Fund profile
Fund manager
Total assets
$103.41 mm
Liabilities
$3.47 mm
Net assets
$99.94 mm
Number of holdings
170.00
170 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
First American Government Obligations Fund | 9.58 mm | 9.58 mm shares | 9.58 | Short-term investment vehicle | Long | USA |
GS Mortgage-Backed Securities Trust 2020-NQM1 | 2.97 mm | 2.98 mm principal | 2.97 | ABS-mortgage backed security | Long | USA |
CSMC 2022-RPL3 Trust | 2.85 mm | 2.82 mm principal | 2.85 | ABS-mortgage backed security | Long | USA |
Eagle RE 2021-2 Ltd | 2.33 mm | 2.25 mm principal | 2.33 | ABS-mortgage backed security | Long | Bermuda |
Saluda Grade Alternative Mortgage Trust 2023-FIG4 | 1.84 mm | 1.79 mm principal | 1.85 | ABS-mortgage backed security | Long | USA |
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3 | 1.71 mm | 1.76 mm principal | 1.71 | ABS-mortgage backed security | Long | USA |
Triangle Re 2021-3 Ltd | 1.66 mm | 1.60 mm principal | 1.67 | ABS-mortgage backed security | Long | Bermuda |
CSMC 2022-ATH1 | 1.66 mm | 2.00 mm principal | 1.66 | ABS-mortgage backed security | Long | USA |
J.P. Morgan Mortgage Trust 2022-6 | 1.60 mm | 3.03 mm principal | 1.60 | ABS-mortgage backed security | Long | USA |
Ellington Financial Mortgage Trust 2021-2 | 1.60 mm | 2.41 mm principal | 1.60 | ABS-mortgage backed security | Long | USA |
CSMC 2022-ATH1 | 1.60 mm | 2.00 mm principal | 1.60 | ABS-mortgage backed security | Long | USA |
Oaktown Re VII Ltd | 1.54 mm | 1.50 mm principal | 1.54 | ABS-mortgage backed security | Long | Bermuda |
GS Mortgage-Backed Securities Corp Trust 2021-NQM1 | 1.48 mm | 2.00 mm principal | 1.48 | ABS-mortgage backed security | Long | USA |
Western Alliance Bank | 1.40 mm | 1.40 mm principal | 1.40 | ABS-mortgage backed security | Long | USA |
Ellington Financial Mortgage Trust 2021-2 | 1.37 mm | 2.00 mm principal | 1.37 | ABS-mortgage backed security | Long | USA |
GCAT 2020-NQM2 Trust | 1.31 mm | 1.50 mm principal | 1.31 | ABS-mortgage backed security | Long | USA |
Progress Residential 2021-SFR1 | 1.30 mm | 1.40 mm principal | 1.30 | ABS-other | Long | USA |
Freddie Mac STACR REMIC Trust 2022-HQA1 | 1.17 mm | 1.00 mm principal | 1.17 | ABS-mortgage backed security | Long | USA |
Park Blue CLO 2022-1 Ltd | 1.17 mm | 1.15 mm principal | 1.17 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
COLT 2021-1 Mortgage Loan Trust | 1.08 mm | 1.50 mm principal | 1.08 | ABS-mortgage backed security | Long | USA |
Radnor RE 2021-2 Ltd | 1.07 mm | 1.00 mm principal | 1.07 | ABS-mortgage backed security | Long | Bermuda |
Ares LXXI CLO Ltd | 1.04 mm | 1.00 mm principal | 1.04 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Pikes Peak CLO 14 2023 Ltd | 1.04 mm | 1.00 mm principal | 1.04 | ABS-collateralized bond/debt obligation | Long | Jersey |
Upstart Securitization Trust 2021-5 | 1.03 mm | 1.10 mm principal | 1.03 | ABS-other | Long | USA |
A&D Mortgage Trust 2024-NQM1 | 1.03 mm | 1.00 mm principal | 1.03 | ABS-mortgage backed security | Long | USA |
LCM 40 Ltd | 1.02 mm | 1.00 mm principal | 1.02 | ABS-collateralized bond/debt obligation | Long | Jersey |
Hertz Vehicle Financing III LLC | 1.01 mm | 1.04 mm principal | 1.01 | ABS-other | Long | USA |
Neuberger Berman Loan Advisers LaSalle Street Lending CLO II Ltd | 1.01 mm | 1.00 mm principal | 1.01 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Franklin Park Place CLO I LLC | 1.01 mm | 1.00 mm principal | 1.01 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Man US CLO 2024-1 Ltd | 999.81 k | 1.00 mm principal | 1.00 | ABS-collateralized bond/debt obligation | Long | Jersey |
United Auto Credit Securitization Trust 2022-2 | 979.23 k | 1.00 mm principal | 0.98 | ABS-other | Long | USA |
COLT 2022-7 Mortgage Loan Trust | 965.63 k | 1.00 mm principal | 0.97 | ABS-mortgage backed security | Long | USA |
New Residential Mortgage Loan Trust 2015-1 | 919.20 k | 1.31 mm principal | 0.92 | ABS-mortgage backed security | Long | USA |
CSMC 2022-NQM5 Trust | 911.43 k | 1.00 mm principal | 0.91 | ABS-mortgage backed security | Long | USA |
Connecticut Avenue Securities Trust 2024-R02 | 881.34 k | 850.00 k principal | 0.88 | ABS-mortgage backed security | Long | USA |
Saluda Grade Alternative Mortgage Trust 2023-FIG3 | 871.37 k | 841.71 k principal | 0.87 | ABS-mortgage backed security | Long | USA |
Saluda Grade Alternative Mortgage Trust 2022-INV1 | 861.50 k | 919.96 k principal | 0.86 | ABS-mortgage backed security | Long | USA |
CSMC 2021-NQM2 | 854.24 k | 1.22 mm principal | 0.85 | ABS-mortgage backed security | Long | USA |
CSMC 2022-NQM4 Trust | 841.66 k | 850.83 k principal | 0.84 | ABS-mortgage backed security | Long | USA |
JP Morgan Mortgage Trust 2021-11 | 805.88 k | 78.33 mm principal | 0.81 | ABS-mortgage backed security | Long | USA |
KKR CLO 43 Ltd | 778.37 k | 750.00 k principal | 0.78 | ABS-collateralized bond/debt obligation | Long | Jersey |
Home RE 2021-2 Ltd | 767.74 k | 760.00 k principal | 0.77 | ABS-mortgage backed security | Long | Bermuda |
Ocean Trails CLO XII Ltd | 755.90 k | 750.00 k principal | 0.76 | ABS-collateralized bond/debt obligation | Long | Jersey |
GS Mortgage-Backed Securities Corp Trust 2020-PJ3 | 743.24 k | 1.66 mm principal | 0.74 | ABS-mortgage backed security | Long | USA |
Verus Securitization Trust 2022-7 | 739.73 k | 750.00 k principal | 0.74 | ABS-mortgage backed security | Long | USA |
United Wholesale Mortgage LLC | 675.88 k | 700.00 k principal | 0.68 | Debt | Long | USA |
Corevest American Finance 2020-4 Trust | 622.68 k | 770.00 k principal | 0.62 | ABS-other | Long | USA |
Atlas Senior Loan Fund XXI Ltd | 622.40 k | 600.00 k principal | 0.62 | ABS-collateralized bond/debt obligation | Long | Jersey |
J.P. Morgan Mortgage Trust 2022-6 | 573.62 k | 1.27 mm principal | 0.57 | ABS-mortgage backed security | Long | USA |
OneMain Finance Corp | 530.45 k | 500.00 k principal | 0.53 | Debt | Long | USA |
Blackrock MT Hood CLO X LLC | 530.00 k | 1.00 mm principal | 0.53 | ABS-collateralized bond/debt obligation | Long | USA |
Tricolor Auto Securitization Trust 2023-1 | 526.20 k | 500.00 k principal | 0.53 | ABS-other | Long | USA |
Eagle RE 2023-1 Ltd | 525.34 k | 500.00 k principal | 0.53 | ABS-mortgage backed security | Long | Bermuda |
CAL Receivables 2022-1 LLC | 521.20 k | 519.55 k principal | 0.52 | ABS-other | Long | USA |
Upstart Securitization Trust 2023-1 | 512.58 k | 500.00 k principal | 0.51 | ABS-other | Long | USA |
Prosper Marketplace Issuance Trust Series 2024-1 | 512.51 k | 500.00 k principal | 0.51 | ABS-other | Long | USA |
Goodleap Sustainable Home Solutions Trust 2023-2 | 509.85 k | 500.00 k principal | 0.51 | ABS-other | Long | USA |
Trinitas CLO XXI Ltd | 509.50 k | 500.00 k principal | 0.51 | ABS-collateralized bond/debt obligation | Long | Bermuda |
Octane Receivables Trust 2024-2 | 508.93 k | 500.00 k principal | 0.51 | ABS-other | Long | USA |
Momnt Technologies Trust 2023-1 | 507.39 k | 500.00 k principal | 0.51 | ABS-other | Long | USA |
Pagaya AI Debt Trust 2024-3 | 506.13 k | 500.00 k principal | 0.51 | ABS-other | Long | USA |
MidOcean Credit CLO XI Ltd | 505.53 k | 500.00 k principal | 0.51 | ABS-collateralized bond/debt obligation | Long | Jersey |
HTL Commercial Mortgage Trust 2024-T53 | 505.28 k | 500.00 k principal | 0.51 | ABS-mortgage backed security | Long | USA |
Pagaya AI Debt Grantor Trust 2024-6 And Pagaya AI Debt Trust 2024-6 | 503.33 k | 500.00 k principal | 0.50 | ABS-other | Long | USA |
Marlette Funding Trust 2023-2 | 502.24 k | 500.00 k principal | 0.50 | ABS-other | Long | USA |
BAMLL Commercial Mortgage Securities Trust 2024-NASH | 501.25 k | 500.00 k principal | 0.50 | ABS-mortgage backed security | Long | USA |
Trinitas CLO XIV Ltd | 500.97 k | 500.00 k principal | 0.50 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CCL Carnival Corporation & plc | 499.14 k | 500.00 k principal | 0.50 | Debt | Long | Panama |
CARLYLE US CLO 2017-4 Ltd | 498.83 k | 500.00 k principal | 0.50 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Ivy Hill Middle Market Credit Fund IX Ltd | 493.10 k | 500.00 k principal | 0.49 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
GreenSky Home Improvement Trust 2024-1 | 491.11 k | 500.00 k principal | 0.49 | ABS-collateralized bond/debt obligation | Long | USA |
TIAA FSB Holdings, Inc. | 489.67 k | 500.00 k principal | 0.49 | Debt | Long | USA |
Freedom Mortgage Corp | 489.64 k | 500.00 k principal | 0.49 | Debt | Long | USA |
UPBD Upbound Group, Inc. | 489.37 k | 500.00 k principal | 0.49 | Debt | Long | USA |
THL Credit Wind River 2018-1 Clo Ltd | 485.54 k | 500.00 k principal | 0.49 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
PAGAYA AI Debt Trust 2022-2 | 484.55 k | 499.97 k principal | 0.48 | ABS-other | Long | USA |
J.P. Morgan Mortgage Trust 2022-6 | 483.55 k | 1.27 mm principal | 0.48 | ABS-mortgage backed security | Long | USA |
PNMAC Holdings, Inc. | 478.16 k | 500.00 k principal | 0.48 | Debt | Long | USA |
J.P. Morgan Mortgage Trust 2023-6 | 472.42 k | 526.81 k principal | 0.47 | ABS-mortgage backed security | Long | USA |
Huntington Bank Auto Credit-Linked Notes Series 2024-1 | 468.58 k | 465.00 k principal | 0.47 | ABS-other | Long | USA |
NFE New Fortress Energy Inc. | 464.68 k | 500.00 k principal | 0.46 | Debt | Long | USA |
PRPM 2024-RCF1 LLC | 455.98 k | 550.00 k principal | 0.46 | ABS-mortgage backed security | Long | USA |
Progress Residential 2021-SFR9 Trust | 451.85 k | 500.00 k principal | 0.45 | ABS-other | Long | USA |
Bellemeade Re 2023-1 Ltd | 444.53 k | 400.00 k principal | 0.44 | ABS-mortgage backed security | Long | Bermuda |
Brean Asset Backed Securities Trust 2024-RM8 | 438.61 k | 600.00 k principal | 0.44 | ABS-mortgage backed security | Long | USA |
Strike Acceptance Auto Funding Trust 2023-1 | 437.31 k | 443.21 k principal | 0.44 | ABS-other | Long | USA |
Upstart Securitization Trust 2022-2 | 434.31 k | 500.00 k principal | 0.43 | ABS-other | Long | USA |
GLDD Great Lakes Dredge & Dock Corporation | 405.84 k | 450.00 k principal | 0.41 | Debt | Long | USA |
Reach ABS Trust 2024-2 | 405.39 k | 400.00 k principal | 0.41 | ABS-other | Long | USA |
Western Alliance Bank | 397.39 k | 400.00 k principal | 0.40 | ABS-mortgage backed security | Long | USA |
Western Alliance Bank | 397.10 k | 407.13 k principal | 0.40 | ABS-mortgage backed security | Long | USA |
Pagaya AI Debt Trust 2024-2 | 395.41 k | 399.82 k principal | 0.40 | ABS-other | Long | USA |
Gray Television Inc | 385.06 k | 600.00 k principal | 0.39 | Debt | Long | USA |
GS Mortgage-Backed Securities Corp Trust 2020-PJ6 | 382.59 k | 995.83 k principal | 0.38 | ABS-mortgage backed security | Long | USA |
Foundation Finance Trust 2023-1 | 380.92 k | 377.25 k principal | 0.38 | ABS-other | Long | USA |
Lendingpoint 2022-B Asset Securitization Trust | 359.03 k | 900.00 k principal | 0.36 | ABS-other | Long | USA |
Home Partners of America 2021-2 Trust | 352.42 k | 384.40 k principal | 0.35 | ABS-other | Long | USA |
GFR Greenfire Resources Ltd | 343.82 k | 320.00 k principal | 0.34 | Debt | Long | Canada |
GLS Auto Receivables Issuer Trust 2023-3 | 317.82 k | 300.00 k principal | 0.32 | ABS-other | Long | USA |
Verus Securitization Trust 2021-5 | 315.76 k | 450.00 k principal | 0.32 | ABS-mortgage backed security | Long | USA |
J.P. Morgan Mortgage Trust 2023-6 | 315.63 k | 411.00 k principal | 0.32 | ABS-mortgage backed security | Long | USA |
Pagaya AI Debt Grantor Trust 2024-5 | 311.70 k | 300.00 k principal | 0.31 | ABS-other | Long | USA |
CPS Auto Receivables Trust 2024-B | 310.41 k | 300.00 k principal | 0.31 | ABS-other | Long | USA |
Prosper Marketplace Issuance Trust Series 2023-1 | 304.48 k | 300.00 k principal | 0.30 | ABS-other | Long | USA |
Bayview Opportunity Master Fund VII 2024-CAR1 LLC | 304.38 k | 303.62 k principal | 0.30 | ABS-other | Long | USA |
Affirm Asset Securitization Trust 2023-B | 303.29 k | 300.00 k principal | 0.30 | ABS-other | Long | USA |
SBNA Auto Receivables Trust 2024-A | 302.53 k | 300.00 k principal | 0.30 | ABS-other | Long | USA |
LBA Trust 2024-BOLT | 300.01 k | 300.00 k principal | 0.30 | ABS-mortgage backed security | Long | USA |
Pagaya AI Debt Trust 2023-8 | 298.01 k | 299.81 k principal | 0.30 | ABS-other | Long | USA |
CSMC 2017-RPL1 Trust | 294.20 k | 1.43 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
Shelf Drilling Holdings Ltd | 288.62 k | 300.00 k principal | 0.29 | Debt | Long | Cayman Islands |
Pagaya AI Debt Selection Trust 2021-5 | 283.19 k | 299.96 k principal | 0.28 | ABS-other | Long | USA |
ESNT Essent Group Ltd. | 276.50 k | 4.40 k shares | 0.28 | Common equity | Long | USA |
BRAVO Residential Funding Trust 2021-NQM2 | 269.06 k | 285.60 k principal | 0.27 | ABS-mortgage backed security | Long | USA |
Hertz Vehicle Financing LLC | 259.53 k | 265.00 k principal | 0.26 | ABS-other | Long | USA |
AMMC CLO 30 Ltd | 255.89 k | 250.00 k principal | 0.26 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Veros Auto Receivables Trust 2024-1 | 254.32 k | 250.00 k principal | 0.25 | ABS-other | Long | USA |
Republic Finance Issuance Trust 2024-A | 250.79 k | 250.00 k principal | 0.25 | ABS-other | Long | USA |
Aqua Finance Trust 2021-A | 250.71 k | 300.00 k principal | 0.25 | ABS-other | Long | USA |
J.P. Morgan Mortgage Trust 2023-6 | 214.34 k | 330.00 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
Veros Auto Receivables Trust 2023-1 | 208.68 k | 200.00 k principal | 0.21 | ABS-other | Long | USA |
Flagship Credit Auto Trust 2024-1 | 205.75 k | 200.00 k principal | 0.21 | ABS-other | Long | USA |
Purchasing Power Funding 2024-A LLC | 204.22 k | 200.00 k principal | 0.20 | ABS-other | Long | USA |
Foundation Finance Trust 2024-1 | 203.79 k | 200.00 k principal | 0.20 | ABS-other | Long | USA |
Prestige Auto Receivables Trust 2024-1 | 203.60 k | 200.00 k principal | 0.20 | ABS-other | Long | USA |
PowerPay Issuance Trust 2024-1 | 203.26 k | 200.00 k principal | 0.20 | ABS-other | Long | USA |
Santander Bank Auto Credit-Linked Notes Series 2024-A | 202.39 k | 200.00 k principal | 0.20 | ABS-other | Long | USA |
GLS Auto Receivables Issuer Trust 2024-1 | 202.05 k | 200.00 k principal | 0.20 | ABS-other | Long | USA |
Exeter Automobile Receivables Trust 2024-2 | 201.96 k | 200.00 k principal | 0.20 | ABS-other | Long | USA |
Affirm Asset Securitization Trust 2024-A | 201.22 k | 200.00 k principal | 0.20 | ABS-other | Long | USA |
NMIH NMI Holdings, Inc. | 196.75 k | 5.00 k shares | 0.20 | Common equity | Long | USA |
Pagaya AI Debt Trust 2024-1 | 196.13 k | 199.95 k principal | 0.20 | ABS-other | Long | USA |
Octane Receivables Trust 2024-1 | 194.95 k | 200.00 k principal | 0.20 | ABS-other | Long | USA |
Continental Finance Credit Card ABS Master Trust | 192.47 k | 200.00 k principal | 0.19 | ABS-other | Long | USA |
Republic Finance Issuance Trust 2021-A | 184.84 k | 200.00 k principal | 0.18 | ABS-other | Long | USA |
Research-Driven Pagaya Motor Asset Trust IV | 173.83 k | 179.07 k principal | 0.17 | ABS-other | Long | USA |
Pagaya AI Debt Selection Trust 2021-3 | 165.06 k | 179.57 k principal | 0.17 | ABS-other | Long | USA |
LendingClub Receivables Trust Series 2019-7 | 162.93 k | 3.00 mm principal | 0.16 | ABS-other | Long | USA |
Upgrade Master Pass-Thru Trust Series 2021-PT2 | 160.79 k | 206.85 k principal | 0.16 | ABS-other | Long | USA |
LendingClub Receivables Trust Series 2019-3 | 151.30 k | 5.20 mm principal | 0.15 | ABS-other | Long | USA |
JPMorgan Chase Bank NA - CHASE | 138.10 k | 132.68 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
FREMF 2017-KF41 Mortgage Trust | 127.08 k | 129.22 k principal | 0.13 | ABS-mortgage backed security | Long | USA |
Pagaya AI Debt Selection Trust 2021-1 | 109.59 k | 128.11 k principal | 0.11 | ABS-other | Long | USA |
Tricolor Auto Securitization Trust 2022-1 | 99.95 k | 100.00 k principal | 0.10 | ABS-other | Long | USA |
Upstart Securitization Trust 2022-1 | 98.34 k | 200.00 k principal | 0.10 | ABS-other | Long | USA |
Foundation Finance Trust 2021-2 | 95.39 k | 100.00 k principal | 0.10 | ABS-other | Long | USA |
New Residential Mortgage Loan Trust 2019-6 | 92.63 k | 167.56 k principal | 0.09 | ABS-mortgage backed security | Long | USA |
Pagaya AI Debt Trust 2022-1 | 89.87 k | 99.99 k principal | 0.09 | ABS-other | Long | USA |
American Home Mortgage Investment Trust 2006-3 | 88.18 k | 309.06 k principal | 0.09 | ABS-mortgage backed security | Long | USA |
Morgan Stanley Capital I Trust 2014-150E | 84.83 k | 123.00 k principal | 0.08 | ABS-mortgage backed security | Long | USA |
JPMorgan Chase Bank NA - JPMWM | 73.23 k | 75.00 k principal | 0.07 | ABS-mortgage backed security | Long | USA |
Upstart Pass-Through Trust Series 2021-ST9 | 65.55 k | 200.00 k principal | 0.07 | ABS-other | Long | USA |
XCALI 2020-1 Mortgage Trust | 47.52 k | 47.77 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
JPMorgan Chase Bank NA - JPMWM | 40.61 k | 44.27 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
Upstart Pass-Through Trust Series 2022-ST1 | 30.02 k | 100.00 k principal | 0.03 | ABS-other | Long | USA |
US Auto Funding Trust 2022-1 | 29.10 k | 29.45 k principal | 0.03 | ABS-other | Long | USA |
Mosaic Solar Loan Trust 2018-1 | 27.05 k | 29.01 k principal | 0.03 | ABS-other | Long | USA |
Mosaic Solar Loan Trust 2019-1 | 13.96 k | 16.24 k principal | 0.01 | ABS-other | Long | USA |
Wells Fargo Credit Risk Transfer Securities Trust 2015 | 10.31 k | 10.19 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
XCALI 2020-1 Mortgage Trust | 8.61 k | 50.00 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
GS Mortgage Securities Corp Trust 2018-TWR | 7.45 k | 311.00 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
American Home Mortgage Assets Trust 2006-6 | 5.96 k | 771.31 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
LendingClub Receivables Trust Series 2019-1 | 5.12 k | 17.66 k principal | 0.01 | ABS-other | Long | USA |
DSLA Mortgage Loan Trust 2004-AR2 | 244.12 | 290.27 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
US Auto Funding Trust 2022-1 | 145.00 | 1.45 mm principal | 0.00 | ABS-other | Long | USA |
Lendingpoint 2022-A Asset Securitization Trust | 10.00 | 100.00 k principal | 0.00 | ABS-other | Long | USA |
CHL Mortgage Pass-Through Trust 2004-29 | 5.80 | 1.04 mm principal | 0.00 | ABS-mortgage backed security | Long | USA |
REVREPO12665EAE0 | -488.31 k | -488.31 k principal | -0.49 | Repurchase agreement | Short | USA |
REVREPO36166RAE4 | -745.38 k | -745.38 k principal | -0.75 | Repurchase agreement | Short | USA |
CDX42IG CDS (BUY PROTECTION) | -1.04 mm | 1.00 contracts | -1.04 | Credit derivative | N/A | USA |