1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-05-28
1 class of this one portfolio · 1 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000144728 | TOTL | LINKEDSEC_TICKER | TOTLState Street DoubleLine Total Return Tactic… | ETF |
N-PORT Item C.4.a
as filed
N-PORT Item C.4.b
1,654 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| Freddie Mac Freddie Mac Non Gold Pool | — | 31288QPQ7 US31288QPQ72 | ABS-MBS USGSE |
| $8.43M |
| 0.201% |
| US |
| Government National Mortgage Association | — | 38381DQY9 US38381DQY93 | ABS-MBS USGA | 121,120,105.7 PA | $8.40M | 0.201% | US |
| Fannie Mae Fannie Mae Pool | — | 3140HWKW1 US3140HWKW16 | ABS-MBS USGSE | 10,034,000 PA | $8.18M | 0.195% | US |
| Government National Mortgage Association | — | 38382GS60 US38382GS601 | ABS-MBS USGA | 45,761,441.25 PA | $8.08M | 0.193% | US |
| Fannie Mae Fannie Mae Pool | — | 3140NU2Q1 US3140NU2Q14 | ABS-MBS USGSE | 8,013,826.12 PA | $8.00M | 0.191% | US |
| Progress Residential Trust | — | 74333HAA3 US74333HAA32 | ABS-O CORP | 7,919,592.51 PA | $7.85M | 0.188% | US |
| Fannie Mae Fannie Mae Pool | — | 3138EQB35 US3138EQB352 | ABS-MBS USGSE | 8,488,670.33 PA | $7.79M | 0.186% | US |
| Fannie Mae Fannie Mae REMICS | — | 3136BD5W4 US3136BD5W46 | ABS-MBS USGSE | 9,220,413.16 PA | $7.72M | 0.184% | US |
| Freddie Mac Freddie Mac Pool | — | 3133KYWX3 US3133KYWX39 | ABS-MBS USGSE | 8,319,732.61 PA | $7.68M | 0.183% | US |
| Fannie Mae Fannie Mae Pool | — | 3140NU2T5 US3140NU2T52 | ABS-MBS USGSE | 7,511,351.28 PA | $7.49M | 0.179% | US |
| Freddie Mac Freddie Mac REMICS | — | 3137H3CT7 US3137H3CT74 | ABS-MBS USGSE | 12,308,354.41 PA | $7.46M | 0.178% | US |
| Merrill Lynch Mortgage Investors Trust Merrill Lynch Mortgage Investors Trust Series… | — | 59020U6H3 US59020U6H36 | ABS-O CORP | 30,712,676.78 PA | $7.38M | 0.176% | US |
| Fannie Mae Fannie Mae REMICS | — | 3136BQEC9 US3136BQEC91 | ABS-MBS USGSE | 36,404,323.84 PA | $7.29M | 0.174% | US |
| Fannie Mae Fannie Mae Pool | — | 3140FXMA7 US3140FXMA78 | ABS-MBS USGSE | 7,992,914.32 PA | $7.28M | 0.174% | US |
| Freddie Mac Freddie Mac Gold Pool | — | 3132FCDW2 US3132FCDW29 | ABS-MBS USGSE | 7,715,789.2 PA | $7.04M | 0.168% | US |
| Freddie Mac Freddie Mac Gold Pool | — | 3132QPCJ1 US3132QPCJ11 | ABS-MBS USGSE | 7,450,919.81 PA | $6.95M | 0.166% | US |
| CIM Trust CIM Trust 2023-R4 | — | 12569UAA9 US12569UAA97 | ABS-MBS CORP | 6,800,044.27 PA | $6.85M | 0.164% | US |
| Freddie Mac Freddie Mac Pool | — | 3132DTGF1 US3132DTGF12 | ABS-MBS USGSE | 6,703,722.74 PA | $6.82M | 0.163% | US |
| Fannie Mae Fannie Mae Pool | — | 3140QQCK9 US3140QQCK90 | ABS-MBS USGSE | 6,831,631.72 PA | $6.78M | 0.162% | US |
| Fannie Mae Fannie Mae Pool | — | 3140W2BF7 US3140W2BF75 | ABS-MBS USGSE | 7,918,895 PA | $6.77M | 0.162% | US |
| AMSR Trust AMSR 2023-SFR2 Trust | — | 00178YAA9 US00178YAA91 | ABS-O CORP | 6,800,000 PA | $6.70M | 0.160% | US |
| Government National Mortgage Association | — | 38379XN89 US38379XN892 | ABS-MBS USGA | 7,668,336.94 PA | $6.64M | 0.158% | US |
| Freddiemac Strip Freddie Mac Strips | — | 3132HT3B0 US3132HT3B03 | ABS-MBS USGSE | 6,953,257.8 PA | $6.41M | 0.153% | US |
| BRAVO Residential Funding Trust BRAVO Residential Funding Trust 2023-NQM4 | — | 10569YAA5 US10569YAA55 | ABS-MBS CORP | 6,377,075.48 PA | $6.37M | 0.152% | US |
| Fannie Mae Fannie Mae REMICS | — | 3136B3RY8 US3136B3RY83 | ABS-MBS USGSE | 6,434,400 PA | $6.11M | 0.146% | US |
| Verus Securitization Trust Verus Securitization Trust 2024-9 | — | 92540RAC8 US92540RAC88 | ABS-MBS CORP | 6,084,435.42 PA | $6.10M | 0.146% | US |
| Onslow Bay Financial LLC OBX 2024-NQM12 Trust | — | 67448PAA1 US67448PAA12 | ABS-MBS CORP | 6,016,385.02 PA | $6.03M | 0.144% | US |
| Government National Mortgage Association | — | 38380RVN7 US38380RVN78 | ABS-MBS USGA | 98,340,166.1 PA | $6.00M | 0.143% | US |
| Fannie Mae Fannie Mae REMICS | — | 3136BAR97 US3136BAR972 | ABS-MBS USGSE | 6,617,174.7 PA | $6.00M | 0.143% | US |
| Government National Mortgage Association Ginnie Mae II Pool | — | 3622AA3V4 US3622AA3V46 | ABS-MBS USGA | 6,968,812.7 PA | $5.94M | 0.142% | US |
| Fannie Mae Fannie Mae Pool | — | 3138WJXN3 US3138WJXN30 | ABS-MBS USGSE | 6,574,279.13 PA | $5.93M | 0.142% | US |
| Fannie Mae Fannie Mae Pool | — | 3138ERHQ6 US3138ERHQ62 | ABS-MBS USGSE | 6,523,867.2 PA | $5.89M | 0.141% | US |
| New Residential Mortgage Loan Trust New Residential Mortgage Loan Trust 2025-NQM5 | — | 64832GAF1 US64832GAF19 | ABS-MBS CORP | 5,850,000 PA | $5.88M | 0.140% | US |
| Fannie Mae Fannie Mae REMICS | — | 3136AYQU0 US3136AYQU05 | ABS-MBS USGSE | 5,957,807.7 PA | $5.84M | 0.140% | US |
| Velocity Commercial Capital Loan Trust Velocity Commercial Capital Loan Trust 2025-3 | — | 92262RAA8 US92262RAA86 | ABS-MBS CORP | 5,823,165.83 PA | $5.84M | 0.139% | US |
| Tricon Residential Tricon Residential 2024-SFR3 Trust | — | 89616YAC8 US89616YAC84 | ABS-O CORP | 5,850,000 PA | $5.82M | 0.139% | US |
| Government National Mortgage Association | — | 38383Y6M9 US38383Y6M96 | ABS-MBS USGA | 35,782,188.1 PA | $5.78M | 0.138% | US |
| JP Morgan Mortgage Trust JP Morgan Mortgage Trust Series 2025-NQM5 | — | 46664DAG6 US46664DAG60 | ABS-MBS CORP | 5,738,989.02 PA | $5.69M | 0.136% | US |
| Onslow Bay Financial LLC OBX 2024-NQM18 Trust | — | 673913AD1 US673913AD13 | ABS-MBS CORP | 5,600,000 PA | $5.62M | 0.134% | US |
| SOFI CONSUMER LOAN PROGRAM TRUST SoFi Consumer Loan Program 2025-2 Trust | — | 83407HAB3 US83407HAB33 | ABS-O CORP | 5,500,000 PA | $5.53M | 0.132% | US |
| Home Owner Mortgage Enhanced Securuties Limit… HOMES 2023-NQM1 Trust | — | 43761JAA5 US43761JAA51 | ABS-MBS CORP | 5,532,996.33 PA | $5.52M | 0.132% | US |
| Government National Mortgage Association | — | 38383DAL2 US38383DAL29 | ABS-MBS USGA | 33,840,887.89 PA | $5.46M | 0.130% | US |
| Freddie Mac Freddie Mac REMICS | — | 3137FVDA7 US3137FVDA76 | ABS-MBS USGSE | 5,553,592.54 PA | $5.38M | 0.128% | US |
| Government National Mortgage Association | — | 38383V3N6 US38383V3N60 | ABS-MBS USGA | 32,890,241.69 PA | $5.36M | 0.128% | US |
| Government National Mortgage Association | — | 38383FTG8 US38383FTG80 | ABS-MBS USGA | 32,587,536.62 PA | $5.34M | 0.128% | US |
| Government National Mortgage Association | — | 38383R4A2 US38383R4A21 | ABS-MBS USGA | 45,614,779.8 PA | $5.34M | 0.128% | US |
| Fannie Mae Fannie Mae Pool | — | 3140X8H67 US3140X8H674 | ABS-MBS USGSE | 6,112,549.72 PA | $5.26M | 0.126% | US |
| Chase Auto Owner Trust Chase Auto Owner Trust 2024-5 | — | 16144QAD7 US16144QAD79 | ABS-O CORP | 5,250,000 PA | $5.26M | 0.125% | US |
| Government National Mortgage Association | — | 38381DDS6 US38381DDS62 | ABS-MBS USGA | 83,863,676.35 PA | $5.22M | 0.125% | US |
| Fannie Mae Fannie Mae REMICS | — | 3136BQKG3 US3136BQKG32 | ABS-MBS USGSE | 7,115,634.76 PA | $5.15M | 0.123% | 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 ($4.12B), not of the fund’s net assets ($4.19B). The two differ by cash, derivatives filed with no market value, and rounding.