Portfolio concentration
As of March 31, 2026 · N-PORT
Holdings
386
Top-10 weight
26.33%
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.
68
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.
64.3
Holdings
As of March 31, 2026 · N-PORT| # | Security | Ticker | Shares | Value | % of fund |
|---|---|---|---|---|---|
| 1 | FNCI 4.5 4/25 | — | 13,287,000 | $13.19M | 4.16% |
| 2 | G2SF 5 4/26 | — | 12,050,000 | $11.94M | 3.76% |
| 3 | G2SF 2 4/26 | — | 12,000,000 | $9.92M | 3.12% |
| 4 | US TREASURY N/B | — | 9,800,000 | $9.77M | 3.08% |
| 5 | US TREASURY N/B | — | 9,800,000 | $9.74M | 3.07% |
| 6 | US TREASURY N/B | — | 9,790,000 | $9.67M | 3.05% |
| 7 | US TREASURY N/B | — | 9,800,000 | $9.66M | 3.04% |
| 8 | Royal Bank of Canada | — | 9,000,000 | $9.00M | 2.84% |
| 9 | UBS AG | — | 9,000,000 | $9.00M | 2.84% |
| 10 | Standard Chartered Bank | — | 9,000,000 | $9.00M | 2.84% |
| 11 | US TREASURY N/B | — | 9,159,000 | $8.95M | 2.82% |
| 12 | Bank of Montreal | — | 8,000,000 | $8.00M | 2.52% |
| 13 | US TREASURY N/B | — | 7,450,000 | $7.39M | 2.33% |
| 14 | US TREASURY N/B | — | 7,500,000 | $7.34M | 2.31% |
| 15 | G2SF 4.5 4/26 | — | 7,500,000 | $7.25M | 2.28% |
| 16 | G2SF 5.5 4/25 | — | 6,985,000 | $7.03M | 2.21% |
| 17 | BNP Paribas S.A. | — | 7,000,000 | $7.00M | 2.20% |
| 18 | FNCI 5 4/21 | — | 6,811,000 | $6.86M | 2.16% |
| 19 | G2SF 2.5 4/24 | — | 7,620,000 | $6.56M | 2.07% |
| 20 | Credit Agricole Corporate and Investment Bank | — | 6,000,000 | $6.00M | 1.89% |
| 21 | Westpac Banking Corp. | — | 6,000,000 | $6.00M | 1.89% |
| 22 | FANNIE MAE | — | 6,000,000 | $5.73M | 1.81% |
| 23 | US TREASURY N/B | — | 5,000,000 | $5.03M | 1.59% |
| 24 | Bank of Nova Scotia | — | 5,000,000 | $5.00M | 1.58% |
| 25 | Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K092, Class AM | — | 5,000,000 | $4.83M | 1.52% |
| 26 | Federal Home Loan Mortgage Corp. | — | 4,553,346 | $4.67M | 1.47% |
| 27 | Bank of Nova Scotia | — | 4,400,000 | $4.41M | 1.39% |
| 28 | FNA 2019-M5 A2 | — | 4,406,467 | $4.31M | 1.36% |
| 29 | US TREASURY N/B | — | 4,500,000 | $4.25M | 1.34% |
| 30 | Federal Home Loan Mortgage Corp. | — | 4,169,188 | $4.23M | 1.33% |
| 31 | UST BILLS 0% 05/14/2026 | — | 4,218,000 | $4.20M | 1.32% |
| 32 | Credit Industriel et Commercial | — | 4,000,000 | $4.00M | 1.26% |
| 33 | Toronto-Dominion Bank (The) | — | 4,000,000 | $4.00M | 1.26% |
| 34 | US TREASURY N/B | — | 3,700,000 | $3.64M | 1.15% |
| 35 | US TREASURY N/B | — | 3,200,000 | $3.40M | 1.07% |
| 36 | GS Mortgage-Backed Securities Trust, Series 2025-HE2, Class A1 | — | 3,135,119 | $3.14M | 0.99% |
| 37 | Federal National Mortgage Association | — | 3,293,605 | $3.13M | 0.98% |
| 38 | GS Mortgage-Backed Securities Corp. Trust, Series 2025-NQM6, Class A1 | — | 3,033,268 | $3.02M | 0.95% |
| 39 | Federal National Mortgage Association | — | 2,941,759 | $3.02M | 0.95% |
| 40 | Morgan Stanley Residential Mortgage Loan Trust 2026-1, Series 2026-1, Class A3 | — | 3,000,000 | $3.00M | 0.95% |
| 41 | CROSS 2026-NQM3 A3 | — | 3,000,000 | $2.99M | 0.94% |
| 42 | OBX 2026-R1 Trust, Series 2026-R1, Class A3 | — | 2,957,902 | $2.93M | 0.92% |
| 43 | Federal Home Loan Mortgage Corp. | — | 2,834,861 | $2.90M | 0.91% |
| 44 | FNCL UMBS 2.0 BR4694 03-01-51 | FNMA | 3,563,522 | $2.89M | 0.91% |
| 45 | Federal National Mortgage Association | — | 3,024,025 | $2.87M | 0.90% |
| 46 | Freddie Mac Multifamily Structured Pass-Through Ctfs., Series KS11, Class AFX1 | — | 2,920,200 | $2.83M | 0.89% |
| 47 | US TREASURY N/B | — | 2,900,000 | $2.83M | 0.89% |
| 48 | Federal Home Loan Mortgage Corp. | — | 3,237,394 | $2.79M | 0.88% |
| 49 | Invesco Government & Agency Portfolio, Institutional Class | — | 2,769,291 | $2.77M | 0.87% |
| 50 | Verus Securitization Trust, Series 2023-INV3, Class A3 | — | 2,635,341 | $2.66M | 0.84% |
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