Fund profile
Fund manager
Total assets
$186.04 mm
Liabilities
$161.08 k
Net assets
$185.87 mm
Number of holdings
114.00
114 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
Navient Student Loan Trust 2016-5 | 3.89 mm | 3.85 mm principal | 2.09 | ABS-other | Long | USA |
FREMF 2015-K44 Mortgage Trust | 3.59 mm | 3.68 mm principal | 1.93 | ABS-mortgage backed security | Long | USA |
STT State Street Corp. | 3.53 mm | 3.81 mm principal | 1.90 | Debt | Long | USA |
FREMF 2017-K727 Mortgage Trust | 3.44 mm | 3.50 mm principal | 1.85 | ABS-mortgage backed security | Long | USA |
SLM Student Loan Trust 2014-2 | 3.43 mm | 3.48 mm principal | 1.85 | ABS-other | Long | USA |
GS Mortgage-Backed Securities Trust 2021-PJ7 | 3.41 mm | 3.93 mm principal | 1.84 | ABS-mortgage backed security | Long | USA |
FREMF 2016-K53 Mortgage Trust | 3.13 mm | 3.22 mm principal | 1.68 | ABS-mortgage backed security | Long | USA |
WFC Wells Fargo & Co. | 3.08 mm | 3.25 mm principal | 1.66 | Debt | Long | USA |
Anchorage Capital CLO 2013-1 Ltd | 2.82 mm | 2.83 mm principal | 1.52 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Southern California Edison Co | 2.69 mm | 2.75 mm principal | 1.45 | Debt | Long | USA |
JP Morgan Mortgage Trust 2019-6 | 2.65 mm | 2.92 mm principal | 1.42 | ABS-mortgage backed security | Long | USA |
Vista Point Securitization Trust 2020-1 | 2.64 mm | 2.80 mm principal | 1.42 | ABS-mortgage backed security | Long | USA |
FREMF 2014-K37 Mortgage Trust | 2.54 mm | 2.55 mm principal | 1.37 | ABS-mortgage backed security | Long | USA |
ECMC Group Student Loan Trust 2018-2 | 2.53 mm | 2.57 mm principal | 1.36 | ABS-other | Long | USA |
AEP American Electric Power Company Inc. | 2.48 mm | 2.50 mm principal | 1.33 | Debt | Long | USA |
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 2.44 mm | 2.50 mm principal | 1.31 | Debt | Long | Ireland |
COMM 2014-CCRE20 Mortgage Trust | 2.41 mm | 2.45 mm principal | 1.30 | ABS-mortgage backed security | Long | USA |
BSPRT 2021-FL6 Issuer Ltd | 2.38 mm | 2.50 mm principal | 1.28 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
SMB Private Education Loan Trust 2021-C | 2.33 mm | 2.54 mm principal | 1.26 | ABS-other | Long | USA |
SBA Tower Trust | 2.32 mm | 2.50 mm principal | 1.25 | Debt | Long | USA |
OZLM XI Ltd | 2.30 mm | 2.30 mm principal | 1.24 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Crestline Denali CLO XVI Ltd | 2.23 mm | 2.23 mm principal | 1.20 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
SHW Sherwin-Williams Co. | 2.23 mm | 2.25 mm principal | 1.20 | Debt | Long | USA |
Navient Private Education Refi Loan Trust 2021-E | 2.18 mm | 2.53 mm principal | 1.17 | ABS-other | Long | USA |
Ford Motor Credit Co LLC | 2.16 mm | 2.25 mm principal | 1.16 | Debt | Long | USA |
Benefit Street Partners CLO VIII Ltd | 2.11 mm | 2.11 mm principal | 1.14 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CNXC Concentrix Corp. | 2.05 mm | 2.00 mm principal | 1.10 | Debt | Long | USA |
BSPRT 2021-FL6 Issuer Ltd | 2.03 mm | 2.05 mm principal | 1.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
NextEra Energy Capital Holdings Inc | 2.02 mm | 2.00 mm principal | 1.09 | Debt | Long | USA |
Bunker Hill Loan Depositary Trust 2020-1 | 2.01 mm | 2.25 mm principal | 1.08 | ABS-mortgage backed security | Long | USA |
Trinitas CLO XIV Ltd | 2.00 mm | 2.00 mm principal | 1.08 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Signal Peak CLO 6 Ltd | 1.99 mm | 2.00 mm principal | 1.07 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Graphic Packaging International LLC | 1.98 mm | 2.00 mm principal | 1.06 | Debt | Long | USA |
Bank of America Corp | 1.98 mm | 2.01 mm principal | 1.06 | Debt | Long | USA |
BHMS 2018-ATLS | 1.96 mm | 2.00 mm principal | 1.06 | ABS-mortgage backed security | Long | USA |
Niagara Mohawk Power Corp | 1.96 mm | 2.00 mm principal | 1.06 | Debt | Long | USA |
JPMorgan Chase & Co | 1.95 mm | 2.00 mm principal | 1.05 | Debt | Long | USA |
Sequoia Mortgage Trust 2021-5 | 1.92 mm | 2.26 mm principal | 1.03 | ABS-mortgage backed security | Long | USA |
RRX Regal Rexnord Corp | 1.90 mm | 1.88 mm principal | 1.02 | Debt | Long | USA |
H Hyatt Hotels Corporation - Ordinary Shares | 1.82 mm | 1.88 mm principal | 0.98 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 1.81 mm | 1.76 mm principal | 0.98 | Debt | Long | USA |
GS Mortgage Securities Corp Trust 2018-HULA | 1.81 mm | 1.83 mm principal | 0.97 | ABS-mortgage backed security | Long | USA |
Towd Point Mortgage Trust 2020-4 | 1.76 mm | 2.24 mm principal | 0.95 | ABS-mortgage backed security | Long | USA |
Cintas Corp No 2 | 1.72 mm | 1.75 mm principal | 0.92 | Debt | Long | USA |
Coca-Cola Europacific Partners PLC | 1.72 mm | 1.75 mm principal | 0.92 | Debt | Long | UK |
FREMF 2015-K46 Mortgage Trust | 1.70 mm | 1.75 mm principal | 0.92 | ABS-mortgage backed security | Long | USA |
Verus Securitization Trust 2019-INV3 | 1.68 mm | 1.73 mm principal | 0.90 | ABS-mortgage backed security | Long | USA |
Michael Kors USA Inc | 1.61 mm | 1.65 mm principal | 0.87 | Debt | Long | USA |
Palmer Square Loan Funding 2021-1 Ltd | 1.61 mm | 1.61 mm principal | 0.87 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Navient Private Education Loan Trust 2014-A | 1.57 mm | 1.56 mm principal | 0.84 | ABS-other | Long | USA |
General Motors Financial Co Inc | 1.57 mm | 1.60 mm principal | 0.84 | Debt | Long | USA |
Bunker Hill Loan Depositary Trust 2019-2 | 1.52 mm | 1.60 mm principal | 0.82 | ABS-mortgage backed security | Long | USA |
National Securities Clearing Corp | 1.51 mm | 1.50 mm principal | 0.81 | Debt | Long | USA |
Owens-Brockway Glass Container Inc | 1.50 mm | 1.50 mm principal | 0.81 | Debt | Long | USA |
APH Amphenol Corp. - Ordinary Shares | 1.50 mm | 1.50 mm principal | 0.81 | Debt | Long | USA |
First Eagle BSL CLO 2019-1 Ltd | 1.50 mm | 1.50 mm principal | 0.81 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Barings CLO Ltd 2017-I | 1.50 mm | 1.50 mm principal | 0.81 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
GIS General Mills, Inc. | 1.50 mm | 1.50 mm principal | 0.81 | Debt | Long | USA |
Vistra Operations Co LLC | 1.49 mm | 1.50 mm principal | 0.80 | Debt | Long | USA |
PH Parker-Hannifin Corp. | 1.49 mm | 1.50 mm principal | 0.80 | Debt | Long | USA |
Sound Point CLO V-R LTD | 1.48 mm | 1.50 mm principal | 0.80 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
HPE Hewlett Packard Enterprise Co | 1.48 mm | 1.50 mm principal | 0.80 | Debt | Long | USA |
Hawaii Hotel Trust 2019-MAUI | 1.48 mm | 1.50 mm principal | 0.79 | ABS-mortgage backed security | Long | USA |
T-Mobile USA Inc | 1.47 mm | 1.50 mm principal | 0.79 | Debt | Long | USA |
FREMF 2017-K728 Mortgage Trust | 1.47 mm | 1.50 mm principal | 0.79 | ABS-mortgage backed security | Long | USA |
Warnermedia Holdings Inc | 1.47 mm | 1.50 mm principal | 0.79 | Debt | Long | USA |
Haleon UK Capital PLC | 1.47 mm | 1.50 mm principal | 0.79 | Debt | Long | UK |
SNX TD Synnex Corp | 1.46 mm | 1.50 mm principal | 0.79 | Debt | Long | USA |
VMW Vmware, Inc. | 1.46 mm | 1.50 mm principal | 0.78 | Debt | Long | USA |
Verus Securitization Trust 2020-INV1 | 1.46 mm | 1.50 mm principal | 0.78 | ABS-mortgage backed security | Long | USA |
SWK Stanley Black & Decker Inc | 1.45 mm | 1.50 mm principal | 0.78 | Debt | Long | USA |
ZBH Zimmer Biomet Holdings Inc | 1.45 mm | 1.50 mm principal | 0.78 | Debt | Long | USA |
Qorvo Inc | 1.44 mm | 1.50 mm principal | 0.77 | Debt | Long | USA |
United States Treasury Bill | 1.43 mm | 1.48 mm principal | 0.77 | Debt | Long | USA |
First Maryland Capital II | 1.36 mm | 1.50 mm principal | 0.73 | Debt | Long | USA |
Navient Private Education Loan Trust 2015-B | 1.35 mm | 1.34 mm principal | 0.73 | ABS-other | Long | USA |
Fannie Mae REMICS | 1.34 mm | 1.55 mm principal | 0.72 | ABS-mortgage backed security | Long | USA |
Navient Private Education Refi Loan Trust 2020-E | 1.32 mm | 1.46 mm principal | 0.71 | ABS-other | Long | USA |
SMB Private Education Loan Trust 2014-A | 1.30 mm | 1.35 mm principal | 0.70 | ABS-other | Long | USA |
2 YEAR US TREASURY NOTE | 1.30 mm | 575.00 contracts | 0.70 | Interest rate derivative | N/A | USA |
BX Commercial Mortgage Trust 2019-XL | 1.27 mm | 1.28 mm principal | 0.68 | ABS-mortgage backed security | Long | USA |
Charter Communications Operating LLC / Charter Communications Operating Capital | 1.24 mm | 1.25 mm principal | 0.67 | Debt | Long | USA |
Steele Creek CLO 2014-1 Ltd | 1.24 mm | 1.25 mm principal | 0.66 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
TPR Tapestry Inc | 1.18 mm | 1.15 mm principal | 0.63 | Debt | Long | USA |
ECMC Group Student Loan Trust | 1.16 mm | 1.29 mm principal | 0.63 | ABS-other | Long | USA |
Navient Private Education Loan Trust 2015-A | 1.15 mm | 1.15 mm principal | 0.62 | ABS-other | Long | USA |
Catskill Park CLO Ltd | 1.14 mm | 1.14 mm principal | 0.61 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Flagstar Mortgage Trust 2020-2 | 1.08 mm | 1.28 mm principal | 0.58 | ABS-mortgage backed security | Long | USA |
Celanese US Holdings LLC | 1.05 mm | 1.00 mm principal | 0.56 | Debt | Long | USA |
JP Morgan Mortgage Trust 2019-9 | 1.04 mm | 1.19 mm principal | 0.56 | ABS-mortgage backed security | Long | USA |
Wells Fargo Mortgage Backed Securities 2020-2 Trust | 1.00 mm | 1.19 mm principal | 0.54 | ABS-mortgage backed security | Long | USA |
United States Treasury Inflation Indexed Bonds | 1.00 mm | 1.03 mm principal | 0.54 | Debt | Long | USA |
SCHW Charles Schwab Corp. | 999.80 k | 1.00 mm principal | 0.54 | Debt | Long | USA |
Citigroup Commercial Mortgage Trust 2018-TBR | 973.42 k | 1.00 mm principal | 0.52 | ABS-mortgage backed security | Long | USA |
Toyota Auto Receivables 2022-C Owner Trust | 973.21 k | 977.18 k principal | 0.52 | ABS-other | Long | USA |
RVTY Revvity Inc. | 965.31 k | 1.00 mm principal | 0.52 | Debt | Long | USA |
Shackleton 2013-III CLO Ltd | 928.71 k | 928.74 k principal | 0.50 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
JFIN CLO 2017-II Ltd | 871.00 k | 871.59 k principal | 0.47 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Avis Budget Rental Car Funding AESOP LLC | 770.27 k | 772.50 k principal | 0.41 | ABS-other | Long | USA |
SMB Private Education Loan Trust 2016-B | 731.39 k | 730.70 k principal | 0.39 | ABS-other | Long | USA |
Verus Securitization Trust 2019-INV2 | 695.75 k | 727.83 k principal | 0.37 | ABS-mortgage backed security | Long | USA |
Verus Securitization Trust 2020-INV1 | 649.98 k | 657.55 k principal | 0.35 | ABS-mortgage backed security | Long | USA |
BLACKROCK LIQUIDITY FUNDS FEDFUND PORTFOLIO | 649.54 k | 649.54 k shares | 0.35 | Short-term investment vehicle | Long | USA |
Nassau 2017-I Ltd | 541.87 k | 541.87 k principal | 0.29 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Angel Oak Mortgage Trust 2020-1 | 511.38 k | 544.31 k principal | 0.28 | ABS-mortgage backed security | Long | USA |
Citigroup Mortgage Loan Trust 2014-J1 | 496.62 k | 545.87 k principal | 0.27 | ABS-mortgage backed security | Long | USA |
IQVIA Inc | 495.29 k | 500.00 k principal | 0.27 | Debt | Long | USA |
United States Treasury Bill | 487.60 k | 500.00 k principal | 0.26 | Debt | Long | USA |
Freddie Mac Multifamily Structured Pass Through Certificates | 430.45 k | 14.50 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
United States Treasury Bill- When Issued | 246.14 k | 250.00 k principal | 0.13 | Debt | Long | USA |
US 5 YEAR TREASURY NOTE | 216.10 k | 80.00 contracts | 0.12 | Interest rate derivative | N/A | USA |
OBX 2019-INV2 Trust | 214.98 k | 234.03 k principal | 0.12 | ABS-mortgage backed security | Long | USA |
US TREASURY LONG BOND | -200.98 k | -20.00 contracts | -0.11 | Interest rate derivative | N/A | USA |
10 YEAR US TREASURY NOTE | -304.81 k | -74.00 contracts | -0.16 | Interest rate derivative | N/A | USA |