Portfolio concentration
As of March 31, 2026 · N-PORT
Holdings
203
Top-10 weight
29.43%
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.
62
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.
81.4
Holdings
As of March 31, 2026 · N-PORT| # | Security | Ticker | Shares | Value | % of fund |
|---|---|---|---|---|---|
| 1 | US TREASURY N/B | — | 47,446,000 | $46.27M | 5.80% |
| 2 | US TREASURY N/B | — | 45,474,000 | $39.43M | 4.94% |
| 3 | DREY-GVT CSH-I | MISXX | 37,129,065 | $37.13M | 4.65% |
| 4 | US TREASURY N/B | — | 34,572,000 | $33.97M | 4.26% |
| 5 | US TREASURY N/B | — | 32,282,000 | $31.78M | 3.98% |
| 6 | ARBOR REALTY TRUST INC REGD 5.00000000 | — | 9,506,000 | $9.38M | 1.18% |
| 7 | US TREASURY N/B | — | 8,804,000 | $8.99M | 1.13% |
| 8 | NRG 7.467 07/31/28 | NRG | 8,250,000 | $8.69M | 1.09% |
| 9 | Cloud Capital Holdco LP, Series 2024-1A, Class A2 | — | 8,250,000 | $8.23M | 1.03% |
| 10 | SLM STUDENT LOAN TRUST 2012-7 SER 2012-7 CL A3 V/R 4.63867000 | — | 8,035,374 | $7.90M | 0.99% |
| 11 | Morgan Stanley Residential Mortgage Loan Trust 2021-4 | — | 8,550,256 | $7.72M | 0.97% |
| 12 | GCAT Trust, Series 2022-NQM3, Class A1 | — | 7,502,845 | $7.48M | 0.94% |
| 13 | ECMC Group Student Loan Trust 4.92419 11/25/2074 | — | 7,451,525 | $7.47M | 0.94% |
| 14 | Freddie Mac Pool | — | 7,320,610 | $7.28M | 0.91% |
| 15 | Fannie Mae Pool | — | 6,846,191 | $6.97M | 0.87% |
| 16 | IMPERIAL FUND MORTGAGE TRUST 2022-NQM4 A1 4.767% 06/25/2067 144A | — | 6,836,105 | $6.81M | 0.85% |
| 17 | FN MA4841 | — | 6,861,961 | $6.81M | 0.85% |
| 18 | HORZN 2024-1 A 144A 5.375% 09-15-49 | — | 6,845,000 | $6.78M | 0.85% |
| 19 | Fontainebleau Miami Beach Mortgage Trust, Series 2024-FBLU, Class A | FMBT | 6,720,000 | $6.71M | 0.84% |
| 20 | NRZT 2022-NQM2 A1 | NRZT | 7,149,606 | $6.66M | 0.83% |
| 21 | JP Morgan Mortgage Trust 2021-5 | — | 7,341,899 | $6.63M | 0.83% |
| 22 | SBA TOWER TRUST REGD 144A P/P 6.59900000 | SBATOW | 6,110,000 | $6.21M | 0.78% |
| 23 | GS Mortgage-Backed Securities Trust 2022-PJ3 | GSMBS | 6,774,477 | $6.21M | 0.78% |
| 24 | LEDN 2026-1A A 144A 6.748% 02-25-41 | — | 6,000,000 | $6.00M | 0.75% |
| 25 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | 6,184,383 | $5.91M | 0.74% |
| 26 | Freddie Mac Pool | — | 5,896,972 | $5.85M | 0.73% |
| 27 | Centersquare Issuer LLC, Series 2024-1A, Class A2 | — | 6,000,000 | $5.82M | 0.73% |
| 28 | COLT Mortgage Loan Trust, Series 2021-4, Class A1 | COLT | 6,061,980 | $5.20M | 0.65% |
| 29 | BX Trust, Series 2024-VLT4, Class A | BX | 5,100,000 | $5.07M | 0.63% |
| 30 | IMPRL 2022-NQM2 A1 | IMPRL | 5,263,098 | $5.06M | 0.63% |
| 31 | FR RB5264 | — | 4,925,266 | $5.00M | 0.63% |
| 32 | OASIS 2024-1A A | OASIS | 5,000,000 | $4.99M | 0.62% |
| 33 | SLM Student Loan Trust 4.93867 09/25/2028 | — | 4,980,999 | $4.95M | 0.62% |
| 34 | DNFRA 2021-1A A | DNFRA | 5,000,000 | $4.89M | 0.61% |
| 35 | FIP Master Funding LLC | — | 4,950,000 | $4.87M | 0.61% |
| 36 | WESTJET LOYALTY LP TERM LOAN B | WJACN | 4,900,000 | $4.75M | 0.59% |
| 37 | USQ RAIL II LLC STEAM 2021-3 A | — | 4,895,833 | $4.73M | 0.59% |
| 38 | Contships Logistics Corp | — | 4,500,000 | $4.72M | 0.59% |
| 39 | Eagle Funding LuxCo S.a.r.l. | — | 4,630,000 | $4.65M | 0.58% |
| 40 | PEAR 2023-1 LLC | — | 4,489,857 | $4.58M | 0.57% |
| 41 | J.P. Morgan Mortgage Trust 2022-INV3 | — | 5,134,628 | $4.57M | 0.57% |
| 42 | Deephaven Residential Mortgage Trust, Series 2021-3, Class A1 | DRMT | 5,105,589 | $4.53M | 0.57% |
| 43 | SUA 2025-1 LLC SUA 2025-1 A | — | 4,500,000 | $4.50M | 0.56% |
| 44 | ACG Holdco 1 PLC | — | 4,050,000 | $4.48M | 0.56% |
| 45 | OXFORD FIN LLC/CO ISS II SR UNSECURED 144A 02/27 6.375 | — | 4,500,000 | $4.46M | 0.56% |
| 46 | ADC 2021-1A A2 | — | 4,500,000 | $4.45M | 0.56% |
| 47 | ALLO ISSUER LLC ALLO 2023-1A A2 | — | 4,400,000 | $4.43M | 0.56% |
| 48 | Pelorus Fund REIT LLC | — | 4,345,000 | $4.35M | 0.54% |
| 49 | GGAMMT 2025-1A A 144A 5.923% 09-30-60 | GGAMMT | 4,354,720 | $4.34M | 0.54% |
| 50 | ROCK Trust, Series 2024-CNTR, Class A | ROCC | 4,250,000 | $4.32M | 0.54% |
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