CARY holdings

Computed by this site from the fund's SEC Form N-PORT filing; what the measure does not tell you · every fund in one table · hold it with other funds? X-ray the mix. Pricing: 3.55% at a quoted market price (level 1), 13 issuer countries.

The largest line in CARY's filing is not a stock but First American Government Obligations Fund, a short-term position at 5.19% of net assets. Ten companies are 11.07% of the fund; the other 784 share the rest. Among the 15 mortgage-backed funds measured here, CARY behaves like 296.5 holdings against a median of 157.5 — 1.9 times the median. Across 14 quarterly filings CARY has become less concentrated: it behaved like 65.2 at 2023-01-31 and 175.5 at 2026-04-30. Between the 2026-01-31 and 2026-04-30 filings 115 positions were added and 74 dropped; 34.2% of the weight moved. the United States is the largest country at 88.4% of the portfolio, across 13 countries in the filing.

Each sentence is read from the fund's own SEC filing; the class median is computed across the comparable mortgage-backed funds on this site. Nothing here is a view on the fund.

Between 2023-01-31 and 2026-04-30, CARY went from behaving like 65.2 equally weighted positions to 175.5 — 169% more, while its top ten went from 26.87% to 14.26% of net assets. Read across the funds on the concentration-over-time table.

One row per filed reporting period, newest first, read from EDGAR. Quarterly because that is the public filing cadence. Rows marked * are published but held out of the comparison above; the methodology page says when and why.

The 15 largest of 794 positions in CARY's Form N-PORT, weight as a share of net assets, securities-lending collateral excluded. Every position, every quarter: CARY.csv.gz.

Share of CARY's own investments by the issuer country the filer reported (incorporation, not revenue). Each country links to every fund that holds it.

Monthly total returns from Item B.5 of CARY's own filings, 42 months on record. Not computed here and not from a price feed.

Cross-checked against a series computed separately from prices: median difference — percentage points over 0 months, which is roughly the distributions. Every month with the filing it came from: CARY.json · all funds.

657 positions became 698: 115 added (29.7% of the fund at the later date), 74 dropped (17.1% at the earlier date). Half the sum of all weight changes, a turnover proxy: 34.2%. Positions are matched on identifiers, so a security whose identifier changed shows as one drop and one add. Every filing of CARY compared this way, as a feed: changes.xml · all funds: filings received.

New: Freddie Mac (1.41%), FHLMC Multifamily Structured P (1.37%), FHLMC Multifamily Structured P (0.91%), Freddie Mac (0.81%), Vista Point Securitization Tru (0.66%), Saluda Grade Alternative Mortg (0.64%). Gone: iShares Broad USD High Yield C (1.39%), FHLMC Multifamily Structured P (1.32%), FHLMC Multifamily Structured P (1.21%), Sycamore Tree CLO Ltd (0.77%), Sequoia Mortgage Trust (0.72%), FHLMC Multifamily Structured P (0.60%).

3.5% of CARY is carried at a quoted market price (fair-value level 1); 0.1% at level 3, priced from the filer's own inputs. Categories and levels are the filer's, from Form N-PORT; what a low level-1 share does and does not mean is in the measure's page.

A position count cannot describe a fund that uses derivatives, because a swap is filed at its unrealised gain, not its exposure. These are the notionals the fund itself reported, against net assets of $1.10B. Notional of an interest-rate or currency swap is not equity exposure.

Full detail for every fund that files derivatives: leverage.json (CC BY 4.0).

Every measured mortgage-backed fund lined up by how many holdings it behaves like; these sit either side of CARY (296.5). Same filings, same arithmetic. Position in this list says nothing about which fund is better.