Portfolio concentration
As of March 31, 2026 · N-PORT
Holdings
650
Top-10 weight
21.79%
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.
96
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.
42.7
Holdings
As of March 31, 2026 · N-PORT| # | Security | Ticker | Shares | Value | % of fund |
|---|---|---|---|---|---|
| 1 | G2SF 2 4/26 | — | 23,444,000 | $19.37M | 3.87% |
| 2 | G2SF 2.5 4/24 | — | 20,125,000 | $17.32M | 3.46% |
| 3 | FNCL 6 4/26 | — | 15,740,000 | $16.05M | 3.21% |
| 4 | G2SF 5 4/26 | — | 16,067,000 | $15.91M | 3.18% |
| 5 | G2SF 5.5 4/25 | — | 15,162,000 | $15.26M | 3.05% |
| 6 | Freddie Mac Pool | — | 15,795,153 | $13.58M | 2.71% |
| 7 | FNCI 4.5 4/25 | — | 11,060,000 | $10.98M | 2.19% |
| 8 | G2SF 3 4/26 | — | 11,830,813 | $10.56M | 2.11% |
| 9 | FR SD8146 | — | 12,592,386 | $10.24M | 2.05% |
| 10 | Federal Home Loan Mortgage Corp. | — | 9,865,583 | $10.11M | 2.02% |
| 11 | FR SD7554 | — | 11,393,301 | $9.80M | 1.96% |
| 12 | Morgan Stanley Residential Mortgage Loan Trust 2026-1, Series 2026-1, Class A3 | — | 9,600,000 | $9.60M | 1.92% |
| 13 | G2SF 6 4/25 | — | 9,322,000 | $9.48M | 1.89% |
| 14 | Federal National Mortgage Association | — | 10,197,744 | $8.30M | 1.66% |
| 15 | FNCL 6.5 4/26 | — | 8,000,000 | $8.28M | 1.65% |
| 16 | BNP Paribas S.A. | — | 8,000,000 | $8.00M | 1.60% |
| 17 | FN FM8965 | FNMA | 9,255,325 | $7.95M | 1.59% |
| 18 | Federal National Mortgage Association | — | 8,037,500 | $7.53M | 1.50% |
| 19 | Lloyds Bank PLC | — | 7,000,000 | $7.00M | 1.40% |
| 20 | Standard Chartered Bank | — | 7,000,000 | $7.00M | 1.40% |
| 21 | Swedbank AB/New York | — | 7,000,000 | $7.00M | 1.40% |
| 22 | FED HM LN PC POOL RA8135 FR 10/52 FIXED 5.5 | — | 6,750,552 | $6.83M | 1.36% |
| 23 | FN CB2281 | — | 8,010,288 | $6.57M | 1.31% |
| 24 | FNCL UMBS 2.0 BR4694 03-01-51 | FNMA | 7,817,931 | $6.33M | 1.26% |
| 25 | Federal National Mortgage Association | — | 7,349,767 | $6.33M | 1.26% |
| 26 | Federal Home Loan Mortgage Corp. | — | 6,425,386 | $6.02M | 1.20% |
| 27 | Credit Agricole Corporate and Investment Bank | — | 6,000,000 | $6.00M | 1.20% |
| 28 | Australia & New Zealand Banking Group Ltd. | — | 6,000,000 | $6.00M | 1.20% |
| 29 | Federal National Mortgage Association | — | 6,206,252 | $5.74M | 1.15% |
| 30 | Federal National Mortgage Association Connecticut Avenue Securities Trust | CAS | 5,550,000 | $5.74M | 1.15% |
| 31 | FREDDIE MAC POOL FR SD1305 | FR | 5,728,135 | $5.68M | 1.13% |
| 32 | Federal National Mortgage Association | — | 6,324,488 | $5.59M | 1.12% |
| 33 | Government National Mortgage Association, Series 2020-137, Class A | — | 7,361,697 | $5.53M | 1.10% |
| 34 | Federal Home Loan Mortgage Corp. | — | 6,648,141 | $5.46M | 1.09% |
| 35 | Federal National Mortgage Association | — | 5,420,176 | $5.38M | 1.08% |
| 36 | FN MA4210 | — | 6,208,458 | $5.28M | 1.05% |
| 37 | FN FM6053 | FNMA | 6,437,564 | $5.24M | 1.05% |
| 38 | Federal National Mortgage Association | — | 5,332,274 | $5.12M | 1.02% |
| 39 | Federal National Mortgage Association | — | 5,685,555 | $5.09M | 1.02% |
| 40 | FNCL 5 4/26 | — | 5,134,766 | $5.06M | 1.01% |
| 41 | Federal Home Loan Mortgage Corp. | — | 4,969,738 | $5.05M | 1.01% |
| 42 | Federal National Mortgage Association | — | 4,902,931 | $5.03M | 1.01% |
| 43 | Federal Home Loan Mortgage Corp. | — | 5,056,573 | $4.92M | 0.98% |
| 44 | Federal National Mortgage Association | — | 4,919,962 | $4.82M | 0.96% |
| 45 | Federal National Mortgage Association | — | 5,371,549 | $4.76M | 0.95% |
| 46 | OBX 2026-R1 Trust, Series 2026-R1, Class A3 | — | 4,767,151 | $4.73M | 0.94% |
| 47 | Brookfield Infrastructure Holdings Canada Inc | — | 4,600,000 | $4.59M | 0.92% |
| 48 | FR SD7500 | — | 4,611,256 | $4.44M | 0.89% |
| 49 | Federal National Mortgage Association | — | 4,271,834 | $4.43M | 0.88% |
| 50 | Freddie Mac Pool | — | 5,213,781 | $4.39M | 0.88% |
1 / 14
Next ›
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.