARYLAND ST",
"title": "State of Maryland",
"val_usd": "9970183",
"pct": "0.4228184227",
"asset_cat": "DBT",
"issuer_cat": "MUN",
"country": "US",
"profile": "Long"
},
{
"name": "SEATTLE WA MUNI LIGHT & PWR RE",
"title": "City of Seattle WA Municipal Light & Power Revenue",
"val_usd": "9785053.45",
"pct": "0.4149673948",
"asset_cat": "DBT",
"issuer_cat": "MUN",
"country": "US",
"profile": "Long"
},
{
"name": "VAN WERT CNTY OH HOSP FACS REV",
"title": "County of Van Wert OH",
"val_usd": "9721585.64",
"pct": "0.4122758335",
"asset_cat": "DBT",
"issuer_cat": "MUN",
"country": "US",
"profile": "Long"
},
{
"name": "NEW YORK CITY NY HSG DEV CORP",
"title": "New York City Housing Development Corp",
"val_usd": "9271235.69",
"pct": "0.3931772617",
"asset_cat": "DBT",
"issuer_cat": "MUN",
"country": "US",
"profile": "Long"
}
]
},
"safex": {
"sym": "safex",
"name": "Ultra Short Government Fund",
"t5": 2.73973011918959,
"r2": 0.23293188964462308,
"cik": "0001257927",
"src": "interactive NPORT XML (exact series match)",
"soi_url": "https://www.sec.gov/Archives/edgar/data/1257927/000100472626004071/primary_doc.xml",
"as_of": "2026-05-28",
"net_assets": 116428750.03,
"n_positions": 8,
"categories": [],
"buckets": [
{
"name": "US Treasury",
"value": 102654697.10999998,
"pct": 88.05520763054707
},
{
"name": "Cash/MMF (short-term)",
"value": 13560567.31,
"pct": 11.631991557001433
},
{
"name": "MBS (mortgage-backed)",
"value": 364662.95999999996,
"pct": 0.3128008124514926
}
],
"top": [
{
"name": "United States of America",
"title": "U S TREASURY NOTE",
"val_usd": "33955173.04000000",
"pct": "29.16390756686",
"asset_cat": "DBT",
"issuer_cat": "UST",
"country": "US",
"profile": "Long"
},
{
"name": "United States of America",
"title": "U S TREASURY NOTE",
"val_usd": "31998214.08000000",
"pct": "27.48308649861",
"asset_cat": "DBT",
"issuer_cat": "UST",
"country": "US",
"profile": "Long"
},
{
"name": "United States of America",
"title": "UNITED STATES TREASURY BILL",
"val_usd": "19884977.20000000",
"pct": "17.07909532214",
"asset_cat": "DBT",
"issuer_cat": "UST",
"country": "US",
"profile": "Long"
},
{
"name": "JPMorgan Trust II: JPMorgan US Government Money Market Fund; Institutional Shares",
"title": "JPMORGAN US GOVT MMKT L",
"val_usd": "13560567.31000000",
"pct": "11.64709516034",
"asset_cat": "STIV",
"issuer_cat": "RF",
"country": "US",
"profile": "Long"
},
{
"name": "United States of America",
"title": "U S TREASURY BILL",
"val_usd": "9825496.00000000",
"pct": "8.439063373495",
"asset_cat": "DBT",
"issuer_cat": "UST",
"country": "US",
"profile": "Long"
},
{
"name": "United States of America",
"title": "UNITED STATES TREASURY BILL",
"val_usd": "6990836.79000000",
"pct": "6.004390486197",
"asset_cat": "DBT",
"issuer_cat": "UST",
"country": "US",
"profile": "Long"
},
{
"name": "NMEF FUNDING LLC",
"title": "NMEF FUNDING LLC",
"val_usd": "345527.11000000",
"pct": "0.296771295673",
"asset_cat": "ABS-MBS",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "CFMT TRUST",
"title": "CFMT 2021 AL1 LLC",
"val_usd": "19135.85000000",
"pct": "0.016435674174",
"asset_cat": "ABS-MBS",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
}
]
},
"qcmmrx": {
"sym": "qcmmrx",
"name": "Money Market Account",
"t5": 17.646678252310693,
"r2": 0.08377376968844596,
"cik": "777535",
"error": "weak parse (0 positions)"
},
"mervx": {
"sym": "mervx",
"name": "The Merger Fund VL",
"t5": 2.715002279438883,
"r2": 0.4361465179203142,
"cik": "0001208133",
"src": "interactive NPORT XML (exact series match)",
"soi_url": "https://www.sec.gov/Archives/edgar/data/1208133/000094040026022206/primary_doc.xml",
"as_of": "2026-05-29",
"net_assets": 24000578.41,
"n_positions": 467,
"categories": [],
"buckets": [
{
"name": "Equity (common)",
"value": 17898957.8,
"pct": 79.3862517714366
},
{
"name": "Cash/MMF (short-term)",
"value": 2850159.21,
"pct": 12.641152583405658
},
{
"name": "Corporate bond",
"value": 1676992.3299999998,
"pct": 7.437870786429144
},
{
"name": "Loan (leveraged/private credit)",
"value": 62314.88,
"pct": 0.2763817205483807
},
{
"name": "Derivative / hedge",
"value": 58247.77999999997,
"pct": 0.25834313818021554
}
],
"top": [
{
"name": "Goldman Sachs Trust",
"title": "Goldman Sachs Trust SQR TRY IN FST",
"val_usd": "2450000.00000000",
"pct": "10.20808731417",
"asset_cat": "STIV",
"issuer_cat": "RF",
"country": "US",
"profile": "Long"
},
{
"name": "Endeavor Group Holdings Inc",
"title": "Endeavor Group Holdings Inc CL A COM",
"val_usd": "1697496.80000000",
"pct": "7.072732877524",
"asset_cat": "EC",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "Electronic Arts Inc.",
"title": "Electronic Arts Inc. COM",
"val_usd": "1310476.36000000",
"pct": "5.460186573895",
"asset_cat": "EC",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "Norfolk Southern Corporation",
"title": "Norfolk Southern Corporation COM",
"val_usd": "1262513.00000000",
"pct": "5.260344056849",
"asset_cat": "EC",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "Webster Financial Corp.",
"title": "Webster Financial Corp. COM",
"val_usd": "1051365.90000000",
"pct": "4.380585676059",
"asset_cat": "EC",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "Chart Industries Inc",
"title": "Chart Industries Inc COM",
"val_usd": "969037.25000000",
"pct": "4.037557901505",
"asset_cat": "EC",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "Unifirst Corp",
"title": "Unifirst Corp COM",
"val_usd": "527584.23000000",
"pct": "2.198214647111",
"asset_cat": "EC",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "Clearwater Analytics Holdings Inc",
"title": "Clearwater Analytics Holdings Inc CL A",
"val_usd": "504951.15000000",
"pct": "2.103912419834",
"asset_cat": "EC",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "Altaba Inc Escrow",
"title": "Altaba Inc Escrow",
"val_usd": "469863.45000000",
"pct": "1.957717193199",
"asset_cat": "EC",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "Coterra Energy Inc",
"title": "Coterra Energy Inc COM",
"val_usd": "460896.24000000",
"pct": "1.920354718651",
"asset_cat": "EC",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
}
]
},
"aguax": {
"sym": "aguax",
"name": "American Beacon Developing World Income Fund",
"t5": 3.7094764842587873,
"r2": 0.4738017066356359,
"cik": "0000809593",
"src": "interactive NPORT XML (exact series match)",
"soi_url": "https://www.sec.gov/Archives/edgar/data/809593/000141036826067719/primary_doc.xml",
"as_of": "2026-06-26",
"net_assets": 1686076598.57,
"n_positions": 413,
"categories": [],
"buckets": [
{
"name": "Foreign sovereign",
"value": 1215174471.2100003,
"pct": 73.20431145076732
},
{
"name": "Cash/MMF (short-term)",
"value": 189183734.94,
"pct": 11.39677090169371
},
{
"name": "Structured note",
"value": 174391357.27999997,
"pct": 10.50565127486205
},
{
"name": "Corporate bond",
"value": 81873369.80000001,
"pct": 4.9322001114745975
},
{
"name": "Derivative / hedge",
"value": -646290.97,
"pct": -0.03893373879767955
}
],
"top": [
{
"name": "American Beacon U.S. Government Money Market",
"title": "American Beacon U.S. Government Money Market Fund",
"val_usd": "187933734.94000000",
"pct": "11.14621572349",
"asset_cat": "STIV",
"issuer_cat": "RF",
"country": "US",
"profile": "Long"
},
{
"name": "REPUBLIC OF GHANA",
"title": "Ghana Government International Bonds",
"val_usd": "28583221.16000000",
"pct": "1.695250452099",
"asset_cat": "DBT",
"issuer_cat": "NUSS",
"country": "GH",
"profile": "Long"
},
{
"name": "REPUBLIC OF SURINAME INT",
"title": "Suriname Government International Bonds",
"val_usd": "22631590.80000000",
"pct": "1.342263502096",
"asset_cat": "DBT",
"issuer_cat": "NUSS",
"country": "SR",
"profile": "Long"
},
{
"name": "Argentina Republic Government International Bonds",
"title": "Argentina Republic Government International Bonds",
"val_usd": "22576617.08000000",
"pct": "1.339003049988",
"asset_cat": "DBT",
"issuer_cat": "NUSS",
"country": "AR",
"profile": "Long"
},
{
"name": "KENYA INFRASTUCTURE BOND",
"title": "Republic of Kenya Infrastructure Bonds",
"val_usd": "21937840.59000000",
"pct": "1.301117672151",
"asset_cat": "DBT",
"issuer_cat": "NUSS",
"country": "KE",
"profile": "Long"
},
{
"name": "Ecuador Government International Bonds",
"title": "Ecuador Government International Bonds",
"val_usd": "20656146.50000000",
"pct": "1.225101310196",
"asset_cat": "DBT",
"issuer_cat": "NUSS",
"country": "EC",
"profile": "Long"
},
{
"name": "Angola Government International Bonds",
"title": "Angola Government International Bonds",
"val_usd": "20232737.30000000",
"pct": "1.199989212658",
"asset_cat": "DBT",
"issuer_cat": "NUSS",
"country": "AO",
"profile": "Long"
},
{
"name": "IVORY COAST",
"title": "Ivory Coast Government International Bonds",
"val_usd": "19241909.13000000",
"pct": "1.141223900878",
"asset_cat": "DBT",
"issuer_cat": "NUSS",
"country": "CI",
"profile": "Long"
},
{
"name": "KYRGYZ REP INTL BOND",
"title": "Kyrgyz Republic International Bonds",
"val_usd": "18527343.43000000",
"pct": "1.098843519073",
"asset_cat": "DBT",
"issuer_cat": "NUSS",
"country": "KG",
"profile": "Long"
},
{
"name": "Angola Government International Bonds",
"title": "Angola Government International Bonds",
"val_usd": "17638623.22000000",
"pct": "1.046134157544",
"asset_cat": "DBT",
"issuer_cat": "NUSS",
"country": "AO",
"profile": "Long"
}
]
},
"dmszx": {
"sym": "dmszx",
"name": "Destinations Multi Strategy Alternatives Fund",
"t5": 3.4731356626798315,
"r2": 0.6523281373152823,
"cik": "0001688680",
"src": "interactive NPORT XML (exact series match)",
"soi_url": "https://www.sec.gov/Archives/edgar/data/1688680/000100371526002697/primary_doc.xml",
"as_of": "2026-07-20",
"net_assets": 554623515.88,
"n_positions": 59,
"categories": [],
"buckets": [
{
"name": "Equity (common)",
"value": 177461564.93,
"pct": 37.85884815047809
},
{
"name": "CLO (collateralized debt)",
"value": 169415804.79000005,
"pct": 36.142402048385065
},
{
"name": "Fund/ETF holdings",
"value": 115415730.57,
"pct": 24.62227029018752
},
{
"name": "Derivative / hedge",
"value": 6452182.78,
"pct": 1.3764795109493322
}
],
"top": [
{
"name": "JPMORGAN STRAT INC OPP-R6",
"title": "JPMORGAN STRATEGIC INCOME OPPORTUNITIES FUND CL R6 0.00000000",
"val_usd": "115415730.57000000",
"pct": "20.80974341430",
"asset_cat": "EC",
"issuer_cat": "RF",
"country": "US",
"profile": "Long"
},
{
"name": "ISHARES MSCI USA MIN VOL FAC",
"title": "ISHARES MSCI USA MIN VOL FACTOR ETF 0.00000000",
"val_usd": "86381941.80000000",
"pct": "15.57487905339",
"asset_cat": "EC",
"issuer_cat": "PF",
"country": "US",
"profile": "Long"
},
{
"name": "ISHARES AAA CLO ACT ETF-USDI",
"title": "ISHARES AAA CLO ACTIVE ETF CL USD INC 0.00000000",
"val_usd": "50222340.00000000",
"pct": "9.055212871800",
"asset_cat": "EC",
"issuer_cat": "PF",
"country": "US",
"profile": "Long"
},
{
"name": "FRANKLIN SYSTEMATIC STYLE PR",
"title": "FRANKLIN SYSTEMATIC STYLE PREMIA ETF CL USD INC 0.00000000",
"val_usd": "40857283.13000000",
"pct": "7.366669814779",
"asset_cat": "EC",
"issuer_cat": "PF",
"country": "US",
"profile": "Long"
},
{
"name": "HAROT 2026-1 A 3.71% 09/21/27",
"title": "HONDA AUTO RECEIVABLES 2026-1 OWNER TRUST SER 2026-1 CL A2A REGD 3.71000000",
"val_usd": "13966762.60000000",
"pct": "2.518242050707",
"asset_cat": "ABS-CBDO",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "CRVNA 2026-P1 A 4.1% 11/10/27",
"title": "CARVANA AUTO RECEIVABLES TRUST 2026-P1 SER 2026-P1 CL A2 REGD 4.10000000",
"val_usd": "11488421.80000000",
"pct": "2.071391037535",
"asset_cat": "ABS-CBDO",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "JPMBB 2015-C3 3.984% 09/15/25",
"title": "JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C32 SER 2015-C32 CL AS REGD 3.98440000",
"val_usd": "8275042.58000000",
"pct": "1.492010768218",
"asset_cat": "ABS-CBDO",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "WFCM 2017-RB1 3.635% 03/15/27",
"title": "WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-RB1 SER 2017-RB1 CL A5 REGD 3.63500000",
"val_usd": "7981496.50000000",
"pct": "1.439083679554",
"asset_cat": "ABS-CBDO",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "CAS 2019-HRP1 B1 V/R 11/25/39",
"title": "CONNECTICUT AVENUE SECURITIES TRUST 2019-HRP1 SER 2019-HRP1 CL B1 V/R REGD 144A P/P 12.97658000",
"val_usd": "7489898.91000000",
"pct": "1.350447410819",
"asset_cat": "ABS-CBDO",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "CSAIL 2017-CX10 V/R 11/15/27",
"title": "CSAIL 2017-CX10 COMMERCIAL MORTGAGE TRUST SER 2017-CX10 CL AS V/R REGD 3.66980000",
"val_usd": "7450296.68000000",
"pct": "1.343307030207",
"asset_cat": "ABS-CBDO",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
}
]
},
"anglx": {
"sym": "anglx",
"name": "Angel Oak Multi-Strategy Income Fund",
"t5": 2.353689236783684,
"r2": 0.35983877339527326,
"cik": "0001612930",
"src": "interactive NPORT XML (exact series match)",
"soi_url": "https://www.sec.gov/Archives/edgar/data/1612930/000119312526285138/primary_doc.xml",
"as_of": "2026-06-26",
"net_assets": 2491427973.68,
"n_positions": 1017,
"categories": [],
"buckets": [
{
"name": "MBS (mortgage-backed)",
"value": 1629022049.6699991,
"pct": 63.31803909244475
},
{
"name": "ABS other (CLO/CMBS/AB)",
"value": 327331324.31,
"pct": 12.722957060673842
},
{
"name": "Corporate bond",
"value": 293733653.2600001,
"pct": 11.41705782536887
},
{
"name": "CLO (collateralized debt)",
"value": 191263450.96,
"pct": 7.434169885726502
},
{
"name": "Cash/MMF (short-term)",
"value": 42858824.46,
"pct": 1.6658686253904575
},
{
"name": "Fund/ETF holdings",
"value": 42273814.1,
"pct": 1.6431300081621218
},
{
"name": "Equity (common)",
"value": 25147224.67,
"pct": 0.9774410082688
},
{
"name": "Preferred stock",
"value": 14020998.02,
"pct": 0.5449785660822049
},
{
"name": "Structured note",
"value": 7846783.4399999995,
"pct": 0.30499460747294155
},
{
"name": "Derivative / hedge",
"value": -5482582.26,
"pct": -0.21310107983900378
},
{
"name": "Loan (leveraged/private credit)",
"value": 4745828.83,
"pct": 0.18446440024852012
}
],
"top": [
{
"name": "HELIOS 2024-1",
"title": "HELIOS 2024-1",
"val_usd": "69265659.190000000000",
"pct": "2.7801590061",
"asset_cat": "ABS-MBS",
"issuer_cat": "USGSE",
"country": "US",
"profile": "Long"
},
{
"name": "First American Government Obli",
"title": "First American Government Obligations Fund",
"val_usd": "42858824.460000000000",
"pct": "1.7202513945",
"asset_cat": "STIV",
"issuer_cat": "RF",
"country": "US",
"profile": "Long"
},
{
"name": "Goldman Sachs Mortgage Pass-Th",
"title": "Goldman Sachs Mortgage Pass-Through Trust 2022-1",
"val_usd": "36618512.680000000000",
"pct": "1.4697801047",
"asset_cat": "ABS-MBS",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "Saluda Grade Alternative Mortg",
"title": "Saluda Grade Alternative Mortgage Trust 2022-SEQ2",
"val_usd": "35737863.200000000000",
"pct": "1.4344329267",
"asset_cat": "ABS-MBS",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "Freddie Mac",
"title": "Freddie Mac Pool",
"val_usd": "26805106.790000000000",
"pct": "1.0758933059",
"asset_cat": "ABS-MBS",
"issuer_cat": "USGSE",
"country": "US",
"profile": "Long"
},
{
"name": "Invesco Senior Loan ETF",
"title": "Invesco Senior Loan ETF",
"val_usd": "26387079.180000000000",
"pct": "1.0591146707",
"asset_cat": "EC",
"issuer_cat": "RF",
"country": "US",
"profile": "Long"
},
{
"name": "DSLA Mortgage Loan Trust",
"title": "DSLA Mortgage Loan Trust 2007-AR1",
"val_usd": "23967408.060000000000",
"pct": "0.9619948204",
"asset_cat": "ABS-MBS",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "Fannie Mae",
"title": "Fannie Mae Pool",
"val_usd": "19352568.470000000000",
"pct": "0.7767661227",
"asset_cat": "ABS-MBS",
"issuer_cat": "USGSE",
"country": "US",
"profile": "Long"
},
{
"name": "Fannie Mae",
"title": "Fannie Mae Pool",
"val_usd": "19243824.950000000000",
"pct": "0.7724014161",
"asset_cat": "ABS-MBS",
"issuer_cat": "USGSE",
"country": "US",
"profile": "Long"
},
{
"name": "Fannie Mae",
"title": "Fannie Mae Pool",
"val_usd": "18473724.030000000000",
"pct": "0.7414913947",
"asset_cat": "ABS-MBS",
"issuer_cat": "USGSE",
"country": "US",
"profile": "Long"
}
]
},
"femdx": {
"sym": "femdx",
"name": "Franklin Emerging Market Debt Opportunities Fund",
"t5": 3.003233030193939,
"r2": 0.4701325834398513,
"cik": "0001124459",
"src": "interactive NPORT XML (exact series match)",
"soi_url": "https://www.sec.gov/Archives/edgar/data/1124459/000207169126014416/primary_doc.xml",
"as_of": "2026-06-24",
"net_assets": 147334967.9,
"n_positions": 173,
"categories": [],
"buckets": [
{
"name": "Foreign sovereign",
"value": 114507623.41999999,
"pct": 78.92283346734492
},
{
"name": "Corporate bond",
"value": 21245125.689999998,
"pct": 14.642916050005306
},
{
"name": "Cash/MMF (short-term)",
"value": 7164427.949999999,
"pct": 4.937985237128602
},
{
"name": "Other",
"value": 2299153.8,
"pct": 1.5846607156246335
},
{
"name": "Derivative / hedge",
"value": -155479.39999999997,
"pct": -0.10716207731248281
},
{
"name": "Equity (common)",
"value": 27228.11,
"pct": 0.018766607209011528
},
{
"name": "Structured note",
"value": 0.0,
"pct": 0.0
}
],
"top": [
{
"name": "Franklin Institutional U.S. Government Money Market Fund",
"title": "Franklin Institutional U.S. Government Money Market Fund",
"val_usd": "6371499.21000000",
"pct": "4.324498997634",
"asset_cat": "STIV",
"issuer_cat": "RF",
"country": "US",
"profile": "Long"
},
{
"name": "Republic of El Salvador",
"title": "El Salvador Government Bond",
"val_usd": "2983520.00000000",
"pct": "2.024991108712",
"asset_cat": "DBT",
"issuer_cat": "NUSS",
"country": "SV",
"profile": "Long"
},
{
"name": "Federative Republic of Brazil Bond",
"title": "Brazil Government Bond",
"val_usd": "2883582.06000000",
"pct": "1.957160680251",
"asset_cat": "DBT",
"issuer_cat": "NUSS",
"country": "BR",
"profile": "Long"
},
{
"name": "Federal Democratic Republic of Ethiopia",
"title": "Ethiopia Government Bond",
"val_usd": "2780952.21000000",
"pct": "1.887503183824",
"asset_cat": "DBT",
"issuer_cat": "NUSS",
"country": "ET",
"profile": "Long"
},
{
"name": "Republic of Cote d'Ivoire",
"title": "Ivory Coast Government Bond",
"val_usd": "2772787.59000000",
"pct": "1.881961648019",
"asset_cat": "DBT",
"issuer_cat": "NUSS",
"country": "CI",
"profile": "Long"
},
{
"name": "Republic of Turkiye (The)",
"title": "Turkiye Government Bond",
"val_usd": "2659355.57000000",
"pct": "1.804972443340",
"asset_cat": "DBT",
"issuer_cat": "NUSS",
"country": "TR",
"profile": "Long"
},
{
"name": "United Mexican States",
"title": "Mexican Bonos Desarr Fixed Rate, Series M",
"val_usd": "2618251.94000000",
"pct": "1.777074361448",
"asset_cat": "DBT",
"issuer_cat": "NUSS",
"country": "MX",
"profile": "Long"
},
{
"name": "Saderea DAC",
"title": "Saderea DAC",
"val_usd": "2423905.66000000",
"pct": "1.645166585060",
"asset_cat": "DBT",
"issuer_cat": "CORP",
"country": "IE",
"profile": "Long"
},
{
"name": "Bolivarian Republic of Venezuela",
"title": "Venezuela Government Bond",
"val_usd": "2299153.80000000",
"pct": "1.560494316298",
"asset_cat": null,
"issuer_cat": "CORP",
"country": "VE",
"profile": "Long"
},
{
"name": "Republic of South Africa",
"title": "South Africa Government Bond",
"val_usd": "2252526.39000000",
"pct": "1.528847104055",
"asset_cat": "DBT",
"issuer_cat": "NUSS",
"country": "ZA",
"profile": "Long"
}
]
},
"lpxax": {
"sym": "lpxax",
"name": "Cohen & Steers Low Duration Preferred & Income Fund,Inc.",
"t5": 2.570447332198512,
"r2": 0.7042879123393957,
"cik": "0001652200",
"src": "interactive NPORT XML (exact series match)",
"soi_url": "https://www.sec.gov/Archives/edgar/data/1652200/000141036826065480/primary_doc.xml",
"as_of": "2026-06-24",
"net_assets": 1928351633.32,
"n_positions": 253,
"categories": [],
"buckets": [
{
"name": "Corporate bond",
"value": 1676066109.8199997,
"pct": 87.66235207177276
},
{
"name": "Debt",
"value": 116349916.41999997,
"pct": 6.085384864578369
},
{
"name": "Preferred stock",
"value": 76443370.56,
"pct": 3.998175026821216
},
{
"name": "US agency",
"value": 28071344.689999998,
"pct": 1.4681999038851428
},
{
"name": "Cash/MMF (short-term)",
"value": 14833480.98,
"pct": 0.7758272925513385
},
{
"name": "Derivative / hedge",
"value": 192358.90000000002,
"pct": 0.010060840391164455
}
],
"top": [
{
"name": "TRUIST FINANCIAL CORP",
"title": "Truist Financial Corp",
"val_usd": "31296921.57000000",
"pct": "1.622988309249",
"asset_cat": "DBT",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "CITIGROUP INC",
"title": "Citigroup Inc",
"val_usd": "26284710.14000000",
"pct": "1.363066241956",
"asset_cat": "DBT",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "UBS GROUP AG",
"title": "UBS Group AG",
"val_usd": "24580072.00000000",
"pct": "1.274667523043",
"asset_cat": "DBT",
"issuer_cat": "CORP",
"country": "CH",
"profile": "Long"
},
{
"name": "ROYAL BANK OF CANADA",
"title": "Royal Bank of Canada",
"val_usd": "24474720.33000000",
"pct": "1.269204221216",
"asset_cat": "DBT",
"issuer_cat": "CORP",
"country": "CA",
"profile": "Long"
},
{
"name": "TRANSCANADA TRUST",
"title": "Transcanada Trust",
"val_usd": "24234551.63000000",
"pct": "1.256749609938",
"asset_cat": "DBT",
"issuer_cat": "CORP",
"country": "CA",
"profile": "Long"
},
{
"name": "ENBRIDGE INC",
"title": "Enbridge Inc",
"val_usd": "23891904.70000000",
"pct": "1.238980707002",
"asset_cat": "DBT",
"issuer_cat": "CORP",
"country": "CA",
"profile": "Long"
},
{
"name": "HSBC HOLDINGS PLC",
"title": "HSBC Holdings PLC",
"val_usd": "23677994.00000000",
"pct": "1.227887776838",
"asset_cat": "DBT",
"issuer_cat": "CORP",
"country": "GB",
"profile": "Long"
},
{
"name": "CITIGROUP INC",
"title": "Citigroup Inc",
"val_usd": "22742160.02000000",
"pct": "1.179357521057",
"asset_cat": "DBT",
"issuer_cat": "CORP",
"country": "US",
"profile": "Long"
},
{
"name": "EMERA INC",
"title": "Emera Inc",
"val_usd": "21187900.53000000",
"pct": "1.098757102381",
"asset_cat": "DBT",
"issuer_cat": "CORP",
"country": "CA",
"profile": "Long"
},
{
"name": "TORONTO-DOMINION BANK",
"title": "Toronto-Dominion Bank/The",
"val_usd": "21024463.00000000",
"pct": "1.090281597853",
"asset_cat": "DBT",
"issuer_cat": "CORP",
"country": "CA",
"profile": "Long"
}
]
}
}
Reference in New Issue View Git Blame Copy Permalink