Portfolio concentration
As of March 31, 2026 · N-PORT
Holdings
76
Top-10 weight
59.28%
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.
19
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.
7.8
Holdings
As of March 31, 2026 · N-PORT| # | Security | Ticker | Shares | Value | % of fund |
|---|---|---|---|---|---|
| 1 | CARR 2006-FRE1 M1 | — | 45,368,500 | $34.34M | 16.10% |
| 2 | CIT Mortgage Loan Trust 2007-1 | — | 19,112,584 | $19.83M | 9.30% |
| 3 | OOMLT 2007-CP1 M1 | — | 16,078,543 | $15.00M | 7.03% |
| 4 | SCRT 2018-3 BX | — | 41,362,134 | $12.12M | 5.68% |
| 5 | CMLTI 2007-AHL1 M2 | — | 11,045,058 | $10.85M | 5.08% |
| 6 | CARR 2007-RFC1 M1 | — | 14,574,814 | $10.26M | 4.81% |
| 7 | CITM 2007-1 2M3 | — | 10,137,182 | $10.23M | 4.79% |
| 8 | NSTR 2007-B M2 | — | 7,372,274 | $7.98M | 3.74% |
| 9 | RAAC 2007-SP3 M1 | — | 11,132,573 | $7.38M | 3.46% |
| 10 | MSAC 2007-HE6 M1 | — | 5,149,801 | $6.79M | 3.18% |
| 11 | CARR 2006-NC4 M1 | — | 8,969,639 | $6.03M | 2.83% |
| 12 | FFML 2006-FF9 M1 | — | 7,202,555 | $5.94M | 2.78% |
| 13 | SAST 2007-3 1M2 | — | 4,793,155 | $5.84M | 2.74% |
| 14 | ACE 2006-ASP4 M1 | — | 5,158,351 | $4.85M | 2.27% |
| 15 | SASC 2005-AR1 M3 | — | 4,830,808 | $4.56M | 2.14% |
| 16 | MABS 2007-HE1 M1 | — | 4,877,531 | $4.04M | 1.90% |
| 17 | SVHE 2005-OPT1 M5 | — | 5,321,456 | $4.04M | 1.89% |
| 18 | CMLTI 2006-WMC1 M2 | — | 4,549,046 | $3.54M | 1.66% |
| 19 | MILL CITY MORTGAGE TRUST MCMLT 2018 4 B6 144A | — | 5,899,364 | $3.42M | 1.60% |
| 20 | AHM 2006-1 1A2 | — | 3,587,455 | $3.11M | 1.46% |
| 21 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | FNMA | 400,000 | $2.90M | 1.36% |
| 22 | ACE 2005-HE2 M7 | — | 4,614,967 | $2.78M | 1.30% |
| 23 | NHEL 2003-1 M2 | — | 3,117,555 | $2.77M | 1.30% |
| 24 | PPSI 2004-WHQ2 M7 | — | 3,919,437 | $2.72M | 1.28% |
| 25 | RAAC 2006-RP2 M2 | — | 2,638,701 | $2.28M | 1.07% |
| 26 | AMSI 2005-R10 M7 | — | 1,324,968 | $2.10M | 0.99% |
| 27 | MILL CITY MORTGAGE TRUST MCMLT 2018 3 B5 144A | — | 3,522,491 | $2.10M | 0.99% |
| 28 | CSFB 2001-HE22 M1 | — | 1,162,198 | $1.84M | 0.86% |
| 29 | INVITATION HOMES INC | — | 73,000 | $1.81M | 0.85% |
| 30 | HVMLT 2006-12 2A2B | — | 1,111,620 | $1.76M | 0.82% |
| 31 | MLCC 2006-1 M1 | — | 2,255,564 | $1.70M | 0.79% |
| 32 | MILL CITY MORTGAGE TRUST MCMLT 2018 3 B6 144A | — | 3,257,839 | $1.63M | 0.77% |
| 33 | RASC 2006-EMX1 M3 | — | 2,180,643 | $1.60M | 0.75% |
| 34 | IXIS 2005-HE2 M6 | — | 1,044,692 | $1.47M | 0.69% |
| 35 | CBASS 2007-SP2 M7 | — | 3,703,969 | $1.35M | 0.63% |
| 36 | DELHE 1999-2 M1 | — | 1,544,710 | $1.34M | 0.63% |
| 37 | FREMONT HOME LOAN TRUST | — | 1,975,222 | $1.34M | 0.63% |
| 38 | FFML 2006-FF7 M1 | — | 1,332,920 | $1.26M | 0.59% |
| 39 | DELHE 1997-3 B1F | — | 1,115,111 | $1.14M | 0.53% |
| 40 | DELHE 1998-1 M1F | — | 1,188,267 | $1.03M | 0.48% |
| 41 | AMSI 2002-2 M4 | — | 1,021,996 | $928.53K | 0.44% |
| 42 | CWALT 2006-OA22 A3 | — | 934,682 | $865.92K | 0.41% |
| 43 | RAMC 2005-2 M2 | — | 4,599,471 | $856.31K | 0.40% |
| 44 | PHHAM 2007-1 1A3 | — | 8,339,596 | $785.63K | 0.37% |
| 45 | GSRPM 2004-1 B2 | — | 802,241 | $763.08K | 0.36% |
| 46 | TRUMN 2005-1 M3 | — | 757,000 | $696.56K | 0.33% |
| 47 | FREDDIE MAC | FMCC | 100,000 | $640.00K | 0.30% |
| 48 | DELHE 1999-1 B | — | 592,245 | $535.59K | 0.25% |
| 49 | MSAC 2004-WMC3 M6 | — | 324,284 | $495.84K | 0.23% |
| 50 | SAMI 2002-AR4 A2 | — | 538,633 | $469.00K | 0.22% |
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