Fund profile
Fund manager
Total assets
$146.13 mm
Liabilities
$25.99 mm
Net assets
$120.14 mm
Number of holdings
68.00
68 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
Fidelity Treasury Portfolio, Class I | 7.43 mm | 7.43 mm principal | 6.18 | Short-term investment vehicle | Long | USA |
UM LAND LOAN 13.00% 03/05/2025 / | 6.00 mm | 6.00 mm principal | 4.99 | Loan | Long | USA |
BPR Trust 2022-OANA | 5.02 mm | 5.00 mm principal | 4.18 | ABS-mortgage backed security | Long | USA |
BX Commercial Mortgage Trust 2024-XL5 | 5.00 mm | 5.00 mm principal | 4.17 | ABS-mortgage backed security | Long | USA |
Med Trust 2021-MDLN | 4.98 mm | 4.98 mm principal | 4.15 | ABS-mortgage backed security | Long | USA |
FREMF 2017-K729 Mortgage Trust | 4.98 mm | 5.41 mm principal | 4.14 | ABS-mortgage backed security | Long | USA |
ROYAL URBAN RENEWAL FLT RT 10/01/2024 / | 4.83 mm | 4.90 mm principal | 4.02 | Loan | Long | USA |
CSMC 2021-WEHO | 4.47 mm | 4.53 mm principal | 3.72 | ABS-mortgage backed security | Long | USA |
2023-MIC Trust | 4.35 mm | 4.00 mm principal | 3.62 | ABS-mortgage backed security | Long | USA |
BX Trust 2021-BXMF | 4.06 mm | 4.22 mm principal | 3.38 | ABS-mortgage backed security | Long | USA |
BX Commercial Mortgage Trust 2021-SOAR | 3.96 mm | 4.04 mm principal | 3.30 | ABS-mortgage backed security | Long | USA |
NCMF Trust 2022-MFP | 3.87 mm | 4.00 mm principal | 3.22 | ABS-mortgage backed security | Long | USA |
BX Commercial Mortgage Trust 2021-VINO | 3.86 mm | 3.89 mm principal | 3.21 | ABS-mortgage backed security | Long | USA |
Life 2022-BMR Mortgage Trust | 3.83 mm | 4.00 mm principal | 3.19 | ABS-mortgage backed security | Long | USA |
ILPT Commercial Mortgage Trust 2022-LPF2 | 3.58 mm | 3.70 mm principal | 2.98 | ABS-mortgage backed security | Long | USA |
FREMF 2020-KF95 Mortgage Trust | 3.50 mm | 3.53 mm principal | 2.92 | ABS-mortgage backed security | Long | USA |
BX Commercial Mortgage Trust 2021-VOLT | 3.47 mm | 3.50 mm principal | 2.89 | ABS-mortgage backed security | Long | USA |
KERF TRENT DEV QOZ FLT RT 09/23/2024 / | 3.16 mm | 3.21 mm principal | 2.63 | Loan | Long | USA |
ZEPHYR FLT RT, 06/14/2027 / | 3.07 mm | 3.07 mm other units | 2.56 | Long | USA | |
FREMF 2018-KSW4 Mortgage Trust | 2.96 mm | 3.29 mm principal | 2.47 | ABS-mortgage backed security | Long | USA |
MTN Commercial Mortgage Trust 2022-LPFL | 2.95 mm | 3.00 mm principal | 2.46 | ABS-mortgage backed security | Long | USA |
BX Trust 2022-FOX2 | 2.93 mm | 3.02 mm principal | 2.44 | ABS-mortgage backed security | Long | USA |
OPEN Trust 2023-AIR | 2.92 mm | 2.87 mm principal | 2.43 | ABS-mortgage backed security | Long | USA |
SMRT 2022-MINI | 2.91 mm | 3.00 mm principal | 2.43 | ABS-mortgage backed security | Long | USA |
FREMF 2021-KF98 Mortgage Trust | 2.89 mm | 2.91 mm principal | 2.41 | ABS-mortgage backed security | Long | USA |
BX Trust 2024-CNYN | 2.76 mm | 2.75 mm principal | 2.30 | ABS-mortgage backed security | Long | USA |
FCREIF VAN NESS FLT RT 07/23/2024 / | 2.55 mm | 2.57 mm principal | 2.12 | Loan | Long | USA |
BX Trust 2021-ARIA | 2.43 mm | 2.50 mm principal | 2.02 | ABS-mortgage backed security | Long | USA |
BX 2021-MFM1 | 2.42 mm | 2.49 mm principal | 2.02 | ABS-mortgage backed security | Long | USA |
DROP Mortgage Trust 2021-FILE | 2.41 mm | 2.50 mm principal | 2.00 | ABS-mortgage backed security | Long | USA |
FCREIF NIMBUS EVERET FLT RT 08/31/2024 / | 2.19 mm | 2.22 mm principal | 1.82 | Loan | Long | USA |
FREMF 2019-KF70 Mortgage Trust | 2.13 mm | 2.18 mm principal | 1.78 | ABS-mortgage backed security | Long | USA |
Multifamily Connecticut Avenue Securities Trust 2020-01 | 1.99 mm | 2.00 mm principal | 1.66 | ABS-mortgage backed security | Long | USA |
BX Trust 2022-LBA6 | 1.97 mm | 2.00 mm principal | 1.64 | ABS-mortgage backed security | Long | USA |
BXHPP Trust 2021-FILM | 1.77 mm | 2.00 mm principal | 1.47 | ABS-mortgage backed security | Long | USA |
VASA Trust 2021-VASA | 1.76 mm | 3.41 mm principal | 1.47 | ABS-mortgage backed security | Long | USA |
Hudsons Bay Simon JV Trust 2015-HBS | 1.76 mm | 2.00 mm principal | 1.46 | ABS-mortgage backed security | Long | USA |
Morgan Stanley Capital I Trust 2019-MEAD | 1.60 mm | 1.80 mm principal | 1.33 | ABS-mortgage backed security | Long | USA |
LEXINGTON SO TOTOWA FLT RT 12/31/2023 / | 1.52 mm | 1.52 mm principal | 1.27 | Loan | Long | USA |
Hudsons Bay Simon JV Trust 2015-HBS | 1.50 mm | 1.67 mm principal | 1.24 | ABS-mortgage backed security | Long | USA |
Multifamily Connecticut Avenue Securities Trust 2019-01 | 1.48 mm | 1.50 mm principal | 1.23 | ABS-mortgage backed security | Long | USA |
BX Trust 2019-MMP | 1.42 mm | 1.49 mm principal | 1.18 | ABS-mortgage backed security | Long | USA |
MTN Commercial Mortgage Trust 2022-LPFL | 1.41 mm | 1.50 mm principal | 1.17 | ABS-mortgage backed security | Long | USA |
SMRT 2022-MINI | 1.40 mm | 1.50 mm principal | 1.16 | ABS-mortgage backed security | Long | USA |
Hudsons Bay Simon JV Trust 2015-HBS | 1.08 mm | 1.32 mm principal | 0.90 | ABS-mortgage backed security | Long | USA |
MKT 2020-525M Mortgage Trust | 1.08 mm | 2.35 mm principal | 0.90 | ABS-mortgage backed security | Long | USA |
CRIMSON DEVCO, LLC / | 1.00 mm | 40.00 other units | 0.83 | Long | USA | |
IOTA PREFERRED EQUIT DUE 04/01/2025 / | 959.99 k | 1.00 mm other units | 0.80 | Long | USA | |
BX Trust 2019-MMP | 925.82 k | 995.02 k principal | 0.77 | ABS-mortgage backed security | Long | USA |
CSMC 2021-980M | 864.85 k | 1.00 mm principal | 0.72 | ABS-mortgage backed security | Long | USA |
BX Commercial Mortgage Trust 2021-VOLT | 505.86 k | 510.99 k principal | 0.42 | ABS-mortgage backed security | Long | USA |
ADVANTIS MCA FV, LLC FLT RT, 07/22/2025 / | 292.93 k | 292.93 k principal | 0.24 | Loan | Long | USA |
BAMLL Commercial Mortgage Securities Trust 2016-ISQ | 260.19 k | 16.80 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
ADVANTIS MCA HARBOR FLT RT, 04/18/2025 / | 195.74 k | 195.74 k principal | 0.16 | Loan | Long | USA |
BBCMS Trust 2015-VFM | 193.57 k | 50.00 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
BAMLL Commercial Mortgage Securities Trust 2016-ISQ | 45.93 k | 8.54 mm principal | 0.04 | ABS-mortgage backed security | Long | USA |
Worldwide Plaza Trust 2017-WWP | 22.50 k | 354.00 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
FREMF 2017-K729 Mortgage Trust | 10.67 k | 42.37 mm principal | 0.01 | ABS-mortgage backed security | Long | USA |
FREMF 2017-K729 Mortgage Trust | 8.01 k | 13.61 mm principal | 0.01 | ABS-mortgage backed security | Long | USA |
LP REVERSE REPO 44422PBC5 /
Lucid Management and Capital Partners LP
|
-1.04 mm | -1.04 mm principal | -0.86 | Repurchase agreement | Short | USA |
RBC REVERSE REPO 26210YAA4 /
RBC
|
-1.73 mm | -1.73 mm principal | -1.44 | Repurchase agreement | Short | USA |
LP REVERSE REPO 78457JAN2 /
Lucid Management and Capital Partners LP
|
-1.90 mm | -1.90 mm principal | -1.58 | Repurchase agreement | Short | USA |
RBC REVERSE REPO 628870AN73 /
RBC
|
-2.03 mm | -2.03 mm principal | -1.69 | Repurchase agreement | Short | USA |
LP REVERSE REPO 05609VAQ8 /
Lucid Management and Capital Partners LP
|
-2.32 mm | -2.32 mm principal | -1.93 | Repurchase agreement | Short | USA |
RBC REVERSE REPO 53218DAJ7 /
RBC
|
-2.61 mm | -2.61 mm principal | -2.17 | Repurchase agreement | Short | USA |
RBC REVERSE REPO 87256GAC6 /
RBC
|
-2.93 mm | -2.93 mm principal | -2.44 | Repurchase agreement | Short | USA |
LP REVERSE REPO 05592DAL8 /
Lucid Management and Capital Partners LP
|
-3.37 mm | -3.37 mm principal | -2.80 | Repurchase agreement | Short | USA |
RBC REVERSE REPO 05612GAE3 /
RBC
|
-3.49 mm | -3.49 mm principal | -2.90 | Repurchase agreement | Short | USA |