Portfolio concentration
As of February 28, 2026 · N-PORT
Holdings
861
Top-10 weight
22.03%
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.
108
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.
19.9
Holdings
As of February 28, 2026 · N-PORT| # | Security | Ticker | Shares | Value | % of fund |
|---|---|---|---|---|---|
| 1 | BBH SWEEP VEHICLE | — | 21,625,234 | $21.63M | 5.10% |
| 2 | U.S. Treasury Bills | B | 15,000,000 | $14.97M | 3.53% |
| 3 | US TREASURY N/B | — | 12,000,000 | $12.06M | 2.84% |
| 4 | U.S. Treasury Bills | B | 10,000,000 | $9.94M | 2.34% |
| 5 | NRZT 2025-NQM4 A1 | NRZT | 6,178,371 | $6.26M | 1.48% |
| 6 | CHNGE 2023-2 B2 | — | 5,219,000 | $5.23M | 1.23% |
| 7 | RBIT 2022-HB1 M3 | — | 5,210,000 | $4.98M | 1.17% |
| 8 | GSMS 2013-PEMB A | GSMS | 5,970,000 | $4.73M | 1.11% |
| 9 | MSC 2015-420 A | — | 4,129,989 | $4.31M | 1.02% |
| 10 | VCC 2023-2 M4 | — | 4,059,236 | $4.16M | 0.98% |
| 11 | MS FLOAT 04/30/30 | — | 4,385,000 | $3.95M | 0.93% |
| 12 | CHNGE Mortgage Trust 2023-4 | — | 3,644,000 | $3.68M | 0.87% |
| 13 | GSMS 2014-GC22 AS | — | 3,862,000 | $3.66M | 0.86% |
| 14 | MS Float 11/29/36 | — | 3,883,000 | $3.48M | 0.82% |
| 15 | MS 9 08/31/36 | — | 3,863,000 | $3.46M | 0.81% |
| 16 | NP SPE X LP | — | 3,972,131 | $3.42M | 0.81% |
| 17 | VSTA 2024-CES2 A1 | VSTA | 3,294,020 | $3.31M | 0.78% |
| 18 | VISTA POINT SECURITIZATION TRUST 2024-CES1 VSTA 2024-CES1 M1 | — | 3,069,000 | $3.14M | 0.74% |
| 19 | VERUS SECURITIZATION TRUST 2023 INV2 | 92540BAE | 3,050,000 | $3.07M | 0.72% |
| 20 | A&D Mortgage Trust, Series 2025-NQM5, Class A1 | ADMT | 2,934,225 | $2.95M | 0.69% |
| 21 | RCMT 2018-4 E | — | 3,000,000 | $2.90M | 0.68% |
| 22 | NP SPE II LLC | — | 3,190,042 | $2.81M | 0.66% |
| 23 | TFINS 2019-2A A1 | — | 2,717,675 | $2.74M | 0.65% |
| 24 | CANAL 2021-1 A | — | 4,290,000 | $2.73M | 0.64% |
| 25 | SBALR Commercial Mortgage Trust, Series 2020-RR1, Class C | — | 4,349,000 | $2.69M | 0.63% |
| 26 | AOMT 2020-SBC1 B1 | — | 3,204,350 | $2.68M | 0.63% |
| 27 | MMCFND FLOAT 05/01/32 | — | 2,538,949 | $2.49M | 0.59% |
| 28 | RMF Buyout Issuance Trust, Series 2020-HB1, Class M4 | — | 2,529,000 | $2.48M | 0.58% |
| 29 | VCC 2022-2 M5 | — | 2,570,353 | $2.22M | 0.52% |
| 30 | GALLA 5A B | — | 2,173,874 | $2.16M | 0.51% |
| 31 | JP Morgan Chase Commercial Mortgage Securities Trust, Series 2018-PHH, Class A | — | 3,197,983 | $2.15M | 0.51% |
| 32 | VERUS SECURITIZATION TRUST VERUS 2023 8 A2 144A | VERUS | 2,124,560 | $2.15M | 0.51% |
| 33 | Bayview Financial Revolving Asset Trust, Series 2004-B, Class A1 | — | 2,594,471 | $2.11M | 0.50% |
| 34 | FREMF Mortgage Trust, Series 2019-KF63, Class B | — | 2,215,479 | $2.09M | 0.49% |
| 35 | READY CAPITAL MORTGAGE TRUST 2 RCMT 2019 5 E 144A | RCMT | 2,250,000 | $2.08M | 0.49% |
| 36 | LHIPO 2021-1 GA | — | 2,265,779 | $2.07M | 0.49% |
| 37 | Verus Securitization Trust 2023-2 | — | 2,057,177 | $2.05M | 0.48% |
| 38 | Lehman Brothers Small Balance Commercial Mortgage Trust 2007-1 | — | 2,194,996 | $2.03M | 0.48% |
| 39 | CHNGE Mortgage Trust 2023-2 | — | 2,000,000 | $2.01M | 0.47% |
| 40 | TPG Trust, Series 2024-WLSC, Class A | TPG | 2,000,000 | $2.00M | 0.47% |
| 41 | EFMT 2019-2 B2 | — | 2,000,000 | $1.98M | 0.47% |
| 42 | HCCLT 2020-1 M5 | — | 2,000,000 | $1.88M | 0.44% |
| 43 | HSLT 2023-1 C | — | 1,696,490 | $1.82M | 0.43% |
| 44 | JEF Float 10/31/37 | — | 2,250,000 | $1.80M | 0.42% |
| 45 | AOMT 2020-SBC1 B2 | — | 2,124,264 | $1.73M | 0.41% |
| 46 | BANC OF AMERICA MERRILL LYNCH BAMLL 2016 ISQ A 144A | — | 2,000,000 | $1.69M | 0.40% |
| 47 | FREMF Mortgage Trust, Series 2017-KF38, Class B | — | 1,627,803 | $1.63M | 0.38% |
| 48 | MS Float 09/29/37 | — | 2,014,000 | $1.62M | 0.38% |
| 49 | WinWater Mortgage Loan Trust 2016-1 | — | 1,724,817 | $1.57M | 0.37% |
| 50 | United Auto Credit Securitization Trust 2022-2 | — | 1,541,192 | $1.55M | 0.36% |
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