Portfolio concentration
As of October 31, 2024 · N-PORT
Holdings
198
Top-10 weight
31.14%
Effective holdings
?
The number of equal-weight positions that would produce this portfolio's concentration (1 ÷ Herfindahl index). A 500-stock fund dominated by a few mega-caps might have only ~100 effective holdings.
66
Crowding
?
The value-weighted average number of funds that also own this fund's positions. High = consensus/crowded picks; low = holdings few other funds own.
40.8
Holdings
As of October 31, 2024 · N-PORT| # | Security | Ticker | Shares | Value | % of fund |
|---|---|---|---|---|---|
| 1 | EUROPEAN INVT BK | — | 850,000 | $824.16K | 3.90% |
| 2 | Freddie Mac Pool | — | 699,530 | $694.60K | 3.28% |
| 3 | FNCL UMBS 3.5 RA7258 06-01-52 | — | 746,218 | $668.30K | 3.16% |
| 4 | Freddie Mac Pool | — | 743,885 | $660.61K | 3.12% |
| 5 | FNMA 30YR 2% 02/01/2052#CB3066 | — | 816,277 | $649.31K | 3.07% |
| 6 | FREDDIE MAC POOL FR RA7091 | — | 777,929 | $648.55K | 3.07% |
| 7 | FED HM LN PC POOL RA8521 FR 02/53 FIXED 5 | — | 658,886 | $641.06K | 3.03% |
| 8 | Freddie Mac Pool | — | 724,649 | $628.01K | 2.97% |
| 9 | FNMA 30YR 2.5% 04/01/2052#CB4805 | — | 713,444 | $594.76K | 2.81% |
| 10 | Fannie Mae Pool | — | 497,232 | $468.97K | 2.22% |
| 11 | FN CB4802 | — | 472,124 | $430.93K | 2.04% |
| 12 | FHLMC MULTIFAMILY FHMS KG06 A2 | — | 500,000 | $417.88K | 1.98% |
| 13 | Freddie Mac Multifamily Structured Pass Through Certificates | — | 476,000 | $399.43K | 1.89% |
| 14 | U.S. Treasury Bills | B | 300,000 | $299.31K | 1.41% |
| 15 | BANK OF NY MELLO | — | 300,000 | $298.25K | 1.41% |
| 16 | US BANCORP | — | 300,000 | $298.18K | 1.41% |
| 17 | Merna Reinsurance II Ltd., Series C | 59013MAM | 250,000 | $262.94K | 1.24% |
| 18 | Gateway Re Ltd., Series A | — | 250,000 | $261.58K | 1.24% |
| 19 | Sanders Re III Ltd., Series A | — | 250,000 | $249.88K | 1.18% |
| 20 | KEYBANK NAT ASSN | — | 250,000 | $241.24K | 1.14% |
| 21 | ISPIM 7.8 11/28/53 144A | ISPIM | 200,000 | $230.08K | 1.09% |
| 22 | Fannie Mae Pool | — | 250,000 | $214.95K | 1.02% |
| 23 | SLG Office Trust, Series 2021-OVA, Class A | SLG | 250,000 | $210.46K | 0.99% |
| 24 | VW 5.9 09/12/33 | — | 200,000 | $202.73K | 0.96% |
| 25 | NATWEST GROUP | — | 200,000 | $202.34K | 0.96% |
| 26 | CAISS DESJARDINS | — | 200,000 | $201.78K | 0.95% |
| 27 | UBS Group AG | — | 200,000 | $201.51K | 0.95% |
| 28 | BNP PARIBAS SA 144A 5.125000% 01/13/2029 | — | 200,000 | $200.92K | 0.95% |
| 29 | FR RA5696 | — | 234,707 | $196.18K | 0.93% |
| 30 | AKER BP ASA | — | 175,000 | $178.76K | 0.85% |
| 31 | SUN COMMUNITIES | — | 170,000 | $171.56K | 0.81% |
| 32 | Avolon Holdings Funding Ltd. | — | 150,000 | $154.98K | 0.73% |
| 33 | DAIMLER TRUCK | — | 150,000 | $151.06K | 0.71% |
| 34 | BANK OF NOVA SCOTIA/THE 4.750000% 02/02/2026 | BNS | 150,000 | $150.18K | 0.71% |
| 35 | MERCEDES-BNZ FIN | — | 150,000 | $149.71K | 0.71% |
| 36 | CIGNA GROUP/THE | — | 150,000 | $147.32K | 0.70% |
| 37 | AERCAP IRELAND | — | 150,000 | $143.18K | 0.68% |
| 38 | AERCAP IRELAND | — | 155,000 | $136.28K | 0.64% |
| 39 | S&P GLOBAL INC REGD 5.25000000 | SPGI | 130,000 | $133.17K | 0.63% |
| 40 | Hyundai Capital America | HYNMTR | 120,000 | $126.09K | 0.60% |
| 41 | STAR 2021-SFR1 TRUST STAR 2021 SFR1 A 144A | STAR | 120,784 | $119.80K | 0.57% |
| 42 | Exeter Automobile Receivables Trust 2024-4 | EART | 110,000 | $110.95K | 0.52% |
| 43 | GENERAL MOTORS C | — | 105,000 | $106.66K | 0.50% |
| 44 | JPMORGAN CHASE | — | 108,000 | $106.51K | 0.50% |
| 45 | MORGAN STANLEY | — | 130,000 | $106.01K | 0.50% |
| 46 | ENERGY TRANS | — | 105,000 | $105.78K | 0.50% |
| 47 | FORD MOTOR CO | — | 105,000 | $105.44K | 0.50% |
| 48 | ONEOK INC 6.5% 09/01/2030 144A | OKE | 100,000 | $105.32K | 0.50% |
| 49 | BROADCOM INC | — | 120,000 | $104.73K | 0.50% |
| 50 | BANK OF AMER CRP | — | 120,000 | $104.06K | 0.49% |
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