Fund profile
Fund manager
Total assets
$365.47 mm
Liabilities
$6.53 mm
Net assets
$358.94 mm
Number of holdings
121.00
121 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
Private Export Funding Corp., Series NN | 13.73 mm | 14.00 mm principal | 3.82 | Debt | Long | USA |
FFCB | 13.16 mm | 13.50 mm principal | 3.67 | Debt | Long | USA |
FFCB | 13.02 mm | 15.00 mm principal | 3.63 | Debt | Long | USA |
U.S. Treasury Bonds | 12.98 mm | 18.25 mm principal | 3.61 | Debt | Long | USA |
U.S. Treasury Notes | 11.85 mm | 11.60 mm principal | 3.30 | Debt | Long | USA |
Resolution Funding Corp. | 11.54 mm | 15.00 mm principal | 3.21 | Debt | Long | USA |
U.S. Treasury Bonds | 11.06 mm | 14.60 mm principal | 3.08 | Debt | Long | USA |
U.S. Treasury Notes | 10.63 mm | 10.75 mm principal | 2.96 | Debt | Long | USA |
UMBS | 10.59 mm | 12.95 mm principal | 2.95 | ABS-mortgage backed security | Long | USA |
Private Export Funding Corp., Series OO | 9.70 mm | 10.00 mm principal | 2.70 | Debt | Long | USA |
FNMA, Series 2013-59, Class MX | 8.23 mm | 8.86 mm principal | 2.29 | ABS-mortgage backed security | Long | USA |
UMBS | 7.87 mm | 8.66 mm principal | 2.19 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Notes | 7.20 mm | 7.00 mm principal | 2.01 | Debt | Long | USA |
FHLMC Multifamily Structured Pass-Through Certificates, Series K-157, Class A2 | 7.06 mm | 7.20 mm principal | 1.97 | ABS-mortgage backed security | Long | USA |
State of Israel AID Bond | 6.62 mm | 6.02 mm principal | 1.84 | Debt | Long | Israel |
U.S. Treasury Notes | 6.14 mm | 6.00 mm principal | 1.71 | Debt | Long | USA |
FNMA | 5.61 mm | 5.63 mm principal | 1.56 | ABS-mortgage backed security | Long | USA |
UMBS | 5.43 mm | 5.85 mm principal | 1.51 | ABS-mortgage backed security | Long | USA |
Private Export Funding Corp., Series GG | 5.43 mm | 5.50 mm principal | 1.51 | Debt | Long | USA |
UMBS | 5.40 mm | 5.46 mm principal | 1.51 | ABS-mortgage backed security | Long | USA |
UMBS | 5.31 mm | 5.61 mm principal | 1.48 | ABS-mortgage backed security | Long | USA |
GNMA | 4.85 mm | 4.82 mm principal | 1.35 | ABS-mortgage backed security | Long | USA |
GNMA | 4.61 mm | 4.50 mm principal | 1.28 | ABS-mortgage backed security | Long | USA |
UMBS | 4.60 mm | 5.36 mm principal | 1.28 | ABS-mortgage backed security | Long | USA |
UMBS | 4.09 mm | 5.01 mm principal | 1.14 | ABS-mortgage backed security | Long | USA |
UMBS | 4.01 mm | 4.90 mm principal | 1.12 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Bonds | 3.86 mm | 5.15 mm principal | 1.08 | Debt | Long | USA |
UMBS | 3.66 mm | 3.99 mm principal | 1.02 | ABS-mortgage backed security | Long | USA |
UMBS | 3.57 mm | 3.68 mm principal | 1.00 | ABS-mortgage backed security | Long | USA |
UMBS | 3.55 mm | 4.31 mm principal | 0.99 | ABS-mortgage backed security | Long | USA |
UMBS | 3.51 mm | 4.13 mm principal | 0.98 | ABS-mortgage backed security | Long | USA |
UMBS | 3.48 mm | 3.98 mm principal | 0.97 | ABS-mortgage backed security | Long | USA |
UMBS | 3.43 mm | 4.03 mm principal | 0.96 | ABS-mortgage backed security | Long | USA |
UMBS | 3.27 mm | 4.00 mm principal | 0.91 | ABS-mortgage backed security | Long | USA |
UMBS | 3.25 mm | 3.54 mm principal | 0.91 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Bonds | 3.23 mm | 6.00 mm principal | 0.90 | Debt | Long | USA |
U.S. Treasury Notes | 3.05 mm | 3.00 mm principal | 0.85 | Debt | Long | USA |
UMBS | 3.01 mm | 3.51 mm principal | 0.84 | ABS-mortgage backed security | Long | USA |
GNMA | 2.96 mm | 2.94 mm principal | 0.82 | ABS-mortgage backed security | Long | USA |
UMBS | 2.94 mm | 2.97 mm principal | 0.82 | ABS-mortgage backed security | Long | USA |
UMBS | 2.94 mm | 3.59 mm principal | 0.82 | ABS-mortgage backed security | Long | USA |
FHLMC Multifamily Structured Pass-Through Certificates, Series K-154, Class A2 | 2.78 mm | 2.80 mm principal | 0.77 | ABS-mortgage backed security | Long | USA |
UMBS | 2.77 mm | 2.81 mm principal | 0.77 | ABS-mortgage backed security | Long | USA |
UMBS | 2.73 mm | 2.81 mm principal | 0.76 | ABS-mortgage backed security | Long | USA |
UMBS | 2.67 mm | 3.14 mm principal | 0.74 | ABS-mortgage backed security | Long | USA |
UMBS | 2.66 mm | 2.81 mm principal | 0.74 | ABS-mortgage backed security | Long | USA |
UMBS | 2.53 mm | 2.95 mm principal | 0.70 | ABS-mortgage backed security | Long | USA |
UMBS | 2.53 mm | 2.85 mm principal | 0.70 | ABS-mortgage backed security | Long | USA |
UMBS | 2.45 mm | 2.88 mm principal | 0.68 | ABS-mortgage backed security | Long | USA |
UMBS | 2.39 mm | 2.56 mm principal | 0.67 | ABS-mortgage backed security | Long | USA |
UMBS | 2.32 mm | 2.73 mm principal | 0.65 | ABS-mortgage backed security | Long | USA |
UMBS | 2.32 mm | 2.98 mm principal | 0.65 | ABS-mortgage backed security | Long | USA |
FFCB | 2.27 mm | 2.48 mm principal | 0.63 | Debt | Long | USA |
UMBS | 2.26 mm | 2.39 mm principal | 0.63 | ABS-mortgage backed security | Long | USA |
SPS Servicer Advance Receivables Trust, Series 2020-T2, Class A | 2.14 mm | 2.31 mm principal | 0.60 | ABS-other | Long | USA |
FNMA, Series 2015-92, Class PA | 2.12 mm | 2.35 mm principal | 0.59 | ABS-mortgage backed security | Long | USA |
GNMA | 2.07 mm | 2.05 mm principal | 0.58 | ABS-mortgage backed security | Long | USA |
Hashemite Kingdom of Jordan AID Bond | 2.05 mm | 2.13 mm principal | 0.57 | Debt | Long | Jordan |
CCG Receivables Trust, Series 2023-2, Class A2 | 2.03 mm | 2.00 mm principal | 0.57 | ABS-other | Long | USA |
Westlake Automobile Receivables Trust, Series 2023-4A, Class A2 | 2.01 mm | 2.00 mm principal | 0.56 | ABS-other | Long | USA |
UMBS | 1.95 mm | 2.37 mm principal | 0.54 | ABS-mortgage backed security | Long | USA |
GNMA | 1.94 mm | 1.91 mm principal | 0.54 | ABS-mortgage backed security | Long | USA |
FFCB | 1.93 mm | 2.00 mm principal | 0.54 | Debt | Long | USA |
Chesapeake Funding II LLC, Series 2023-2A, Class A1 | 1.93 mm | 1.91 mm principal | 0.54 | ABS-other | Long | USA |
GNMA | 1.91 mm | 1.93 mm principal | 0.53 | ABS-mortgage backed security | Long | USA |
GNMA | 1.91 mm | 1.88 mm principal | 0.53 | ABS-mortgage backed security | Long | USA |
GNMA | 1.85 mm | 1.98 mm principal | 0.51 | ABS-mortgage backed security | Long | USA |
UMBS | 1.80 mm | 2.02 mm principal | 0.50 | ABS-mortgage backed security | Long | USA |
FHLMC | 1.79 mm | 1.85 mm principal | 0.50 | ABS-mortgage backed security | Long | USA |
UMBS | 1.78 mm | 1.89 mm principal | 0.50 | ABS-mortgage backed security | Long | USA |
New Residential Mortgage Loan Trust, Series 2017-6A, Class B1 | 1.76 mm | 1.86 mm principal | 0.49 | ABS-mortgage backed security | Long | USA |
UMBS | 1.67 mm | 1.89 mm principal | 0.47 | ABS-mortgage backed security | Long | USA |
GNMA | 1.63 mm | 1.60 mm principal | 0.45 | ABS-mortgage backed security | Long | USA |
FNMA, Series 2015-88, Class JA | 1.60 mm | 1.76 mm principal | 0.45 | ABS-mortgage backed security | Long | USA |
UMBS | 1.60 mm | 1.81 mm principal | 0.45 | ABS-mortgage backed security | Long | USA |
GNMA | 1.51 mm | 1.48 mm principal | 0.42 | ABS-mortgage backed security | Long | USA |
UMBS | 1.40 mm | 1.38 mm principal | 0.39 | ABS-mortgage backed security | Long | USA |
Starwood Mortgage Residential Trust, Series 2022-3, Class A1 | 1.38 mm | 1.47 mm principal | 0.38 | ABS-mortgage backed security | Long | USA |
FNMA | 1.36 mm | 1.32 mm principal | 0.38 | ABS-mortgage backed security | Long | USA |
UMBS | 1.34 mm | 1.30 mm principal | 0.37 | ABS-mortgage backed security | Long | USA |
GCAT 2022-CM1 Trust, Series 2022-HX1, Class A1 | 1.25 mm | 1.40 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
UMBS | 1.23 mm | 1.37 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
UMBS | 1.16 mm | 1.18 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
UMBS | 1.09 mm | 1.14 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
FHLMC | 1.06 mm | 1.13 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
UMBS | 1.03 mm | 1.07 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
UMBS | 1.01 mm | 976.70 k principal | 0.28 | ABS-mortgage backed security | Long | USA |
M&T Equipment Notes, Series 2023-1A, Class A2 | 1.00 mm | 1.00 mm principal | 0.28 | ABS-other | Long | USA |
Carvana Auto Receivables Trust, Series 2023-P3, Class A2 | 1.00 mm | 999.00 k principal | 0.28 | ABS-other | Long | USA |
FNMA | 956.16 k | 936.97 k principal | 0.27 | ABS-mortgage backed security | Long | USA |
Barclays Mortgage Loan Trust, Series 2022-INV1, Class A1 | 884.74 k | 906.47 k principal | 0.25 | ABS-mortgage backed security | Long | USA |
Verus Securitization Trust, Series 2022-4, Class A1 | 770.46 k | 789.56 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
Goodgreen, Series 2022-1A, Class A | 580.09 k | 659.88 k principal | 0.16 | ABS-other | Long | Cayman Islands |
New Residential Mortgage Loan Trust, Series 2017-2A, Class A4 | 573.49 k | 607.39 k principal | 0.16 | ABS-mortgage backed security | Long | USA |
FNMA | 556.49 k | 559.07 k principal | 0.16 | ABS-mortgage backed security | Long | USA |
Dell Equipment Finance Trust, Series 2023-3, Class A3 | 509.18 k | 500.00 k principal | 0.14 | ABS-other | Long | USA |
FNMA | 497.55 k | 505.42 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
U.S. Treasury 5 Year Note | 383.90 k | 200.00 contracts | 0.11 | Interest rate derivative | N/A | USA |
FNMA | 337.56 k | 340.06 k principal | 0.09 | ABS-mortgage backed security | Long | USA |
FNMA | 327.61 k | 328.60 k principal | 0.09 | ABS-mortgage backed security | Long | USA |
FHLMC, Series 2985, Class JR | 286.81 k | 289.12 k principal | 0.08 | ABS-mortgage backed security | Long | USA |
FHLMC | 273.90 k | 269.87 k principal | 0.08 | ABS-mortgage backed security | Long | USA |
FNMA, Series 2005-40, Class YG | 245.83 k | 247.61 k principal | 0.07 | ABS-mortgage backed security | Long | USA |
Angel Oak Mortgage Trust, Series 2020-1, Class A1 | 211.98 k | 226.59 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
Reach ABS Trust, Series 2023-1A, Class A | 191.61 k | 191.09 k principal | 0.05 | ABS-other | Long | USA |
GNMA | 183.49 k | 187.70 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
FNMA | 157.52 k | 159.32 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
FNMA | 83.69 k | 84.83 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
GNMA | 80.89 k | 82.81 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
GNMA | 70.43 k | 72.16 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
FNMA | 62.14 k | 62.90 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
GNMA | 58.81 k | 60.29 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
UMBS | 55.60 k | 63.62 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
GNMA | 53.28 k | 54.58 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
GNMA | 52.67 k | 53.84 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
GNMA | 30.97 k | 31.53 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
GNMA | 29.37 k | 30.07 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
GNMA | 21.93 k | 22.48 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
UMBS | 20.59 k | 22.45 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
GNMA | 15.84 k | 16.13 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
GNMA | 8.92 k | 9.12 k principal | 0.00 | ABS-mortgage backed security | Long | USA |