iMGP Alternative Strategies Fund

Fund Profile

Fund profile

Tickers

MASFX, MASNX

Fund manager

Litman Gregory Funds Trust

Total assets

$431.99 mm

Liabilities

$17.71 mm

Net assets

$414.29 mm

Number of holdings

1.15 k

Top 200 of 1152 Holdings

As of Dec 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
U.S. Treasury Bills	38.53 mm	39.00 mm principal	9.30	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	23.71 mm	24.00 mm principal	5.72	Short-term investment vehicle	Long	USA
FIXED INC CLEARING CORP.REPO Fixed Income Clearing Corp.	22.57 mm	22.57 mm principal	5.45	Repurchase agreement	Long	USA
HES Hess Corporation	4.15 mm	31.21 k shares	1.00	Common equity	Long	USA
AMED Amedisys, Inc.	4.08 mm	44.90 k shares	0.98	Common equity	Long	USA
State Street Navigator Securities Lending Government Money Market Portfolio	3.58 mm	3.58 mm shares	0.86	Short-term investment vehicle	Long	USA
HCP HashiCorp, Inc.	3.38 mm	98.92 k shares	0.82	Common equity	Long	USA
K Kellogg Company	3.28 mm	40.52 k shares	0.79	Common equity	Long	USA
TTGT TechTarget, Inc.	3.25 mm	3.25 mm principal	0.78	Debt	Long	USA
EDR Endeavor Group Holdings, Inc.	3.05 mm	97.51 k shares	0.74	Common equity	Long	USA
SMAR Smartsheet Inc	2.95 mm	52.67 k shares	0.71	Common equity	Long	USA
JNPR Juniper Networks, Inc.	2.95 mm	78.64 k shares	0.71	Common equity	Long	USA
CHX ChampionX Corporation	2.86 mm	105.11 k shares	0.69	Common equity	Long	USA
EVRI Everi Holdings Inc.	2.41 mm	178.62 k shares	0.58	Common equity	Long	USA
Progress Residential 2021-SFR2 Trust	2.35 mm	2.43 mm principal	0.57	ABS-other	Long	USA
U.S. Treasury Bills	2.29 mm	2.32 mm principal	0.55	Short-term investment vehicle	Long	USA
FMC GMSR Issuer Trust	2.29 mm	2.50 mm principal	0.55	ABS-other	Long	USA
EVRI Everi Holdings Inc.	2.28 mm	2.28 mm principal	0.55	Debt	Long	USA
AMSR 2021-SFR1 Trust	2.27 mm	2.50 mm principal	0.55	ABS-other	Long	USA
U.S. Treasury Bills	2.25 mm	2.26 mm principal	0.54	Short-term investment vehicle	Long	USA
ANSS ANSYS, Inc.	2.13 mm	6.32 k shares	0.51	Common equity	Long	USA
X United States Steel Corporation	2.04 mm	59.98 k shares	0.49	Common equity	Long	USA
ACI Albertsons Companies, Inc.	1.87 mm	95.37 k shares	0.45	Common equity	Long	USA
CDMO Avid Bioservices, Inc.	1.85 mm	149.91 k shares	0.45	Common equity	Long	USA
New Residential Mortgage Loan Trust 2021-NQM1R	1.82 mm	2.25 mm principal	0.44	ABS-mortgage backed security	Long	USA
U.S. Treasury Bills	1.78 mm	1.80 mm principal	0.43	Short-term investment vehicle	Long	USA
AMSR 2020-SFR5 Trust	1.77 mm	1.80 mm principal	0.43	ABS-other	Long	USA
FMC GMSR Issuer Trust	1.74 mm	1.90 mm principal	0.42	ABS-other	Long	USA
FYBR Frontier Communications Parent, Inc.	1.67 mm	48.25 k shares	0.40	Common equity	Long	USA
SUM Summit Materials, Inc.	1.48 mm	29.16 k shares	0.36	Common equity	Long	USA
ROIC Retail Opportunity Investments Corp.	1.47 mm	84.87 k shares	0.36	Common equity	Long	USA
CIXXF CI Financial Corp.	1.45 mm	67.28 k shares	0.35	Common equity	Long	Canada
Verus Securitization Trust 2021-7	1.44 mm	2.00 mm principal	0.35	ABS-mortgage backed security	Long	USA
DISH DBS Corp	1.44 mm	1.58 mm principal	0.35	Debt	Long	USA
Imperial Fund Mortgage Trust 2021-NQM3	1.41 mm	2.00 mm principal	0.34	ABS-mortgage backed security	Long	USA
Cologix Data Centers US Issuer LLC	1.41 mm	1.50 mm principal	0.34	ABS-other	Long	USA
Castlelake Aircraft Securitization Trust 2018-1	1.39 mm	4.42 mm principal	0.34	ABS-other	Long	USA
U.S. Treasury Bills	1.38 mm	1.40 mm principal	0.33	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	1.37 mm	1.38 mm principal	0.33	Short-term investment vehicle	Long	USA
Government National Mortgage Association	1.37 mm	9.31 mm principal	0.33	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	1.37 mm	8.98 mm principal	0.33	ABS-mortgage backed security	Long	USA
RUSHB Rush Enterprises, Inc.	1.36 mm	24.85 k shares	0.33	Common equity	Long	USA
Enstar Group Ltd	1.34 mm	4.18 k shares	0.32	Common equity	Long	Bermuda
Delivery Hero SE	1.33 mm	1.40 mm principal	0.32	Debt	Long	Germany
U.S. Treasury Notes	1.31 mm	1.60 mm principal	0.32	Debt	Long	USA
Frontier Communications Holdings LLC	1.28 mm	1.21 mm principal	0.31	Debt	Long	USA
MGRC McGrath RentCorp	1.25 mm	11.16 k shares	0.30	Common equity	Long	USA
W Wayfair Inc.	1.21 mm	1.26 mm principal	0.29	Debt	Long	USA
Deutsche Mortgage & Asset Receiving Corp	1.19 mm	1.52 mm principal	0.29	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	1.17 mm	40.00 mm principal	0.28	ABS-mortgage backed security	Long	USA
ZUO Zuora, Inc.	1.16 mm	116.91 k shares	0.28	Common equity	Long	USA
Teva Pharmaceutical Finance Netherlands II BV	1.16 mm	1.09 mm principal	0.28	Debt	Long	Netherlands
B Barnes Group Inc	1.15 mm	24.41 k shares	0.28	Common equity	Long	USA
ALTR Altair Engineering Inc.	1.15 mm	10.52 k shares	0.28	Common equity	Long	USA
LTRPA Liberty TripAdvisor Holdings, Inc.	1.10 mm	1.11 mm principal	0.27	Debt	Long	USA
Teva Pharmaceutical Finance Netherlands III BV	1.09 mm	1.52 mm principal	0.26	Debt	Long	Netherlands
SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC	1.09 mm	133.00 k principal	0.26	ABS-other	Long	USA
Willis Engine Structured Trust VI	1.07 mm	1.08 mm principal	0.26	ABS-other	Long	USA
CSAIL 2016-C6 Commercial Mortgage Trust	1.06 mm	1.13 mm principal	0.25	ABS-mortgage backed security	Long	USA
Arcadium Lithium PLC	1.05 mm	204.79 k shares	0.25	Common equity	Long	Jersey
Fannie Mae-Aces	1.05 mm	26.73 mm principal	0.25	ABS-mortgage backed security	Long	USA
Pactiv Evergreen Group Issuer Inc/Pactiv Evergreen Group Issuer LLC	1.02 mm	1.02 mm principal	0.25	Debt	Long	USA
Blue Stream Issuer LLC	1.01 mm	1.00 mm principal	0.24	ABS-other	Long	USA
Canyon CLO 2021-4 Ltd	1.01 mm	1.00 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Apidos CLO XXIV	1.01 mm	1.00 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Cook Park CLO Ltd	1.00 mm	1.00 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Canyon Capital CLO 2016-1 Ltd	1.00 mm	1.00 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Wellfleet CLO 2017-3 Ltd	1.00 mm	1.00 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	Cayman Islands
PFP 2021-8 Ltd	1.00 mm	1.00 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	Cayman Islands
U.S. Treasury Bills	998.36 k	1.00 mm principal	0.24	Short-term investment vehicle	Long	USA
Spirit AeroSystems Inc	995.96 k	899.00 k principal	0.24	Debt	Long	USA
BCAP LLC 2011-RR11 Trust	990.60 k	1.67 mm principal	0.24	ABS-mortgage backed security	Long	USA
U.S. Treasury Bills	975.40 k	1.00 mm principal	0.24	Short-term investment vehicle	Long	USA
GLS Auto Receivables Issuer Trust 2021-4	964.83 k	1.00 mm principal	0.23	ABS-other	Long	USA
Octagon Investment Partners XVI Ltd	955.38 k	1.00 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Dryden 40 Senior Loan Fund	949.61 k	1.00 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CitiMortgage Alternative Loan Trust Series 2007-A6	947.40 k	1.12 mm principal	0.23	ABS-mortgage backed security	Long	USA
META Meta Platforms, Inc.	946.18 k	1.62 k shares	0.23	Common equity	Long	USA
ARCC Ares Capital Corporation	935.04 k	1.01 mm principal	0.23	Debt	Long	USA
SATS EchoStar Corporation	926.83 k	1.02 mm principal	0.22	Debt	Long	USA
Government National Mortgage Association	921.26 k	5.93 mm principal	0.22	ABS-mortgage backed security	Long	USA
MetroNet Infrastructure Issuer LLC	920.35 k	887.00 k principal	0.22	ABS-other	Long	USA
FICO Fair Isaac Corporation	919.91 k	974.00 k principal	0.22	Debt	Long	USA
Freddie Mac REMICS	918.71 k	6.06 mm principal	0.22	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	908.28 k	1.40 mm principal	0.22	Debt	Long	USA
Government National Mortgage Association	908.17 k	8.31 mm principal	0.22	ABS-mortgage backed security	Long	USA
Allison Transmission Inc	906.68 k	1.02 mm principal	0.22	Debt	Long	USA
Hilton Domestic Operating Co Inc	898.01 k	1.03 mm principal	0.22	Debt	Long	USA
BERY Berry Global Group, Inc.	893.67 k	13.82 k shares	0.22	Common equity	Long	USA
BLCO Bausch + Lomb Corporation	891.18 k	860.00 k principal	0.22	Debt	Long	Canada
Benchmark 2021-B31 Mortgage Trust	886.34 k	1.64 mm principal	0.21	ABS-mortgage backed security	Long	USA
IPG The Interpublic Group of Companies, Inc.	885.60 k	31.61 k shares	0.21	Common equity	Long	USA
UBER Uber Technologies, Inc.	877.49 k	905.00 k principal	0.21	Debt	Long	USA
GOOG Alphabet Inc.	876.65 k	4.63 k shares	0.21	Common equity	Long	USA
UBS-Barclays Commercial Mortgage Trust 2013-C5	868.89 k	1.00 mm principal	0.21	ABS-mortgage backed security	Long	USA
PARA Paramount Global	864.47 k	82.65 k shares	0.21	Common equity	Long	USA
POST Post Holdings, Inc.	858.16 k	957.00 k principal	0.21	Debt	Long	USA
Affirm Asset Securitization Trust 2023-A	851.04 k	850.00 k principal	0.21	ABS-other	Long	USA
C Citigroup Inc.	849.61 k	12.07 k shares	0.21	Common equity	Long	USA
WFRBS Commercial Mortgage Trust 2012-C10	847.20 k	1.02 mm principal	0.20	ABS-mortgage backed security	Long	USA
GS Mortgage Securities Trust 2014-GC26	839.87 k	1.34 mm principal	0.20	ABS-mortgage backed security	Long	USA
U.S. Treasury Bills	839.16 k	840.00 k principal	0.20	Short-term investment vehicle	Long	USA
Government National Mortgage Association	835.23 k	14.49 mm principal	0.20	ABS-mortgage backed security	Long	USA
CMCSA Comcast Corporation	829.04 k	22.09 k shares	0.20	Common equity	Long	USA
CSMC 2014-USA OA LLC	826.82 k	1.48 mm principal	0.20	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	825.14 k	4.90 mm principal	0.20	ABS-mortgage backed security	Long	USA
ADI Analog Devices, Inc.	823.92 k	3.88 k shares	0.20	Common equity	Long	USA
LCM XVII LP	819.67 k	1.00 mm principal	0.20	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CSAIL 2020-C19 Commercial Mortgage Trust	816.90 k	1.40 mm principal	0.20	ABS-mortgage backed security	Long	USA
Holcim AG	815.90 k	8.47 k shares	0.20	Common equity	Long	Switzerland
Hess Midstream Operations LP	814.87 k	880.00 k principal	0.20	Debt	Long	USA
DOCN DigitalOcean Holdings, Inc.	779.15 k	873.00 k principal	0.19	Debt	Long	USA
Spirent Communications PLC	778.00 k	351.08 k shares	0.19	Common equity	Long	UK
U.S. Treasury Bills	777.94 k	800.00 k principal	0.19	Short-term investment vehicle	Long	USA
CSC Holdings LLC	777.59 k	1.49 mm principal	0.19	Debt	Long	USA
Buttermilk Park CLO Ltd	757.34 k	750.00 k principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Freddie Mac REMICS	755.24 k	1.36 mm principal	0.18	ABS-mortgage backed security	Long	USA
SATS EchoStar Corporation	745.94 k	707.53 k principal	0.18	Debt	Long	USA
SCI Service Corporation International	743.79 k	834.00 k principal	0.18	Debt	Long	USA
Bollore SE	743.16 k	120.88 k shares	0.18	Common equity	Long	France
ATSG Air Transport Services Group, Inc.	734.42 k	33.41 k shares	0.18	Common equity	Long	USA
Navient Private Education Refi Loan Trust 2019-F	730.89 k	855.00 k principal	0.18	ABS-other	Long	USA
Cineplex Inc	721.81 k	991.00 k principal	0.17	Debt	Long	Canada
Murphy Oil USA Inc	719.11 k	815.00 k principal	0.17	Debt	Long	USA
Government National Mortgage Association	718.30 k	5.80 mm principal	0.17	ABS-mortgage backed security	Long	USA
YUM Yum! Brands, Inc.	716.95 k	749.00 k principal	0.17	Debt	Long	USA
Constant Contact Inc Second Lien Term Loan	714.58 k	875.00 k principal	0.17	Loan	Long	USA
CSMC 2021-NQM1	710.54 k	1.10 mm principal	0.17	ABS-mortgage backed security	Long	USA
Lehman Mortgage Trust 2007-1	706.91 k	722.79 k principal	0.17	ABS-mortgage backed security	Long	USA
VOLT XCIV LLC	704.22 k	706.26 k principal	0.17	ABS-other	Long	USA
Ocean Trails CLO V	702.94 k	700.00 k principal	0.17	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TE Connectivity PLC	694.83 k	4.86 k shares	0.17	Common equity	Long	Ireland
DS Smith PLC	690.37 k	101.74 k shares	0.17	Common equity	Long	UK
Freddie Mac REMICS	681.94 k	3.33 mm principal	0.16	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	678.32 k	9.39 mm principal	0.16	ABS-mortgage backed security	Long	USA
LSF11 A5 HoldCo LLC	669.21 k	650.00 k principal	0.16	Debt	Long	USA
RVNC Revance Therapeutics, Inc.	656.59 k	215.98 k shares	0.16	Common equity	Long	USA
Octagon Investment Partners 26 Ltd	655.95 k	1.00 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ARCH Arch Resources, Inc.	652.72 k	4.62 k shares	0.16	Common equity	Long	USA
Government National Mortgage Association	642.90 k	16.44 mm principal	0.16	ABS-mortgage backed security	Long	USA
Glencore Funding LLC	642.26 k	605.00 k principal	0.16	Debt	Long	USA
Government National Mortgage Association	633.81 k	4.86 mm principal	0.15	ABS-mortgage backed security	Long	USA
BBCMS Trust 2018-CBM	631.68 k	750.00 k principal	0.15	ABS-mortgage backed security	Long	USA
IndyMac INDX Mortgage Loan Trust 2007-AR5	628.57 k	796.08 k principal	0.15	ABS-mortgage backed security	Long	USA
Lealand Finance Company BV 2020 Take Back Term Loan	625.70 k	1.55 mm principal	0.15	Loan	Long	Netherlands
PBI Pitney Bowes Inc.	623.37 k	635.00 k principal	0.15	Debt	Long	USA
CLR Continental Resources Inc (OKLA)	622.90 k	630.00 k principal	0.15	Debt	Long	USA
Go Daddy Operating Co LLC / GD Finance Co Inc	620.45 k	678.00 k principal	0.15	Debt	Long	USA
Government National Mortgage Association	620.42 k	9.59 mm principal	0.15	ABS-mortgage backed security	Long	USA
IFF International Flavors & Fragrances Inc.	612.99 k	7.25 k shares	0.15	Common equity	Long	USA
Government National Mortgage Association	606.36 k	9.80 mm principal	0.15	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	605.83 k	6.54 mm principal	0.15	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	603.90 k	4.99 mm principal	0.15	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	601.67 k	5.52 mm principal	0.15	ABS-mortgage backed security	Long	USA
MHO M/I Homes, Inc.	599.13 k	660.00 k principal	0.14	Debt	Long	USA
WCN Waste Connections, Inc.	597.10 k	725.00 k principal	0.14	Debt	Long	Canada
AMZN Amazon.com, Inc.	596.52 k	2.72 k shares	0.14	Common equity	Long	USA
GS Mortgage Securities Corp Trust 2021-ARDN	595.48 k	600.00 k principal	0.14	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	590.65 k	3.70 mm principal	0.14	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	587.71 k	3.68 mm principal	0.14	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	586.81 k	3.53 mm principal	0.14	ABS-mortgage backed security	Long	USA
GOOG Alphabet Inc.	586.56 k	3.08 k shares	0.14	Common equity	Long	USA
Mosaic Solar Loans 2017-2 LLC	585.75 k	663.12 k principal	0.14	ABS-other	Long	USA
PPC Pilgrim's Pride Corporation	585.36 k	550.00 k principal	0.14	Debt	Long	USA
AssuredPartners Inc	579.99 k	573.00 k principal	0.14	Debt	Long	USA
TPH Tri Pointe Homes, Inc.	576.72 k	580.00 k principal	0.14	Debt	Long	USA
Freddie Mac REMICS	571.36 k	4.80 mm principal	0.14	ABS-mortgage backed security	Long	USA
GS Mortgage Securities Trust 2011-GC5	568.84 k	1.01 mm principal	0.14	ABS-mortgage backed security	Long	USA
Wells Fargo Commercial Mortgage Trust 2016-C34	566.19 k	600.00 k principal	0.14	ABS-mortgage backed security	Long	USA
HOLX Hologic, Inc.	561.25 k	620.00 k principal	0.14	Debt	Long	USA
Prime Mortgage Trust 2006-DR1	556.17 k	609.08 k principal	0.13	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	554.91 k	3.83 mm principal	0.13	ABS-mortgage backed security	Long	USA
EURO FX CURR FUT MAR25	554.12 k	-406.00 contracts	0.13	DFE	N/A	USA
Fannie Mae-Aces	549.27 k	67.86 mm principal	0.13	ABS-mortgage backed security	Long	USA
Chase Mortgage Finance Trust Series 2007-S3	547.69 k	1.25 mm principal	0.13	ABS-mortgage backed security	Long	USA
BF 2019-NYT Mortgage Trust	547.58 k	666.00 k principal	0.13	ABS-mortgage backed security	Long	USA
STWD Starwood Property Trust, Inc.	541.88 k	560.00 k principal	0.13	Debt	Long	USA
SGI Somnigroup International Inc	541.46 k	620.00 k principal	0.13	Debt	Long	USA
Fannie Mae REMICS	540.78 k	5.37 mm principal	0.13	ABS-mortgage backed security	Long	USA
Iron Mountain Information Management Services Inc	536.54 k	582.00 k principal	0.13	Debt	Long	USA
BHG Securitization Trust 2022-A	535.17 k	545.00 k principal	0.13	ABS-other	Long	USA
Aon PLC	534.79 k	1.49 k shares	0.13	Common equity	Long	Ireland
Government National Mortgage Association	534.04 k	4.46 mm principal	0.13	ABS-mortgage backed security	Long	USA
DTM DT Midstream, Inc.	530.85 k	568.00 k principal	0.13	Debt	Long	USA
MPLX MPLX LP	528.61 k	550.00 k principal	0.13	Debt	Long	USA
CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10	523.92 k	2.26 mm principal	0.13	ABS-mortgage backed security	Long	USA
Benchmark 2020-B18 Mortgage Trust	523.61 k	547.00 k principal	0.13	ABS-mortgage backed security	Long	USA
RKUNY Rakuten Group, Inc.	518.02 k	477.00 k principal	0.13	Debt	Long	Japan
Morgan Stanley Capital I Trust 2011-C2	510.03 k	540.00 k principal	0.12	ABS-mortgage backed security	Long	USA
COMM 2018-HCLV Mortgage Trust	508.33 k	1.99 mm principal	0.12	ABS-mortgage backed security	Long	USA
Jamestown CLO XVIII Ltd	508.16 k	500.00 k principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CIFC Funding 2019-III Ltd	504.10 k	500.00 k principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Madison Park Funding XXXVIII Ltd	503.76 k	500.00 k principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Neuberger Berman CLO XVI-S Ltd	503.11 k	500.00 k principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Stewart Park CLO Ltd	502.39 k	500.00 k principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
RR 2 Ltd	502.29 k	500.00 k principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Fillmore Park CLO Ltd 2018-1A	502.25 k	500.00 k principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Carlyle C17 CLO Ltd	501.76 k	500.00 k principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Milos CLO Ltd	501.66 k	500.00 k principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
PATK Patrick Industries, Inc.	501.43 k	530.00 k principal	0.12	Debt	Long	USA