Portfolio concentration
As of February 28, 2026 · N-PORT
Holdings
3452
Top-10 weight
18.14%
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.
150
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.
81.3
Holdings
As of February 28, 2026 · N-PORT| # | Security | Ticker | Shares | Value | % of fund |
|---|---|---|---|---|---|
| 1 | FUTURE CONTRACT ON US 2YR NOTE (CBT) JUN26 0.00000000 | — | 611 | $127.87M | 6.82% |
| 2 | FUTURE CONTRACT ON US 10YR NOTE (CBT)JUN26 0.00000000 | — | 510 | $58.04M | 3.10% |
| 3 | FUTURE CONTRACT ON US 5YR NOTE (CBT) JUN26 0.00000000 | — | 450 | $49.56M | 2.64% |
| 4 | FUTURE CONTRACT ON US ULTRA BOND CBT JUN26 0.00000000 | — | 236 | $28.70M | 1.53% |
| 5 | US TREASURY N/B | — | 23,747,000 | $23.91M | 1.28% |
| 6 | U.S. Treasury Bills | B | 22,000,000 | $21.90M | 1.17% |
| 7 | US TREASURY N/B | — | 20,500,000 | $20.74M | 1.11% |
| 8 | US TREASURY N/B | — | 19,000,000 | $19.04M | 1.02% |
| 9 | US TREASURY N/B | — | 18,313,500 | $18.82M | 1.00% |
| 10 | FUTURE CONTRACT ON US LONG BOND(CBT) JUN26 0.00000000 | — | 157 | $18.60M | 0.99% |
| 11 | U.S. Treasury Bills | B | 18,000,000 | $17.96M | 0.96% |
| 12 | FREDDIE MAC POOL UMBS P#SD3983 5.50000000 | — | 15,680,231 | $16.08M | 0.86% |
| 13 | FNCL 5 3/24 | — | 15,000,000 | $15.07M | 0.80% |
| 14 | G2 MB0025 | — | 12,538,609 | $12.61M | 0.67% |
| 15 | US TREASURY N/B | — | 10,926,000 | $11.04M | 0.59% |
| 16 | FNMA UMBS, 30 Year | — | 11,349,968 | $10.37M | 0.55% |
| 17 | US TREASURY N/B | — | 9,886,000 | $9.94M | 0.53% |
| 18 | FREDDIE MAC POOL UMBS P#SD0907 3.00000000 | — | 10,364,736 | $9.40M | 0.50% |
| 19 | US TREASURY N/B | — | 10,310,000 | $9.32M | 0.50% |
| 20 | Invesco Government & Agency Portfolio, Institutional Class | — | 9,178,517 | $9.18M | 0.49% |
| 21 | G2 MA9851 | — | 8,747,932 | $8.88M | 0.47% |
| 22 | GNMA II, 30 Year | — | 9,552,715 | $8.45M | 0.45% |
| 23 | G2 MA7767 | — | 9,470,433 | $8.37M | 0.45% |
| 24 | FNMA, Other | — | 8,000,000 | $7.85M | 0.42% |
| 25 | US TREASURY N/B | — | 7,071,000 | $7.12M | 0.38% |
| 26 | FN MA4513 | — | 7,206,676 | $6.53M | 0.35% |
| 27 | Uniform Mortgage-Backed Security, TBA | FNMA | 7,100,000 | $6.42M | 0.34% |
| 28 | FNCL 5.5 3/25 | — | 6,250,000 | $6.35M | 0.34% |
| 29 | FN MA5586 | — | 6,048,466 | $6.15M | 0.33% |
| 30 | US TREASURY N/B | — | 6,000,000 | $6.13M | 0.33% |
| 31 | FNMA, Other | — | 6,363,848 | $6.07M | 0.32% |
| 32 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-51 CL GC 3.50000000 | — | 6,126,219 | $6.06M | 0.32% |
| 33 | FR RQ0064 | — | 5,788,587 | $5.89M | 0.31% |
| 34 | FANNIE MAE POOL UMBS P#BY2978 5.00000000 | — | 5,748,142 | $5.86M | 0.31% |
| 35 | FN MA5701 | — | 5,643,806 | $5.79M | 0.31% |
| 36 | FN CB3901 | — | 5,890,904 | $5.56M | 0.30% |
| 37 | FREDDIE MAC REMICS SER 4995 CL QE 1.25000000 | — | 6,482,110 | $5.19M | 0.28% |
| 38 | US TREASURY N/B | — | 5,000,000 | $5.18M | 0.28% |
| 39 | G2 MA8098 | — | 5,635,020 | $5.17M | 0.28% |
| 40 | G2 MA9852 | — | 5,006,142 | $5.12M | 0.27% |
| 41 | US TREASURY N/B | — | 4,800,000 | $4.83M | 0.26% |
| 42 | US TREASURY N/B | — | 4,725,000 | $4.75M | 0.25% |
| 43 | US TREASURY N/B | — | 4,716,000 | $4.73M | 0.25% |
| 44 | SEASONED LOANS STRUCTURED TRANSACTION TRUST SERIES 2025-1 SER 2025-1 CL A1 3.00000000 | — | 4,927,687 | $4.68M | 0.25% |
| 45 | G2 MB0686 | — | 4,589,989 | $4.66M | 0.25% |
| 46 | GOVERNMENT NATIONAL MORTGAGE CORPORATION | — | 5,205,529 | $4.61M | 0.25% |
| 47 | FREDDIE MAC POOL UMBS P#QC7086 2.50000000 | — | 5,205,866 | $4.56M | 0.24% |
| 48 | G2 MA9105 | — | 4,417,070 | $4.45M | 0.24% |
| 49 | US TREASURY N/B | — | 4,275,000 | $4.33M | 0.23% |
| 50 | GINNIE MAE II POOL P#MA9417 2.50000000 | — | 4,883,274 | $4.32M | 0.23% |
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