Fund profile
Fund manager
Total assets
$393.58 mm
Liabilities
$318.31 k
Net assets
$393.26 mm
Number of holdings
127.00
127 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
Fannie Mae Pool | 9.14 mm | 10.31 mm principal | 2.32 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 8.91 mm | 10.47 mm principal | 2.27 | ABS-mortgage backed security | Long | USA |
United States Treasury Inflation Indexed Bonds | 7.35 mm | 7.75 mm principal | 1.87 | Debt | Long | USA |
Freddie Mac REMICS | 7.34 mm | 8.02 mm principal | 1.87 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 6.53 mm | 6.89 mm principal | 1.66 | ABS-mortgage backed security | Long | USA |
FREMF 2018-K731 Mortgage Trust | 6.45 mm | 6.61 mm principal | 1.64 | ABS-mortgage backed security | Long | USA |
Sequoia Mortgage Trust 2013-3 | 6.42 mm | 7.63 mm principal | 1.63 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 6.05 mm | 7.95 mm principal | 1.54 | Debt | Long | USA |
FREMF 2019-K735 Mortgage Trust | 5.80 mm | 6.00 mm principal | 1.47 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 5.17 mm | 5.83 mm principal | 1.31 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 5.08 mm | 5.00 mm principal | 1.29 | Debt | Long | USA |
United States Treasury Inflation Indexed Bonds | 5.00 mm | 5.13 mm principal | 1.27 | Debt | Long | USA |
FREMF 2016-K52 Mortgage Trust | 4.91 mm | 5.07 mm principal | 1.25 | ABS-mortgage backed security | Long | USA |
FREMF 2015-K48 Mortgage Trust | 4.87 mm | 5.00 mm principal | 1.24 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 4.83 mm | 4.75 mm principal | 1.23 | ABS-mortgage backed security | Long | USA |
Benchmark 2019-B9 Mortgage Trust | 4.67 mm | 5.00 mm principal | 1.19 | ABS-mortgage backed security | Long | USA |
Government National Mortgage Association | 4.57 mm | 5.13 mm principal | 1.16 | ABS-mortgage backed security | Long | USA |
FREMF 2019-K102 Mortgage Trust | 4.54 mm | 5.00 mm principal | 1.15 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 4.53 mm | 4.79 mm principal | 1.15 | ABS-mortgage backed security | Long | USA |
CIM Trust 2019-INV2 | 4.50 mm | 4.78 mm principal | 1.14 | ABS-mortgage backed security | Long | USA |
Fannie Mae REMICS | 4.37 mm | 4.94 mm principal | 1.11 | ABS-mortgage backed security | Long | USA |
Steele Creek Clo 2018-2 Ltd | 4.35 mm | 4.36 mm principal | 1.11 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
SLM Student Loan Trust 2012-6 | 4.21 mm | 4.86 mm principal | 1.07 | ABS-other | Long | USA |
Fannie Mae Pool | 4.17 mm | 4.52 mm principal | 1.06 | ABS-mortgage backed security | Long | USA |
JP Morgan Mortgage Trust 2021-1 | 4.07 mm | 4.94 mm principal | 1.03 | ABS-mortgage backed security | Long | USA |
JP Morgan Mortgage Trust 2020-4 | 4.04 mm | 4.80 mm principal | 1.03 | ABS-mortgage backed security | Long | USA |
COMM 2014-CCRE20 Mortgage Trust | 4.02 mm | 4.08 mm principal | 1.02 | ABS-mortgage backed security | Long | USA |
First Eagle BSL CLO 2019-1 Ltd | 4.00 mm | 4.00 mm principal | 1.02 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Trimaran Cavu 2019-1 Ltd | 4.00 mm | 4.00 mm principal | 1.02 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
OZLM XI Ltd | 4.00 mm | 4.00 mm principal | 1.02 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Battalion Clo XV Ltd | 4.00 mm | 4.00 mm principal | 1.02 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
GS Mortgage-Backed Securities Corp Trust 2020-PJ3 | 3.98 mm | 4.95 mm principal | 1.01 | ABS-mortgage backed security | Long | USA |
SMB Private Education Loan Trust 2015-C | 3.90 mm | 4.03 mm principal | 0.99 | ABS-other | Long | USA |
Crown Castle Towers LLC | 3.88 mm | 4.00 mm principal | 0.99 | Debt | Long | USA |
JP Morgan Mortgage Trust 2021-7 | 3.88 mm | 4.85 mm principal | 0.99 | ABS-mortgage backed security | Long | USA |
Wells Fargo Mortgage Backed Securities 2020-3 Trust | 3.87 mm | 4.55 mm principal | 0.98 | ABS-mortgage backed security | Long | USA |
JP Morgan Mortgage Trust 2020-INV1 | 3.84 mm | 4.65 mm principal | 0.98 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 3.61 mm | 4.41 mm principal | 0.92 | ABS-mortgage backed security | Long | USA |
President and Fellows of Harvard College | 3.59 mm | 3.10 mm principal | 0.91 | Debt | Long | USA |
J.P. Morgan Mortgage Trust 2022-1 | 3.59 mm | 4.39 mm principal | 0.91 | ABS-mortgage backed security | Long | USA |
STT State Street Corp. | 3.55 mm | 3.83 mm principal | 0.90 | Debt | Long | USA |
ALM 2020 Ltd | 3.50 mm | 3.50 mm principal | 0.89 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FREMF 2016-K53 Mortgage Trust | 3.40 mm | 3.53 mm principal | 0.86 | ABS-mortgage backed security | Long | USA |
FREMF 2018-K85 Mortgage Trust | 3.30 mm | 3.50 mm principal | 0.84 | ABS-mortgage backed security | Long | USA |
Steele Creek CLO 2016-1 Ltd | 3.23 mm | 3.25 mm principal | 0.82 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CSMC Trust 2013-IVR2 | 3.19 mm | 3.65 mm principal | 0.81 | ABS-mortgage backed security | Long | USA |
IR Ingersoll-Rand Inc | 3.18 mm | 3.00 mm principal | 0.81 | Debt | Long | USA |
Northern States Power Co/MN | 3.16 mm | 4.00 mm principal | 0.80 | Debt | Long | USA |
AMGN AMGEN Inc. | 3.11 mm | 3.00 mm principal | 0.79 | Debt | Long | USA |
ARCC Ares Capital Corp | 3.10 mm | 3.50 mm principal | 0.79 | Debt | Long | USA |
Allfirst Preferred Capital Trust | 3.09 mm | 3.50 mm principal | 0.79 | Debt | Long | USA |
BMY Bristol-Myers Squibb Co. | 3.09 mm | 3.25 mm principal | 0.79 | Debt | Long | USA |
JPMorgan Chase & Co | 3.05 mm | 3.20 mm principal | 0.78 | Debt | Long | USA |
SLM Student Loan Trust 2014-2 | 3.05 mm | 3.09 mm principal | 0.78 | ABS-other | Long | USA |
JP Morgan Mortgage Trust 2020-INV1 | 3.04 mm | 3.40 mm principal | 0.77 | ABS-mortgage backed security | Long | USA |
Fortress Credit BSL III Ltd | 2.99 mm | 3.00 mm principal | 0.76 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Freddie Mac REMICS | 2.98 mm | 3.95 mm principal | 0.76 | ABS-mortgage backed security | Long | USA |
JP Morgan Mortgage Trust 2021-1 | 2.95 mm | 3.69 mm principal | 0.75 | ABS-mortgage backed security | Long | USA |
T-Mobile USA Inc | 2.85 mm | 3.00 mm principal | 0.73 | Debt | Long | USA |
BABA Alibaba Group Holding Ltd | 2.85 mm | 3.00 mm principal | 0.72 | Debt | Long | Cayman Islands |
Fannie Mae Pool | 2.84 mm | 3.63 mm principal | 0.72 | ABS-mortgage backed security | Long | USA |
KIM Kimco Realty Corporation | 2.83 mm | 3.00 mm principal | 0.72 | Debt | Long | USA |
SJM J.M. Smucker Co. | 2.79 mm | 3.00 mm principal | 0.71 | Debt | Long | USA |
Agate Bay Mortgage Trust 2015-6 | 2.79 mm | 2.96 mm principal | 0.71 | ABS-mortgage backed security | Long | USA |
VFC VF Corp. | 2.76 mm | 3.00 mm principal | 0.70 | Debt | Long | USA |
Black Diamond Clo 2019-2 Ltd | 2.75 mm | 2.76 mm principal | 0.70 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 2.74 mm | 3.00 mm principal | 0.70 | Debt | Long | Ireland |
Wells Fargo Commercial Mortgage Trust 2019-C51 | 2.68 mm | 3.00 mm principal | 0.68 | ABS-mortgage backed security | Long | USA |
JP Morgan Mortgage Trust 2020-8 | 2.66 mm | 3.13 mm principal | 0.68 | ABS-mortgage backed security | Long | USA |
Canadian Pacific Railway Co | 2.57 mm | 3.00 mm principal | 0.65 | Debt | Long | Canada |
Sequoia Mortgage Trust 2021-5 | 2.56 mm | 3.02 mm principal | 0.65 | ABS-mortgage backed security | Long | USA |
HSY Hershey Company | 2.56 mm | 3.00 mm principal | 0.65 | Debt | Long | USA |
Church & Dwight Co Inc | 2.55 mm | 3.00 mm principal | 0.65 | Debt | Long | USA |
PNC PNC Financial Services Group Inc | 2.55 mm | 2.50 mm principal | 0.65 | Debt | Long | USA |
BlackRock Liquidity FedFund | 2.53 mm | 2.53 mm shares | 0.64 | Short-term investment vehicle | Long | USA |
STZ Constellation Brands Inc - Ordinary Shares | 2.52 mm | 3.00 mm principal | 0.64 | Debt | Long | USA |
Trinitas CLO XIV Ltd | 2.50 mm | 2.50 mm principal | 0.64 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
New Hampshire Higher Education Loan Corp | 2.47 mm | 2.75 mm principal | 0.63 | ABS-mortgage backed security | Long | USA |
Fontainebleau Miami Beach Trust 2019-FBLU | 2.42 mm | 2.50 mm principal | 0.62 | ABS-mortgage backed security | Long | USA |
FREMF 2017-K729 Mortgage Trust | 2.40 mm | 2.46 mm principal | 0.61 | ABS-mortgage backed security | Long | USA |
Brooklyn Union Gas Co/The | 2.39 mm | 2.50 mm principal | 0.61 | Debt | Long | USA |
Government National Mortgage Association | 2.38 mm | 2.73 mm principal | 0.61 | ABS-mortgage backed security | Long | USA |
SMB Private Education Loan Trust 2014-A | 2.34 mm | 2.43 mm principal | 0.60 | ABS-other | Long | USA |
FREMF 2019-K95 Mortgage Trust | 2.33 mm | 2.50 mm principal | 0.59 | ABS-mortgage backed security | Long | USA |
Kraft Heinz Foods Co | 2.27 mm | 2.44 mm principal | 0.58 | Debt | Long | USA |
United States Treasury Note/Bond | 2.26 mm | 2.76 mm principal | 0.57 | Debt | Long | USA |
Sequoia Mortgage Trust 2020-4 | 2.19 mm | 2.75 mm principal | 0.56 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 2.19 mm | 2.67 mm principal | 0.56 | ABS-mortgage backed security | Long | USA |
Seasoned Credit Risk Transfer Trust | 2.11 mm | 3.10 mm principal | 0.54 | ABS-mortgage backed security | Long | USA |
ET Energy Transfer LP | 2.08 mm | 2.19 mm principal | 0.53 | Debt | Long | USA |
Towd Point Mortgage Trust 2021-1 | 2.02 mm | 2.50 mm principal | 0.51 | ABS-mortgage backed security | Long | USA |
Duke Energy Carolinas LLC | 2.01 mm | 2.30 mm principal | 0.51 | Debt | Long | USA |
MRK Merck & Co Inc | 2.01 mm | 2.20 mm principal | 0.51 | Debt | Long | USA |
Mead Johnson Nutrition Co | 1.97 mm | 2.00 mm principal | 0.50 | Debt | Long | USA |
FREMF 2014-K40 Mortgage Trust | 1.97 mm | 2.00 mm principal | 0.50 | ABS-mortgage backed security | Long | USA |
Ford Motor Credit Co LLC | 1.95 mm | 2.00 mm principal | 0.50 | Debt | Long | USA |
BNSF Railway Co 2015-1 Pass Through Trust | 1.95 mm | 2.04 mm principal | 0.50 | Debt | Long | USA |
CNC Centene Corp. | 1.92 mm | 2.00 mm principal | 0.49 | Debt | Long | USA |
United States Treasury Note/Bond | 1.91 mm | 2.17 mm principal | 0.49 | Debt | Long | USA |
NXP BV / NXP Funding LLC / NXP USA Inc | 1.90 mm | 2.00 mm principal | 0.48 | Debt | Long | N/A |
BDX Becton Dickinson & Co. | 1.90 mm | 1.96 mm principal | 0.48 | Debt | Long | USA |
KMB Kimberly-Clark Corp. | 1.87 mm | 2.00 mm principal | 0.48 | Debt | Long | USA |
US 5 YEAR TREASURY NOTE | 1.84 mm | 680.00 contracts | 0.47 | Interest rate derivative | N/A | USA |
Navient Student Loan Trust 2018-EA | 1.81 mm | 1.85 mm principal | 0.46 | ABS-other | Long | USA |
Verus Securitization Trust 2019-INV2 | 1.78 mm | 1.86 mm principal | 0.45 | ABS-mortgage backed security | Long | USA |
WinWater Mortgage Loan Trust 2016-1 | 1.72 mm | 1.84 mm principal | 0.44 | ABS-mortgage backed security | Long | USA |
Health Care Service Corp A Mutual Legal Reserve Co | 1.71 mm | 2.00 mm principal | 0.43 | Debt | Long | USA |
KDP Keurig Dr Pepper Inc | 1.70 mm | 2.00 mm principal | 0.43 | Debt | Long | USA |
Benefit Street Partners CLO II Ltd | 1.70 mm | 1.70 mm principal | 0.43 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
United States Treasury Note/Bond | 1.70 mm | 2.65 mm principal | 0.43 | Debt | Long | USA |
RVTY Revvity Inc. | 1.64 mm | 2.00 mm principal | 0.42 | Debt | Long | USA |
BA Boeing Co. | 1.59 mm | 2.00 mm principal | 0.41 | Debt | Long | USA |
Sequoia Mortgage Trust 2017-5 | 1.57 mm | 1.78 mm principal | 0.40 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 1.53 mm | 1.70 mm principal | 0.39 | Debt | Long | USA |
H Hyatt Hotels Corporation - Ordinary Shares | 1.53 mm | 1.50 mm principal | 0.39 | Debt | Long | USA |
Barings CLO Ltd 2017-I | 1.50 mm | 1.50 mm principal | 0.38 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FREMF 2017-K63 Mortgage Trust | 1.44 mm | 1.50 mm principal | 0.37 | ABS-mortgage backed security | Long | USA |
FREMF 2019-K736 Mortgage Trust | 1.44 mm | 1.50 mm principal | 0.37 | ABS-mortgage backed security | Long | USA |
SBA Tower Trust | 1.39 mm | 1.50 mm principal | 0.35 | Debt | Long | USA |
Roper Technologies Inc | 1.34 mm | 1.50 mm principal | 0.34 | Debt | Long | USA |
AN Autonation Inc. | 1.29 mm | 1.50 mm principal | 0.33 | Debt | Long | USA |
CIM Trust 2020-INV1 | 1.19 mm | 1.39 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
SMB Private Education Loan Trust 2016-A | 1.09 mm | 1.11 mm principal | 0.28 | ABS-other | Long | USA |
WFC Wells Fargo & Co. | 990.54 k | 1.00 mm principal | 0.25 | Debt | Long | USA |
Nassau 2017-I Ltd | 663.38 k | 673.11 k principal | 0.17 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
United States Treasury Bill | 590.17 k | 600.00 k principal | 0.15 | Debt | Long | USA |
10 YEAR US TREASURY NOTE | 460.03 k | 112.00 contracts | 0.12 | Interest rate derivative | N/A | USA |