Fund profile
Fund manager
Total assets
$81.98 mm
Liabilities
$2.04 mm
Net assets
$79.94 mm
Number of holdings
182.00
182 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
Freddie Mac Pool | 4.53 mm | 5.93 mm principal | 5.67 | ABS-mortgage backed security | Long | USA |
Ginnie Mae II Pool | 2.20 mm | 2.69 mm principal | 2.76 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 2.06 mm | 2.57 mm principal | 2.58 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 2.04 mm | 2.40 mm principal | 2.55 | Debt | Long | USA |
Ginnie Mae | 1.98 mm | 2.00 mm principal | 2.48 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 1.89 mm | 1.90 mm principal | 2.37 | Debt | Long | USA |
Ginnie Mae II Pool | 1.82 mm | 1.84 mm principal | 2.28 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 1.64 mm | 2.14 mm principal | 2.06 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 1.60 mm | 1.89 mm principal | 2.00 | ABS-mortgage backed security | Long | USA |
Ginnie Mae II Pool | 1.47 mm | 1.86 mm principal | 1.84 | ABS-mortgage backed security | Long | USA |
Ginnie Mae II Pool | 1.46 mm | 1.50 mm principal | 1.82 | ABS-mortgage backed security | Long | USA |
Ginnie Mae | 1.46 mm | 1.50 mm principal | 1.82 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 1.45 mm | 1.89 mm principal | 1.81 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 1.45 mm | 1.90 mm principal | 1.81 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 1.44 mm | 1.50 mm principal | 1.80 | Debt | Long | USA |
Fannie Mae Pool | 1.40 mm | 1.52 mm principal | 1.75 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 1.40 mm | 1.75 mm principal | 1.75 | Debt | Long | USA |
Freddie Mac Pool | 1.38 mm | 1.79 mm principal | 1.73 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 1.37 mm | 1.49 mm principal | 1.72 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 1.34 mm | 1.50 mm principal | 1.67 | Debt | Long | USA |
BOFAM REPO 1 | 1.29 mm | 1.29 mm principal | 1.61 | Repurchase agreement | Long | USA |
Fannie Mae Pool | 1.27 mm | 1.52 mm principal | 1.58 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 1.19 mm | 1.37 mm principal | 1.49 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 1.14 mm | 1.42 mm principal | 1.42 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 1.13 mm | 1.18 mm principal | 1.41 | ABS-mortgage backed security | Long | USA |
JP Morgan Mortgage Trust 2022-2 | 1.02 mm | 1.35 mm principal | 1.28 | ABS-mortgage backed security | Long | USA |
JP Morgan Mortgage Trust 2021-1 | 1.00 mm | 1.09 mm principal | 1.25 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 992.92 k | 1.24 mm principal | 1.24 | ABS-mortgage backed security | Long | USA |
J.P. Morgan Mortgage Trust 2022-1 | 991.25 k | 1.26 mm principal | 1.24 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 954.59 k | 1.00 mm principal | 1.19 | Debt | Long | USA |
Fannie Mae Pool | 943.76 k | 975.84 k principal | 1.18 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 935.90 k | 1.00 mm principal | 1.17 | Debt | Long | USA |
Fannie Mae Pool | 934.43 k | 1.12 mm principal | 1.17 | ABS-mortgage backed security | Long | USA |
Ginnie Mae II Pool | 897.18 k | 945.34 k principal | 1.12 | ABS-mortgage backed security | Long | USA |
Ginnie Mae II Pool | 896.28 k | 923.18 k principal | 1.12 | ABS-mortgage backed security | Long | USA |
Freddie Mac Multifamily Structured Pass Through Certificates | 890.13 k | 1.00 mm principal | 1.11 | ABS-mortgage backed security | Long | USA |
Ginnie Mae II Pool | 888.67 k | 961.06 k principal | 1.11 | ABS-mortgage backed security | Long | USA |
Ginnie Mae II Pool | 887.26 k | 984.87 k principal | 1.11 | ABS-mortgage backed security | Long | USA |
Ginnie Mae II Pool | 886.88 k | 1.01 mm principal | 1.11 | ABS-mortgage backed security | Long | USA |
JP Morgan Mortgage Trust 2022-3 | 880.91 k | 1.16 mm principal | 1.10 | ABS-mortgage backed security | Long | USA |
Ginnie Mae II Pool | 874.59 k | 970.89 k principal | 1.09 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 834.82 k | 951.94 k principal | 1.04 | ABS-mortgage backed security | Long | USA |
Sequoia Mortgage Trust 2021-3 | 810.62 k | 1.07 mm principal | 1.01 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 776.84 k | 845.14 k principal | 0.97 | ABS-mortgage backed security | Long | USA |
GS Mortgage-Backed Securities Trust 2022-PJ3 | 751.23 k | 990.54 k principal | 0.94 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 733.13 k | 1.00 mm principal | 0.92 | Debt | Long | USA |
United States Treasury Note/Bond | 718.42 k | 750.00 k principal | 0.90 | Debt | Long | USA |
Fannie Mae Pool | 718.18 k | 820.47 k principal | 0.90 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 695.06 k | 800.00 k principal | 0.87 | Debt | Long | USA |
Fannie Mae Pool | 688.59 k | 898.99 k principal | 0.86 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 687.08 k | 829.95 k principal | 0.86 | ABS-mortgage backed security | Long | USA |
Navient Student Loan Trust | 684.62 k | 810.81 k principal | 0.86 | ABS-other | Long | USA |
Fannie Mae Pool | 682.09 k | 892.70 k principal | 0.85 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 672.97 k | 750.00 k principal | 0.84 | Debt | Long | USA |
Fannie Mae Pool | 671.84 k | 842.60 k principal | 0.84 | ABS-mortgage backed security | Long | USA |
JP Morgan Mortgage Trust 2023-5 | 611.14 k | 628.37 k principal | 0.76 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 582.52 k | 759.58 k principal | 0.73 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 538.97 k | 622.68 k principal | 0.67 | ABS-mortgage backed security | Long | USA |
Navient Private Education Refi Loan Trust 2021-F | 529.68 k | 633.72 k principal | 0.66 | ABS-other | Long | USA |
Ginnie Mae II Pool | 506.82 k | 590.99 k principal | 0.63 | ABS-mortgage backed security | Long | USA |
Progress Residential 2022-SFR1 Trust | 501.76 k | 605.00 k principal | 0.63 | ABS-other | Long | USA |
Fannie Mae Pool | 478.12 k | 597.08 k principal | 0.60 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 472.62 k | 565.56 k principal | 0.59 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 470.60 k | 600.00 k principal | 0.59 | Debt | Long | USA |
United States Treasury Note/Bond | 468.68 k | 500.00 k principal | 0.59 | Debt | Long | USA |
Fannie Mae Pool | 465.76 k | 533.47 k principal | 0.58 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 453.91 k | 500.00 k principal | 0.57 | Debt | Long | USA |
Ginnie Mae II Pool | 453.79 k | 517.56 k principal | 0.57 | ABS-mortgage backed security | Long | USA |
SMB Private Education Loan Trust 2020-B | 442.48 k | 447.06 k principal | 0.55 | ABS-other | Long | USA |
GS Mortgage-Backed Securities Trust 2023-PJ1 | 438.46 k | 531.67 k principal | 0.55 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 425.98 k | 477.33 k principal | 0.53 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 413.98 k | 500.00 k principal | 0.52 | Debt | Long | USA |
Freddie Mac Multifamily Structured Pass Through Certificates | 407.30 k | 457.00 k principal | 0.51 | ABS-mortgage backed security | Long | USA |
Progress Residential 2022-SFR4 Trust | 379.49 k | 409.21 k principal | 0.47 | ABS-other | Long | USA |
Freddie Mac Pool | 374.81 k | 429.46 k principal | 0.47 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 345.39 k | 348.56 k principal | 0.43 | ABS-mortgage backed security | Long | USA |
Government National Mortgage Association | 325.03 k | 354.33 k principal | 0.41 | ABS-mortgage backed security | Long | USA |
Navient Private Education Refi Loan Trust 2020-G | 320.33 k | 363.59 k principal | 0.40 | ABS-other | Long | USA |
AmeriCredit Automobile Receivables Trust 2020-2 | 303.50 k | 311.00 k principal | 0.38 | ABS-other | Long | USA |
Freddie Mac Pool | 291.58 k | 291.79 k principal | 0.36 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 289.05 k | 329.63 k principal | 0.36 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 265.73 k | 300.00 k principal | 0.33 | Debt | Long | USA |
United States Treasury Note/Bond - When Issued | 236.35 k | 250.00 k principal | 0.30 | Debt | Long | USA |
UNITED STATES TREASURY NOTE/BOND | 215.46 k | 300.00 k principal | 0.27 | Debt | Long | USA |
Ginnie Mae II Pool | 210.64 k | 220.82 k principal | 0.26 | ABS-mortgage backed security | Long | USA |
Ginnie Mae II Pool | 185.90 k | 194.73 k principal | 0.23 | ABS-mortgage backed security | Long | USA |
Navient Private Education Refi Loan Trust 2020-H | 175.09 k | 192.53 k principal | 0.22 | ABS-other | Long | USA |
Freddie Mac Pool | 164.13 k | 166.42 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
Navient Private Education Refi Loan Trust 2020-F | 156.63 k | 175.71 k principal | 0.20 | ABS-other | Long | USA |
Ginnie Mae I Pool | 146.71 k | 154.09 k principal | 0.18 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 146.39 k | 141.13 k principal | 0.18 | ABS-mortgage backed security | Long | USA |
Ginnie Mae I Pool | 135.91 k | 133.87 k principal | 0.17 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 131.38 k | 128.68 k principal | 0.16 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 124.70 k | 126.43 k principal | 0.16 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 118.91 k | 124.15 k principal | 0.15 | ABS-mortgage backed security | Long | USA |
Ginnie Mae I Pool | 113.33 k | 115.86 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
Ginnie Mae II Pool | 103.36 k | 101.55 k principal | 0.13 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 96.41 k | 94.61 k principal | 0.12 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 78.20 k | 77.97 k principal | 0.10 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 71.40 k | 68.86 k principal | 0.09 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 69.15 k | 69.14 k principal | 0.09 | ABS-mortgage backed security | Long | USA |
Ginnie Mae I Pool | 67.75 k | 66.87 k principal | 0.08 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 64.65 k | 64.52 k principal | 0.08 | ABS-mortgage backed security | Long | USA |
Ginnie Mae I Pool | 61.10 k | 60.31 k principal | 0.08 | ABS-mortgage backed security | Long | USA |
CSMC Trust 2015-WIN1 | 56.84 k | 65.71 k principal | 0.07 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 50.90 k | 51.61 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 48.30 k | 53.38 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 46.36 k | 45.64 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 45.98 k | 45.91 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 42.18 k | 42.06 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 37.56 k | 38.13 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 36.29 k | 36.23 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 33.59 k | 34.10 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 30.87 k | 36.30 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 28.43 k | 28.39 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 22.94 k | 22.50 k principal | 0.03 | ABS-mortgage backed security | Long | USA |
Ginnie Mae I Pool | 21.82 k | 21.52 k principal | 0.03 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 19.35 k | 18.96 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
Ginnie Mae I Pool | 19.24 k | 18.95 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
Ginnie Mae I Pool | 18.43 k | 18.27 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
Ginnie Mae II Pool | 17.65 k | 17.37 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
Ginnie Mae II Pool | 16.84 k | 16.59 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
Ginnie Mae I Pool | 15.17 k | 14.96 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 14.92 k | 15.15 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 13.69 k | 13.90 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 13.02 k | 12.76 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 12.70 k | 12.60 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 11.43 k | 11.34 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 11.40 k | 11.38 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 10.04 k | 9.81 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 9.35 k | 9.12 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 8.45 k | 8.58 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 8.12 k | 7.97 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
Ginnie Mae I Pool | 7.22 k | 7.20 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
CSMC Mortgage-Backed Trust 2007-4 | 5.64 k | 58.90 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 5.50 k | 5.30 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 5.40 k | 5.32 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 5.33 k | 5.32 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 5.31 k | 5.22 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 3.43 k | 3.41 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 3.38 k | 3.37 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 3.31 k | 3.21 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 3.06 k | 3.05 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 3.04 k | 2.99 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 2.86 k | 2.84 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 2.75 k | 2.66 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 2.33 k | 2.29 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Ginnie Mae II Pool | 2.33 k | 2.29 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Ginnie Mae II Pool | 2.18 k | 2.15 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Ginnie Mae II Pool | 2.15 k | 2.10 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Ginnie Mae I Pool | 2.11 k | 2.08 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 1.94 k | 1.92 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 1.68 k | 1.66 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 1.36 k | 1.30 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 1.26 k | 1.24 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 1.20 k | 1.20 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 1.16 k | 1.11 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 1.12 k | 1.10 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 1.03 k | 1.02 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Ginnie Mae I Pool | 993.85 | 987.31 principal | 0.00 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 926.75 | 920.31 principal | 0.00 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 878.39 | 875.91 principal | 0.00 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 787.10 | 770.61 principal | 0.00 | ABS-mortgage backed security | Long | USA |
Ginnie Mae I Pool | 764.47 | 737.08 principal | 0.00 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 394.99 | 386.87 principal | 0.00 | ABS-mortgage backed security | Long | USA |
Ginnie Mae I Pool | 330.01 | 327.84 principal | 0.00 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 324.76 | 322.98 principal | 0.00 | ABS-mortgage backed security | Long | USA |
Ginnie Mae I Pool | 296.65 | 297.35 principal | 0.00 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 285.90 | 279.92 principal | 0.00 | ABS-mortgage backed security | Long | USA |
Ginnie Mae I Pool | 277.47 | 270.11 principal | 0.00 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 147.75 | 146.23 principal | 0.00 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 143.77 | 142.99 principal | 0.00 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 119.95 | 117.27 principal | 0.00 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 113.28 | 111.72 principal | 0.00 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 102.98 | 100.04 principal | 0.00 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 100.51 | 99.17 principal | 0.00 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 98.60 | 97.45 principal | 0.00 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 82.29 | 81.87 principal | 0.00 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 40.49 | 40.60 principal | 0.00 | ABS-mortgage backed security | Long | USA |
Ginnie Mae I Pool | 22.86 | 22.92 principal | 0.00 | ABS-mortgage backed security | Long | USA |
US 2YR NOTE (CBT) DEC23 | -5.28 k | 12.00 contracts | -0.01 | Interest rate derivative | N/A | USA |
US 10YR NOTE (CBT)DEC23 | -16.11 k | 8.00 contracts | -0.02 | Interest rate derivative | N/A | USA |