Portfolio concentration
As of March 31, 2026 · N-PORT
Holdings
915
Top-10 weight
17.04%
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.
194
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.
94.8
Holdings
As of March 31, 2026 · N-PORT| # | Security | Ticker | Shares | Value | % of fund |
|---|---|---|---|---|---|
| 1 | US TREASURY N/B | — | 4,400,000 | $4.53M | 3.82% |
| 2 | US TREASURY N/B | — | 3,290,000 | $3.28M | 2.76% |
| 3 | US TREASURY N/B | — | 2,260,000 | $2.27M | 1.91% |
| 4 | FNCL 5.5 4/26 | — | 2,100,000 | $2.11M | 1.78% |
| 5 | FNCL 2.5 4/26 | — | 2,500,000 | $2.10M | 1.77% |
| 6 | US TREASURY N/B | — | 1,960,000 | $1.99M | 1.68% |
| 7 | FNCL 3 4/26 | — | 2,200,000 | $1.93M | 1.63% |
| 8 | FNCL 5 4/26 | — | 1,900,000 | $1.87M | 1.58% |
| 9 | US TREASURY N/B | — | 2,330,000 | $1.14M | 0.96% |
| 10 | FNCL 6 4/26 | — | 1,100,000 | $1.12M | 0.95% |
| 11 | US TREASURY N/B | — | 1,990,000 | $1.04M | 0.88% |
| 12 | G2SF 5.5 4/25 | — | 1,000,000 | $1.01M | 0.85% |
| 13 | G2SF 5 4/26 | — | 1,000,000 | $990.54K | 0.84% |
| 14 | US TREASURY N/B | — | 1,150,000 | $923.23K | 0.78% |
| 15 | US TREASURY N/B | — | 1,570,000 | $894.47K | 0.75% |
| 16 | G2SF 2.5 4/24 | — | 1,000,000 | $860.47K | 0.73% |
| 17 | G2SF 2 4/26 | — | 1,000,000 | $826.33K | 0.70% |
| 18 | U.S. Treasury Inflation-Protected Indexed Notes | TII | 756,682 | $760.69K | 0.64% |
| 19 | PRKCM 2022-AFC2 Trust | — | 730,000 | $729.07K | 0.62% |
| 20 | ELLINGTON FINANCIAL MORTGAGE TRUST 2020-1 EFMT 2020-1 B1 | — | 720,000 | $711.00K | 0.60% |
| 21 | US TREASURY N/B | — | 780,000 | $698.85K | 0.59% |
| 22 | Freddie Mac Pool | — | 644,400 | $630.36K | 0.53% |
| 23 | FR SD1741 | FHLMC | 591,540 | $591.20K | 0.50% |
| 24 | Fannie Mae Pool | — | 567,174 | $586.44K | 0.49% |
| 25 | BANK 2017-BNK7 A5 | — | 580,000 | $571.20K | 0.48% |
| 26 | BANK5 2024-5YR7 | — | 540,000 | $557.77K | 0.47% |
| 27 | US TREASURY N/B | — | 770,000 | $532.77K | 0.45% |
| 28 | BX COMMERCIAL MORTGAGE TRUST 2024-KING BX 2024-KING E | — | 523,113 | $524.40K | 0.44% |
| 29 | SMB Private Education Loan Trust (Private Loans) 5.77 10/16/2056 | — | 512,805 | $519.88K | 0.44% |
| 30 | Park Blue CLO Ltd., Series 2022-2A, Class A1R | — | 510,000 | $510.71K | 0.43% |
| 31 | MULTIFAMILY PERMANENT MBS | — | 500,000 | $508.01K | 0.43% |
| 32 | FN DE9374 | — | 490,333 | $500.22K | 0.42% |
| 33 | US TREASURY N/B | — | 570,000 | $489.87K | 0.41% |
| 34 | FANNIE MAE REMICS FNR 2020-56 AQ | — | 587,384 | $473.23K | 0.40% |
| 35 | BANK OF AMER CRP | — | 481,000 | $472.69K | 0.40% |
| 36 | US TREASURY N/B | — | 640,000 | $467.62K | 0.39% |
| 37 | FANNIE MAE POOL FN FS2023 | — | 462,218 | $440.73K | 0.37% |
| 38 | Government National Mortgage Association | — | 430,499 | $439.69K | 0.37% |
| 39 | Ginnie Mae II Pool | — | 489,097 | $432.25K | 0.36% |
| 40 | BMARK 2020-IG1 AS | — | 500,000 | $425.80K | 0.36% |
| 41 | AOMT 2022-3 A3 | AOMT | 450,803 | $422.02K | 0.36% |
| 42 | US TREASURY N/B | — | 470,000 | $421.05K | 0.36% |
| 43 | CSMC 2021-NQM8 SER 2021-NQM8 CL A1 V/R REGD 144A P/P 2.84100000 | CSMC | 459,027 | $418.89K | 0.35% |
| 44 | Galaxy 33 CLO Ltd | — | 415,000 | $415.00K | 0.35% |
| 45 | Birch Grove CLO 11 Ltd., Series 2024-11A, Class A1 | BGCLO | 410,000 | $410.96K | 0.35% |
| 46 | US TREASURY N/B | — | 430,000 | $410.11K | 0.35% |
| 47 | Fannie Mae Pool | — | 463,615 | $408.81K | 0.34% |
| 48 | HUMANA INC | — | 410,000 | $408.29K | 0.34% |
| 49 | OBX 2022-NQM1 TRUST OBX 2022-NQM1 A2 | — | 500,000 | $400.23K | 0.34% |
| 50 | 280 PARK AVENUE MORTGAGE TRUST PRK 2017 280P F 144A | — | 410,000 | $398.71K | 0.34% |
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Machine-readable: JSON · Markdown. Programmatic access via the agent surface.