Fund profile
Fund manager
Total assets
$110.23 mm
Liabilities
$7.36 mm
Net assets
$102.87 mm
Number of holdings
167.00
167 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
Freddie Mac STACR REMIC Trust 2022-DNA2 | 5.08 mm | 4.90 mm principal | 4.94 | ABS-collateralized bond/debt obligation | Long | USA |
Fannie Mae - CAS | 4.30 mm | 4.00 mm principal | 4.18 | ABS-collateralized bond/debt obligation | Long | USA |
Freddie Mac STACR REMIC Trust 2022-DNA3 | 3.98 mm | 3.75 mm principal | 3.87 | ABS-collateralized bond/debt obligation | Long | USA |
Connecticut Avenue Securities Trust 2022-R03 | 3.30 mm | 3.00 mm principal | 3.20 | ABS-collateralized bond/debt obligation | Long | USA |
Freddie Mac STACR REMIC Trust 2021-DNA6 | 3.16 mm | 3.00 mm principal | 3.07 | ABS-collateralized bond/debt obligation | Long | USA |
Connecticut Avenue Securities Trust 2021-R01 | 3.08 mm | 3.00 mm principal | 2.99 | ABS-collateralized bond/debt obligation | Long | USA |
Connecticut Avenue Securities Trust 2022-R05 | 3.05 mm | 2.84 mm principal | 2.96 | ABS-collateralized bond/debt obligation | Long | USA |
Connecticut Avenue Securities Trust 2022-R02 | 2.63 mm | 2.55 mm principal | 2.56 | ABS-collateralized bond/debt obligation | Long | USA |
Connecticut Avenue Securities Trust 2023-R05 | 2.37 mm | 2.25 mm principal | 2.30 | ABS-collateralized bond/debt obligation | Long | USA |
Connecticut Avenue Securities Trust 2023-R06 | 2.33 mm | 2.28 mm principal | 2.27 | ABS-collateralized bond/debt obligation | Long | USA |
Freddie Mac STACR REMIC Trust 2022-DNA1 | 2.27 mm | 2.28 mm principal | 2.21 | ABS-collateralized bond/debt obligation | Long | USA |
Connecticut Avenue Securities Trust 2022-R07 | 2.26 mm | 1.90 mm principal | 2.19 | ABS-collateralized bond/debt obligation | Long | USA |
Connecticut Avenue Securities Trust 2022-R01 | 2.15 mm | 2.10 mm principal | 2.09 | ABS-collateralized bond/debt obligation | Long | USA |
Cars Net Lease Mortgage Notes Series 2020-1 | 1.71 mm | 2.00 mm principal | 1.66 | ABS-other | Long | USA |
COMM 2015-CCRE23 Mortgage Trust | 1.65 mm | 2.00 mm principal | 1.60 | ABS-mortgage backed security | Long | USA |
GS Mortgage Securities Trust 2016-GS4 | 1.65 mm | 2.00 mm principal | 1.60 | ABS-mortgage backed security | Long | USA |
JPMCC Commercial Mortgage Securities Trust 2017-JP5 | 1.50 mm | 2.00 mm principal | 1.46 | ABS-mortgage backed security | Long | USA |
JPMBB Commercial Mortgage Securities Trust 2014-C22 | 1.49 mm | 2.00 mm principal | 1.45 | ABS-mortgage backed security | Long | USA |
Frontier Issuer LLC | 1.49 mm | 1.50 mm principal | 1.45 | ABS-other | Long | USA |
Frontier Issuer LLC | 1.48 mm | 1.50 mm principal | 1.44 | ABS-other | Long | USA |
SMR 2022-IND Mortgage Trust | 1.46 mm | 1.62 mm principal | 1.42 | ABS-mortgage backed security | Long | USA |
COMM 2015-CCRE24 Mortgage Trust | 1.46 mm | 1.80 mm principal | 1.42 | ABS-mortgage backed security | Long | USA |
ACRE Commercial Mortgage 2021-FL4 Ltd | 1.41 mm | 1.50 mm principal | 1.38 | ABS-other | Long | Cayman Islands |
GS Mortgage Securities Corp Trust 2017-SLP | 1.37 mm | 1.50 mm principal | 1.33 | ABS-mortgage backed security | Long | USA |
Spruce Hill Mortgage Loan Trust 2020-SH1 | 1.37 mm | 1.50 mm principal | 1.33 | ABS-collateralized bond/debt obligation | Long | USA |
Benchmark 2020-B18 Mortgage Trust | 1.33 mm | 1.50 mm principal | 1.29 | ABS-mortgage backed security | Long | USA |
GS Mortgage Securities Corp Trust 2021-ARDN | 1.31 mm | 1.40 mm principal | 1.28 | ABS-mortgage backed security | Long | USA |
COMM 2013-LC13 Mortgage Trust | 1.31 mm | 1.50 mm principal | 1.27 | ABS-mortgage backed security | Long | USA |
JPMCC Commercial Mortgage Securities Trust 2017-JP7 | 1.29 mm | 1.85 mm principal | 1.25 | ABS-mortgage backed security | Long | USA |
COMM 2014-CCRE19 Mortgage Trust | 1.25 mm | 1.45 mm principal | 1.21 | ABS-mortgage backed security | Long | USA |
JPMCC Commercial Mortgage Securities Trust 2017-JP6 | 1.24 mm | 1.93 mm principal | 1.21 | ABS-mortgage backed security | Long | USA |
Mexico Remittances Funding Fiduciary Estate Management Sarl | 1.23 mm | 1.39 mm principal | 1.19 | ABS-other | Long | Luxembourg |
DOLP Trust 2021-NYC | 1.20 mm | 33.00 mm principal | 1.17 | ABS-mortgage backed security | Long | USA |
VNDO Trust 2016-350P | 1.18 mm | 1.50 mm principal | 1.14 | ABS-mortgage backed security | Long | USA |
CD 2016-CD2 Mortgage Trust | 1.14 mm | 1.50 mm principal | 1.11 | ABS-mortgage backed security | Long | USA |
Connecticut Avenue Securities Trust 2022-R03 | 1.13 mm | 1.00 mm principal | 1.10 | ABS-collateralized bond/debt obligation | Long | USA |
Magnetite XXIII Ltd | 1.13 mm | 1.13 mm principal | 1.09 | ABS-other | Long | Cayman Islands |
Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 | 1.13 mm | 1.21 mm principal | 1.09 | ABS-mortgage backed security | Long | USA |
Wells Fargo Commercial Mortgage Trust 2015-NXS1 | 1.12 mm | 1.30 mm principal | 1.09 | ABS-mortgage backed security | Long | USA |
JPMBB Commercial Mortgage Securities Trust 2016-C1 | 1.07 mm | 1.19 mm principal | 1.04 | ABS-mortgage backed security | Long | USA |
Connecticut Avenue Securities Trust 2022-R07 | 1.06 mm | 960.00 k principal | 1.03 | ABS-collateralized bond/debt obligation | Long | USA |
COMM Mortgage Trust | 1.05 mm | 1.16 mm principal | 1.02 | ABS-mortgage backed security | Long | USA |
Freddie Mac STACR REMIC Trust 2022-DNA1 | 1.04 mm | 1.00 mm principal | 1.01 | ABS-collateralized bond/debt obligation | Long | USA |
COMM 2015-CCRE25 Mortgage Trust | 1.02 mm | 1.25 mm principal | 1.00 | ABS-mortgage backed security | Long | USA |
VREG Films Inc | 1.02 mm | 1.05 mm principal | 0.99 | ABS-other | Long | USA |
GRACIE POINT INTERNATIONAL FUNDING 2023-2 | 999.83 k | 1.00 mm principal | 0.97 | ABS-other | Long | USA |
CyrusOne Data Centers Issuer I | 995.19 k | 1.12 mm principal | 0.97 | ABS-other | Long | USA |
Sixth Street CLO XIX Ltd | 992.69 k | 1.00 mm principal | 0.97 | ABS-other | Long | Cayman Islands |
TCW CLO 2021-2 Ltd | 970.11 k | 1.00 mm principal | 0.94 | ABS-other | Long | Cayman Islands |
COMM 2015-CCRE22 Mortgage Trust | 965.90 k | 1.40 mm principal | 0.94 | ABS-mortgage backed security | Long | USA |
Vivint Solar Financing V LLC | 944.77 k | 1.01 mm principal | 0.92 | ABS-other | Long | USA |
GS Mortgage Securities Corp Trust 2021-ARDN | 942.33 k | 1.00 mm principal | 0.92 | ABS-mortgage backed security | Long | USA |
Palmer Square CLO 2023-1 Ltd | 941.10 k | 925.00 k principal | 0.91 | ABS-other | Long | Cayman Islands |
Government National Mortgage Association | 939.50 k | 6.99 mm principal | 0.91 | ABS-collateralized bond/debt obligation | Long | USA |
JPMBB Commercial Mortgage Securities Trust 2015-C27 | 921.94 k | 1.00 mm principal | 0.90 | ABS-mortgage backed security | Long | USA |
Oportun Issuance Trust 2021-B | 918.58 k | 1.00 mm principal | 0.89 | ABS-other | Long | USA |
COMM 2014-CCRE17 Mortgage Trust | 916.67 k | 1.00 mm principal | 0.89 | ABS-mortgage backed security | Long | USA |
JPMCC Commercial Mortgage Securities Trust 2017-JP6 | 885.68 k | 1.50 mm principal | 0.86 | ABS-mortgage backed security | Long | USA |
Comm 2014-UBS2 Mortgage Trust | 878.16 k | 1.00 mm principal | 0.85 | ABS-mortgage backed security | Long | USA |
EWC Master Issuer LLC | 868.71 k | 916.05 k principal | 0.84 | ABS-other | Long | USA |
CD 2017-CD3 Mortgage Trust | 862.75 k | 1.98 mm principal | 0.84 | ABS-mortgage backed security | Long | USA |
BANK 2017-BNK6 | 836.93 k | 1.00 mm principal | 0.81 | ABS-mortgage backed security | Long | USA |
Purewest Funding LLC | 828.41 k | 862.76 k principal | 0.81 | ABS-other | Long | USA |
COMM 2014-CCRE15 Mortgage Trust | 812.02 k | 925.00 k principal | 0.79 | ABS-mortgage backed security | Long | USA |
PKHL Commercial Mortgage Trust 2021-MF | 806.09 k | 1.00 mm principal | 0.78 | ABS-mortgage backed security | Long | USA |
COMM 2014-UBS3 Mortgage Trust | 789.39 k | 1.50 mm principal | 0.77 | ABS-mortgage backed security | Long | USA |
Air Canada 2020-2 Class A Pass Through Trust | 762.88 k | 778.61 k principal | 0.74 | ABS-other | Long | Canada |
BBCMS Mortgage Trust 2020-C6 | 758.05 k | 1.00 mm principal | 0.74 | ABS-mortgage backed security | Long | USA |
Natixis Commercial Mortgage Securities Trust 2019-MILE | 757.99 k | 1.00 mm principal | 0.74 | ABS-mortgage backed security | Long | USA |
CIFC Funding 2022-IV Ltd | 754.25 k | 750.00 k principal | 0.73 | ABS-other | Long | Cayman Islands |
Bonanza RE Ltd | 748.73 k | 750.00 k principal | 0.73 | Debt | Long | Bermuda |
Freddie Mac Multifamily ML Certificates | 747.05 k | 7.62 mm principal | 0.73 | ABS-mortgage backed security | Long | USA |
COMM 2015-CCRE25 Mortgage Trust | 738.60 k | 800.00 k principal | 0.72 | ABS-mortgage backed security | Long | USA |
Hudson Yards 2019-55HY Mortgage Trust | 718.83 k | 1.00 mm principal | 0.70 | ABS-mortgage backed security | Long | USA |
JP Morgan Mortgage Trust 2018-6 | 715.73 k | 845.14 k principal | 0.70 | ABS-collateralized bond/debt obligation | Long | USA |
JPMBB Commercial Mortgage Securities Trust 2015-C29 | 712.49 k | 760.00 k principal | 0.69 | ABS-mortgage backed security | Long | USA |
CARS-DB4 LP | 704.07 k | 775.00 k principal | 0.68 | ABS-other | Long | USA |
Mosaic Solar Loan Trust 2020-2 | 690.95 k | 773.94 k principal | 0.67 | ABS-other | Long | USA |
Natixis Commercial Mortgage Securities Trust 2019-MILE | 687.26 k | 1.05 mm principal | 0.67 | ABS-mortgage backed security | Long | USA |
MSCG Trust 2015-ALDR | 656.62 k | 750.00 k principal | 0.64 | ABS-mortgage backed security | Long | USA |
SUMIT 2022-BVUE Mortgage Trust | 635.61 k | 127.10 mm principal | 0.62 | ABS-mortgage backed security | Long | USA |
Connecticut Avenue Securities Trust 2021-R03 | 632.80 k | 625.00 k principal | 0.62 | ABS-collateralized bond/debt obligation | Long | USA |
Palmer Square CLO Ltd | 629.00 k | 625.00 k principal | 0.61 | ABS-other | Long | Cayman Islands |
GS Mortgage Securities Corp Trust 2018-TWR | 625.03 k | 1.00 mm principal | 0.61 | ABS-mortgage backed security | Long | USA |
Jack in the Box Funding LLC | 606.08 k | 637.96 k principal | 0.59 | ABS-other | Long | USA |
Federal Home Loan Bank Discount Notes | 599.74 k | 600.00 k principal | 0.58 | Short-term investment vehicle | Long | USA |
SLG Office Trust 2021-OVA | 598.67 k | 40.18 mm principal | 0.58 | ABS-mortgage backed security | Long | USA |
CFK Trust 2019-FAX | 596.56 k | 672.00 k principal | 0.58 | ABS-mortgage backed security | Long | USA |
MRCD 2019-MARK Mortgage Trust | 594.20 k | 1.00 mm principal | 0.58 | ABS-mortgage backed security | Long | USA |
Air Canada 2020-2 Class B Pass Through Trust | 593.11 k | 585.16 k principal | 0.58 | ABS-other | Long | Canada |
COMM 2014-CCRE15 Mortgage Trust | 575.01 k | 700.00 k principal | 0.56 | ABS-mortgage backed security | Long | USA |
CD 2016-CD1 Mortgage Trust | 541.41 k | 845.00 k principal | 0.53 | ABS-mortgage backed security | Long | USA |
Carvana Auto Receivables Trust 2021-P2 | 533.13 k | 2.50 k principal | 0.52 | ABS-other | Long | USA |
BANK 2019-BNK21 | 525.83 k | 1.00 mm principal | 0.51 | ABS-mortgage backed security | Long | USA |
Affirm Asset Securitization Trust 2023-B | 524.53 k | 515.00 k principal | 0.51 | ABS-other | Long | USA |
Ursa Re II Ltd | 512.05 k | 500.00 k principal | 0.50 | Debt | Long | Bermuda |
VR Funding LLC | 511.71 k | 556.13 k principal | 0.50 | ABS-other | Long | USA |
Residential Reinsurance 2022 Ltd | 508.65 k | 500.00 k principal | 0.49 | Debt | Long | Cayman Islands |
GS Mortgage Securities Corp Trust 2018-TWR | 506.03 k | 1.10 mm principal | 0.49 | ABS-mortgage backed security | Long | USA |
Mercury Financial Credit Card Master Trust | 505.47 k | 500.00 k principal | 0.49 | ABS-other | Long | USA |
Goldentree Loan Opportunities IX Ltd | 504.94 k | 500.00 k principal | 0.49 | ABS-other | Long | Cayman Islands |
Neuberger Berman Loan Advisers NBLA CLO 53 Ltd | 504.59 k | 500.00 k principal | 0.49 | ABS-other | Long | Jersey |
Mercury Financial Credit Card Master Trust | 504.16 k | 500.00 k principal | 0.49 | ABS-other | Long | USA |
Mercury Financial Credit Card Master Trust | 500.94 k | 500.00 k principal | 0.49 | ABS-other | Long | USA |
Madison Park Funding XXXVI Ltd | 499.81 k | 500.00 k principal | 0.49 | ABS-other | Long | Cayman Islands |
OPEN Trust | 497.62 k | 493.76 k principal | 0.48 | ABS-mortgage backed security | Long | USA |
Connecticut Avenue Securities Trust 2022-R09 | 494.11 k | 450.00 k principal | 0.48 | ABS-collateralized bond/debt obligation | Long | USA |
SD Re Ltd | 490.85 k | 500.00 k principal | 0.48 | Debt | Long | Bermuda |
Oportun Funding 2022-1 LLC | 486.32 k | 500.00 k principal | 0.47 | ABS-other | Long | USA |
Avis Budget Rental Car Funding AESOP LLC | 484.08 k | 550.00 k principal | 0.47 | ABS-other | Long | USA |
Mosaic Solar Loan Trust 2020-1 | 482.45 k | 758.93 k principal | 0.47 | ABS-other | Long | USA |
Freddie Mac STACR REMIC Trust 2022-DNA3 | 479.11 k | 455.00 k principal | 0.47 | ABS-collateralized bond/debt obligation | Long | USA |
Hertz Vehicle Financing III LLC | 473.78 k | 500.00 k principal | 0.46 | ABS-other | Long | USA |
Bonanza RE Ltd | 468.70 k | 500.00 k principal | 0.46 | ABS-other | Long | Bermuda |
British Airways 2020-1 Class A Pass Through Trust | 465.69 k | 500.22 k principal | 0.45 | ABS-other | Long | USA |
FARM 21-1 Mortgage Trust | 465.03 k | 638.60 k principal | 0.45 | ABS-collateralized bond/debt obligation | Long | USA |
Federal Home Loan Bank Discount Notes | 459.93 k | 460.00 k principal | 0.45 | Short-term investment vehicle | Long | USA |
Helios Issuer, LLC | 459.56 k | 497.86 k principal | 0.45 | ABS-other | Long | USA |
GoldentTree Loan Management US CLO 1 Ltd | 430.22 k | 500.00 k principal | 0.42 | ABS-other | Long | Cayman Islands |
Hardee's Funding LLC | 426.03 k | 485.00 k principal | 0.41 | ABS-other | Long | USA |
MVW 2020-1 LLC | 424.54 k | 442.11 k principal | 0.41 | ABS-other | Long | USA |
JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES | 422.48 k | 441.00 k principal | 0.41 | ABS-mortgage backed security | Long | USA |
British Airways 2020-1 Class B Pass Through Trust | 410.17 k | 397.07 k principal | 0.40 | ABS-other | Long | USA |
Residential Reinsurance 2020 Ltd | 395.40 k | 400.00 k principal | 0.38 | ABS-other | Long | Cayman Islands |
CIFC Funding 2020-II Ltd | 387.35 k | 385.00 k principal | 0.38 | ABS-other | Long | Cayman Islands |
UBS-Barclays Commercial Mortgage Trust 2013-C5 | 381.94 k | 428.00 k principal | 0.37 | ABS-mortgage backed security | Long | USA |
Start II LTD | 381.56 k | 439.21 k principal | 0.37 | ABS-other | Long | Bermuda |
CIFC Funding 2022-II Ltd | 378.79 k | 375.00 k principal | 0.37 | ABS-other | Long | Cayman Islands |
CHL Mortgage Pass-Through Trust 2006-HYB1 | 374.87 k | 418.14 k principal | 0.36 | ABS-collateralized bond/debt obligation | Long | USA |
Mosaic Solar Loan Trust 2019-2 | 364.37 k | 1.19 mm principal | 0.35 | ABS-other | Long | USA |
JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES | 362.82 k | 377.00 k principal | 0.35 | ABS-mortgage backed security | Long | USA |
Oportun Issuance Trust 2021-C | 300.12 k | 350.00 k principal | 0.29 | ABS-other | Long | USA |
AASET 2020-1 Trust | 293.30 k | 1.18 mm principal | 0.29 | ABS-other | Long | USA |
Bojangles Issuer LLC | 275.41 k | 294.75 k principal | 0.27 | ABS-other | Long | USA |
LUNAR AIRCRAFT 2020-1 LTD | 273.41 k | 308.73 k principal | 0.27 | ABS-other | Long | USA |
GS Mortgage Securities Corp Trust 2018-TWR | 255.52 k | 700.00 k principal | 0.25 | ABS-mortgage backed security | Long | USA |
Citrus Re Ltd | 249.98 k | 250.00 k principal | 0.24 | Debt | Long | Bermuda |
Purchasing Power Funding 2021-A LLC | 246.14 k | 250.00 k principal | 0.24 | ABS-other | Long | USA |
Cayuga Park CLO Ltd | 244.86 k | 250.00 k principal | 0.24 | ABS-other | Long | Cayman Islands |
Matterhorn Re Ltd | 243.75 k | 250.00 k principal | 0.24 | Debt | Long | Bermuda |
Sierra Timeshare 2020-2 Receivables Funding LLC | 238.88 k | 246.67 k principal | 0.23 | ABS-other | Long | USA |
Oportun Funding XIV LLC | 237.82 k | 254.80 k principal | 0.23 | ABS-other | Long | USA |
Bonanza RE Ltd | 236.38 k | 250.00 k principal | 0.23 | Debt | Long | Bermuda |
Hestia Re Ltd | 232.50 k | 250.00 k principal | 0.23 | Debt | Long | Bermuda |
Alen 2021-ACEN Mortgage Trust | 228.46 k | 500.00 k principal | 0.22 | ABS-mortgage backed security | Long | USA |
HIN Timeshare Trust 2020-A | 215.75 k | 228.16 k principal | 0.21 | ABS-other | Long | USA |
MSCG Trust 2015-ALDR | 213.93 k | 250.00 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
Morgan Stanley Capital I Trust 2015-MS1 | 207.89 k | 226.30 k principal | 0.20 | ABS-mortgage backed security | Long | USA |
Cologix Data Centers US Issuer LLC | 207.44 k | 250.00 k principal | 0.20 | ABS-other | Long | USA |
MVW 2020-1 LLC | 198.70 k | 204.68 k principal | 0.19 | ABS-other | Long | USA |
Bonanza RE Ltd | 192.48 k | 250.00 k principal | 0.19 | Debt | Long | Bermuda |
GS Mortgage Securities Corp Trust 2018-TWR | 167.23 k | 700.00 k principal | 0.16 | ABS-mortgage backed security | Long | USA |
JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN | 159.40 k | 366.00 k principal | 0.15 | ABS-mortgage backed security | Long | USA |
HIN Timeshare Trust 2020-A | 153.28 k | 162.97 k principal | 0.15 | ABS-other | Long | USA |
MetroNet Infrastructure Issuer LLC | 124.24 k | 125.00 k principal | 0.12 | ABS-other | Long | USA |
MetroNet Infrastructure Issuer LLC | 122.74 k | 125.00 k principal | 0.12 | ABS-other | Long | USA |
Morgan Stanley Mortgage Loan Trust 2007-15AR | 121.11 k | 181.99 k principal | 0.12 | ABS-collateralized bond/debt obligation | Long | USA |
Connecticut Avenue Securities Trust 2022-R07 | 108.49 k | 100.00 k principal | 0.11 | ABS-collateralized bond/debt obligation | Long | USA |
Bonanza RE Ltd | 100.00 k | 250.00 k principal | 0.10 | Debt | Long | Bermuda |
Flagstar Mortgage Trust 2017-2 | 74.48 k | 83.16 k principal | 0.07 | ABS-collateralized bond/debt obligation | Long | USA |
GS Mortgage Securities Corp Trust 2018-TWR | 65.59 k | 892.00 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
Sierra Timeshare 2019-3 Receivables Funding LLC | 38.41 k | 39.79 k principal | 0.04 | ABS-other | Long | USA |
CF 2020-P1 Mortgage Trust | 23.27 k | 24.36 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
Freddie Mac Strips | 9.76 k | 112.53 k principal | 0.01 | ABS-collateralized bond/debt obligation | Long | USA |
Toronto Dominion Holdings USA Inc | -770.00 k | -770.00 k principal | -0.75 | Repurchase agreement | Short | Canada |
Royal Bank of Canada | -13.12 mm | -13.12 mm principal | -12.76 | Repurchase agreement | Short | USA |
Societe Generale SA | -17.36 mm | -17.36 mm principal | -16.87 | Repurchase agreement | Short | France |