Portfolio concentration
As of March 31, 2026 · N-PORT
Holdings
1307
Top-10 weight
34.49%
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.
52
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.
104.8
Holdings
As of March 31, 2026 · N-PORT| # | Security | Ticker | Shares | Value | % of fund |
|---|---|---|---|---|---|
| 1 | ZAR/USD FORWARD | N/A | 284,200,000 | $284.20M | 10.46% |
| 2 | FNCL 6.5 6/24 | — | 188,500,000 | $194.81M | 7.17% |
| 3 | Uniform Mortgage-Backed Security, TBA | FNCL | 184,000,000 | $177.26M | 6.53% |
| 4 | FNCL 5.5 4/26 | — | 142,400,000 | $143.06M | 5.27% |
| 5 | US TREASURY N/B | — | 127,315,000 | $125.34M | 4.61% |
| 6 | Uniform Mortgage-Backed Security, TBA | FNMA | 79,400,000 | $78.21M | 2.88% |
| 7 | FN MA4305 | — | 46,705,175 | $37.95M | 1.40% |
| 8 | US TREASURY N/B | — | 52,800,000 | $36.60M | 1.35% |
| 9 | Uniform Mortgage-Backed Security, TBA | FNMA | 37,500,000 | $35.35M | 1.30% |
| 10 | U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 07/15/2032 | TII | 36,605,688 | $34.55M | 1.27% |
| 11 | Uniform Mortgage-Backed Security, TBA | FNMA | 32,300,000 | $32.89M | 1.21% |
| 12 | FNCL 4 6/24 | — | 33,000,000 | $31.07M | 1.14% |
| 13 | US TREASURY N/B | — | 37,100,000 | $26.03M | 0.96% |
| 14 | Presidencia da Republica | LTNN26 | 132,700,000 | $24.77M | 0.91% |
| 15 | FN MA5823 | — | 21,880,951 | $22.30M | 0.82% |
| 16 | US TREASURY N/B | — | 24,300,000 | $19.49M | 0.72% |
| 17 | U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033 | TII | 20,200,150 | $19.46M | 0.72% |
| 18 | ZAR/USD FORWARD | N/A | 17,400,000 | $17.40M | 0.64% |
| 19 | RPLDCI 6.581 05/30/49 144A | RPLDCI | 14,000,000 | $14.41M | 0.53% |
| 20 | US TREASURY N/B | — | 14,800,000 | $14.27M | 0.53% |
| 21 | PROJECT CASHMERE CLASS A1 144A | — | 20,500,000 | $14.14M | 0.52% |
| 22 | G2 MA7472 | — | 16,192,216 | $13.94M | 0.51% |
| 23 | FNMA 30YR 5% 03/01/2056#MA5997 | — | 14,048,809 | $13.86M | 0.51% |
| 24 | G2 MA6930 | — | 15,186,751 | $12.56M | 0.46% |
| 25 | US TREASURY N/B | — | 13,200,000 | $12.53M | 0.46% |
| 26 | Brazil Letras do Tesouro Nacional | — | 66,500,000 | $12.01M | 0.44% |
| 27 | EUROPEAN UNION REG S UNSEC EUR (B) 2.875% 10-05-29 | — | 9,900,000 | $11.44M | 0.42% |
| 28 | FNMA 30YR 2.5% 02/01/2052#FS2660 | FNMA | 13,477,087 | $11.36M | 0.42% |
| 29 | Magnetite LI Ltd | — | 10,300,000 | $10.27M | 0.38% |
| 30 | Uniform Mortgage-Backed Securities | FHLMC | 11,213,192 | $9.87M | 0.36% |
| 31 | FN MA4563 | — | 11,597,669 | $9.81M | 0.36% |
| 32 | US TREASURY N/B | — | 9,775,000 | $9.65M | 0.36% |
| 33 | Freddie Mac Pool | — | 10,304,355 | $9.49M | 0.35% |
| 34 | US TREASURY N/B | — | 16,000,000 | $9.32M | 0.34% |
| 35 | FN 190445 | — | 8,986,249 | $9.29M | 0.34% |
| 36 | GOLDMAN SACHS GP | — | 9,350,000 | $9.23M | 0.34% |
| 37 | QUEBEC PROVINCE CDA 4.45% 09/01/2034 | Q | 11,800,000 | $8.86M | 0.33% |
| 38 | CyrusOne Data Centers Issuer I LLC, Series 2024-2A, Class A2 | CYRUS | 8,900,000 | $8.65M | 0.32% |
| 39 | GNMA | — | 9,079,148 | $8.33M | 0.31% |
| 40 | FR SD8329 | — | 8,291,688 | $8.22M | 0.30% |
| 41 | FN MA4784 | — | 8,367,385 | $8.12M | 0.30% |
| 42 | NMOTR 2024-B A | NMOTR | 8,000,000 | $8.05M | 0.30% |
| 43 | Fannie Mae Pool | — | 9,443,175 | $8.03M | 0.30% |
| 44 | US TREASURY N/B | — | 10,700,000 | $7.95M | 0.29% |
| 45 | G2 MB0091 | — | 8,001,412 | $7.93M | 0.29% |
| 46 | US TREASURY N/B | — | 7,900,000 | $7.90M | 0.29% |
| 47 | BANK 2019-BN20 A3 | — | 8,000,000 | $7.56M | 0.28% |
| 48 | U.S. Treasury Inflation-Protected Notes 1.75%, Due 01/15/2034 | TII | 7,406,770 | $7.38M | 0.27% |
| 49 | US TREASURY N/B | — | 7,530,000 | $7.33M | 0.27% |
| 50 | Government of Canada | CANADA | 10,300,000 | $7.33M | 0.27% |
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