Fund profile
Tickers
SEMMX, SEMPX, SEMOX
Fund manager
Total assets
$197.53 mm
Liabilities
$1.81 mm
Net assets
$195.72 mm
Number of holdings
121.00
121 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
GreenPoint Mortgage Funding Trust 2005-AR4 | 14.15 mm | 15.76 mm principal | 7.23 | ABS-mortgage backed security | Long | USA |
LSTAR Securities Investment Ltd 2023-1 | 10.34 mm | 10.21 mm principal | 5.28 | ABS-mortgage backed security | Long | USA |
Freddie Mac Multifamily Structured Credit Risk | 5.62 mm | 6.06 mm principal | 2.87 | ABS-mortgage backed security | Long | USA |
Towd Point Mortgage Trust 2019-HY1 | 5.31 mm | 6.17 mm principal | 2.72 | ABS-mortgage backed security | Long | USA |
JP Morgan Mortgage Trust 2019-HYB1 | 4.77 mm | 4.90 mm principal | 2.44 | ABS-mortgage backed security | Long | USA |
Towd Point Mortgage Trust 2019-HY3 | 4.35 mm | 4.70 mm principal | 2.22 | ABS-mortgage backed security | Long | USA |
CSMC 2020-AFC1 Trust | 4.03 mm | 5.46 mm principal | 2.06 | ABS-mortgage backed security | Long | USA |
Freddie Mac Multifamily Structured Credit Risk | 3.04 mm | 3.04 mm principal | 1.55 | ABS-mortgage backed security | Long | USA |
CSMC 2020-AFC1 Trust | 2.97 mm | 4.23 mm principal | 1.52 | ABS-mortgage backed security | Long | USA |
PMT Issuer Trust - FMSR | 2.95 mm | 3.00 mm principal | 1.51 | ABS-other | Long | USA |
Towd Point Mortgage Trust 2019-HY3 | 2.94 mm | 3.32 mm principal | 1.50 | ABS-mortgage backed security | Long | USA |
BX Commercial Mortgage Trust 2021-VOLT | 2.87 mm | 3.00 mm principal | 1.47 | ABS-mortgage backed security | Long | USA |
Freddie Mac Stacr Trust 2019-FTR4 | 2.75 mm | 2.80 mm principal | 1.40 | ABS-mortgage backed security | Long | USA |
Freddie Mac STACR Remic Trust 2020-DNA2 | 2.63 mm | 2.59 mm principal | 1.34 | ABS-mortgage backed security | Long | USA |
Freddie Mac Structured Agency Credit Risk Debt Notes | 2.59 mm | 2.50 mm principal | 1.32 | ABS-mortgage backed security | Long | USA |
Towd Point Mortgage Trust 2019-1 | 2.55 mm | 4.00 mm principal | 1.30 | ABS-mortgage backed security | Long | USA |
Freddie Mac STACR Trust 2019-FTR3 | 2.49 mm | 2.53 mm principal | 1.27 | ABS-mortgage backed security | Long | USA |
Deephaven Residential Mortgage Trust 2021-1 | 2.48 mm | 3.20 mm principal | 1.27 | ABS-mortgage backed security | Long | USA |
Deephaven Residential Mortgage Trust 2021-4 | 2.46 mm | 4.00 mm principal | 1.26 | ABS-mortgage backed security | Long | USA |
Progress Residential 2021-SFR1 | 2.45 mm | 2.75 mm principal | 1.25 | ABS-other | Long | USA |
JP Morgan Mortgage Trust 2020-2 | 2.39 mm | 3.86 mm principal | 1.22 | ABS-mortgage backed security | Long | USA |
Freddie Mac STACR Trust 2019-DNA4 | 2.36 mm | 2.22 mm principal | 1.21 | ABS-mortgage backed security | Long | USA |
FRTKL 2021-SFR1 | 2.36 mm | 2.81 mm principal | 1.20 | ABS-other | Long | USA |
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-4 Trust | 2.36 mm | 4.85 mm principal | 1.20 | ABS-mortgage backed security | Long | USA |
RAMP Series 2007-RS1 Trust | 2.35 mm | 9.72 mm principal | 1.20 | ABS-mortgage backed security | Long | USA |
Freddie Mac Multifamily Structured Credit Risk | 2.35 mm | 2.50 mm principal | 1.20 | ABS-mortgage backed security | Long | USA |
Westlake Automobile Receivables Trust 2022-1 | 2.27 mm | 2.38 mm principal | 1.16 | ABS-other | Long | USA |
Vericrest Opportunity Loan Transferee | 2.26 mm | 2.40 mm principal | 1.15 | ABS-mortgage backed security | Long | USA |
Multifamily Connecticut Avenue Securities Trust 2019-01 | 2.25 mm | 2.38 mm principal | 1.15 | ABS-mortgage backed security | Long | USA |
STAR 2021-SFR2 Trust | 2.22 mm | 2.42 mm principal | 1.13 | ABS-other | Long | USA |
VOLT XCVII LLC | 2.21 mm | 2.34 mm principal | 1.13 | ABS-mortgage backed security | Long | USA |
Multifamily Connecticut Avenue Securities Trust 2019-01 | 2.09 mm | 2.18 mm principal | 1.07 | ABS-mortgage backed security | Long | USA |
FIGRE Trust 2023-HE1 | 2.09 mm | 2.11 mm principal | 1.07 | ABS-mortgage backed security | Long | USA |
Freddie Mac STACR REMIC Trust 2020-HQA1 | 2.08 mm | 2.05 mm principal | 1.06 | ABS-mortgage backed security | Long | USA |
Verus Securitization Trust 2021-R3 | 2.07 mm | 3.08 mm principal | 1.06 | ABS-mortgage backed security | Long | USA |
Connecticut Avenue Securities Trust 2020-SBT1 | 2.06 mm | 2.00 mm principal | 1.05 | ABS-mortgage backed security | Long | USA |
Flagship Credit Auto Trust 2020-4 | 2.00 mm | 2.13 mm principal | 1.02 | ABS-other | Long | USA |
RALI Series 2006-QS18 Trust | 1.99 mm | 2.41 mm principal | 1.02 | ABS-mortgage backed security | Long | USA |
PRET 2021-NPL6 LLC | 1.94 mm | 2.25 mm principal | 0.99 | ABS-mortgage backed security | Long | USA |
JP Morgan Mortgage Trust 2019-5 | 1.92 mm | 3.56 mm principal | 0.98 | ABS-mortgage backed security | Long | USA |
Towd Point Mortgage Trust 2018-6 | 1.88 mm | 2.75 mm principal | 0.96 | ABS-mortgage backed security | Long | USA |
VOLT CV LLC | 1.88 mm | 2.01 mm principal | 0.96 | ABS-mortgage backed security | Long | USA |
Freddie Mac Structured Agency Credit Risk Debt Notes | 1.86 mm | 1.66 mm principal | 0.95 | ABS-mortgage backed security | Long | USA |
Mill City Mortgage Loan Trust 2019-1 | 1.73 mm | 2.25 mm principal | 0.88 | ABS-mortgage backed security | Long | USA |
First American Government Obligations Fund | 1.70 mm | 1.70 mm shares | 0.87 | Short-term investment vehicle | Long | USA |
Velocity Commercial Capital Loan Trust 2017-2 | 1.69 mm | 2.08 mm principal | 0.86 | ABS-mortgage backed security | Long | USA |
JP Morgan Mortgage Trust 2021-3 | 1.64 mm | 59.15 mm principal | 0.84 | ABS-mortgage backed security | Long | USA |
Merrill Lynch Mortgage Investors Trust Series 2005-AR1 | 1.58 mm | 2.10 mm principal | 0.81 | ABS-mortgage backed security | Long | USA |
JP Morgan Mortgage Trust 2020-2 | 1.56 mm | 2.17 mm principal | 0.80 | ABS-mortgage backed security | Long | USA |
New Residential Mortgage Loan Trust 2021-NQM2R | 1.56 mm | 2.03 mm principal | 0.80 | ABS-mortgage backed security | Long | USA |
COLT 2021-4 Mortgage Loan Trust | 1.52 mm | 2.63 mm principal | 0.78 | ABS-mortgage backed security | Long | USA |
AMSR 2021-SFR3 Trust | 1.50 mm | 1.75 mm principal | 0.77 | ABS-other | Long | USA |
Corevest American Finance 2019-1 Trust | 1.47 mm | 1.60 mm principal | 0.75 | ABS-other | Long | USA |
NMLT 2021-INV1 Trust | 1.44 mm | 2.33 mm principal | 0.74 | ABS-mortgage backed security | Long | USA |
Towd Point Mortgage Trust 2019-HY2 | 1.42 mm | 1.84 mm principal | 0.73 | ABS-mortgage backed security | Long | USA |
New Residential Mortgage Loan Trust 2021-NQM2R | 1.42 mm | 1.81 mm principal | 0.73 | ABS-mortgage backed security | Long | USA |
VOLT XCV LLC | 1.31 mm | 1.50 mm principal | 0.67 | ABS-mortgage backed security | Long | USA |
Freddie Mac Whole Loan Securities Trust 2017-SC02 | 1.27 mm | 1.41 mm principal | 0.65 | ABS-mortgage backed security | Long | USA |
Radnor RE 2023-1 Ltd | 1.26 mm | 1.25 mm principal | 0.64 | ABS-mortgage backed security | Long | Bermuda |
Freddie Mac STACR REMIC Trust 2021-DNA3 | 1.09 mm | 1.00 mm principal | 0.56 | ABS-mortgage backed security | Long | USA |
Seasoned Credit Risk Transfer Trust Series 2018-2 | 1.07 mm | 402.75 mm principal | 0.55 | ABS-mortgage backed security | Long | USA |
RALI Series 2008-QR1 Trust | 1.02 mm | 1.44 mm principal | 0.52 | ABS-mortgage backed security | Long | USA |
Radnor RE 2023-1 Ltd | 1.01 mm | 1.00 mm principal | 0.51 | ABS-mortgage backed security | Long | Bermuda |
MF1 2023-FL12 LLC | 993.37 k | 1.00 mm principal | 0.51 | ABS-collateralized bond/debt obligation | Long | USA |
Verus Securitization Trust 2021-5 | 991.61 k | 1.75 mm principal | 0.51 | ABS-mortgage backed security | Long | USA |
COLT 2021-3 Mortgage Loan Trust | 968.25 k | 1.58 mm principal | 0.49 | ABS-mortgage backed security | Long | USA |
Freddie Mac STACR REMIC Trust 2020-HQA4 | 968.02 k | 780.00 k principal | 0.49 | ABS-mortgage backed security | Long | USA |
Seasoned Credit Risk Transfer Trust Series 2018-2 | 962.65 k | 3.17 mm principal | 0.49 | ABS-mortgage backed security | Long | USA |
Multifamily Connecticut Avenue Securities Trust 2020-01 | 956.33 k | 997.41 k principal | 0.49 | ABS-mortgage backed security | Long | USA |
Progress Residential 2020-SFR3 Trust | 944.82 k | 1.00 mm principal | 0.48 | ABS-other | Long | USA |
Angel Oak Mortgage Trust 2023-6 | 919.41 k | 929.48 k principal | 0.47 | ABS-mortgage backed security | Long | USA |
JP Morgan Mortgage Trust 2019-5 | 907.47 k | 1.23 mm principal | 0.46 | ABS-mortgage backed security | Long | USA |
STAR 2021-SFR1 Trust | 895.11 k | 1.00 mm principal | 0.46 | ABS-other | Long | USA |
JPMorgan Chase Bank NA - JPMWM | 882.83 k | 958.59 k principal | 0.45 | ABS-mortgage backed security | Long | USA |
Towd Point Mortgage Trust 2019-HY3 | 871.72 k | 1.11 mm principal | 0.45 | ABS-mortgage backed security | Long | USA |
Freddie Mac STACR REMIC Trust 2020-DNA6 | 849.03 k | 800.00 k principal | 0.43 | ABS-mortgage backed security | Long | USA |
Verus Securitization Trust 2019-INV3 | 829.90 k | 1.00 mm principal | 0.42 | ABS-mortgage backed security | Long | USA |
Towd Point Mortgage Trust 2019-HY3 | 818.89 k | 1.11 mm principal | 0.42 | ABS-mortgage backed security | Long | USA |
Banc of America Funding Corp | 792.47 k | 1.15 mm principal | 0.40 | ABS-mortgage backed security | Long | USA |
Bayview Commercial Asset Trust 2006-2 | 748.82 k | 791.84 k principal | 0.38 | ABS-mortgage backed security | Long | USA |
Starwood Mortgage Residential Trust 2020-INV | 745.68 k | 1.00 mm principal | 0.38 | ABS-mortgage backed security | Long | USA |
Eagle RE 2023-1 Ltd | 730.42 k | 727.00 k principal | 0.37 | ABS-mortgage backed security | Long | Bermuda |
Flagstar Mortgage Trust 2018-1 | 700.29 k | 1.21 mm principal | 0.36 | ABS-mortgage backed security | Long | USA |
AMSR 2020-SFR4 Trust | 689.32 k | 750.00 k principal | 0.35 | ABS-other | Long | USA |
Connecticut Avenue Securities Trust 2023-R06 | 643.00 k | 633.00 k principal | 0.33 | ABS-mortgage backed security | Long | USA |
Bayview Commercial Asset Trust 2006-3 | 615.78 k | 663.65 k principal | 0.31 | ABS-mortgage backed security | Long | USA |
JPMorgan Chase Bank NA - JPMWM | 597.70 k | 652.46 k principal | 0.31 | ABS-mortgage backed security | Long | USA |
Freddie Mac Whole Loan Securities Trust | 514.91 k | 595.00 k principal | 0.26 | ABS-mortgage backed security | Long | USA |
Bayview Commercial Asset Trust 2006-2 | 501.47 k | 547.78 k principal | 0.26 | ABS-mortgage backed security | Long | USA |
RFSC Trust | 442.62 k | 452.41 k principal | 0.23 | ABS-mortgage backed security | Long | USA |
Velocity Commercial Capital Loan Trust 2019-1 | 416.91 k | 490.77 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
JPMorgan Chase Bank NA - CHASE | 282.30 k | 280.74 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
Asset Backed Securities Corp Home Equity Loan Trust 1999-LB1 | 264.42 k | 266.03 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
Corevest American Finance 2019-1 Trust | 218.35 k | 242.50 k principal | 0.11 | ABS-other | Long | USA |
Alternative Loan Trust 2004-15 | 196.86 k | 221.19 k principal | 0.10 | ABS-mortgage backed security | Long | USA |
Verus Securitization Trust 2021-8 | 182.20 k | 288.00 k principal | 0.09 | ABS-mortgage backed security | Long | USA |
Velocity Commercial Capital Loan Trust 2018-2 | 166.15 k | 201.30 k principal | 0.08 | ABS-mortgage backed security | Long | USA |
Velocity Commercial Capital Loan Trust 2018-1 | 165.24 k | 176.72 k principal | 0.08 | ABS-mortgage backed security | Long | USA |
RALI Series 2006-QS6 Trust | 98.48 k | 4.69 mm principal | 0.05 | ABS-mortgage backed security | Long | USA |
Fannie Mae REMICS | 56.75 k | 62.87 k principal | 0.03 | ABS-mortgage backed security | Long | USA |
AFC Home Equity Loan Trust | 38.23 k | 39.09 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
Fannie Mae Grantor Trust 2004-T3 | 24.84 k | 25.45 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
Fannie Mae Grantor Trust 2003-T2 | 23.24 k | 23.63 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
Structured Adjustable Rate Mortgage Loan Trust | 21.39 k | 24.57 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
Alternative Loan Trust 2006-OA9 | 18.08 k | 22.42 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
Conseco Finance Home Improvement Loan Trust 2000-E | 9.14 k | 79.51 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
GSAA Home Equity Trust 2006-5 | 8.51 k | 25.08 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Alternative Loan Trust 2006-OA3 | 6.27 k | 7.31 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Fannie Mae REMIC Trust 2007-W8 | 6.14 k | 6.36 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 5.77 k | 5.87 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Banc of America Funding 2006-D Trust | 5.05 k | 5.85 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Citigroup Mortgage Loan Trust 2004-HYB4 | 3.84 k | 4.03 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Alternative Loan Trust 2006-4CB | 2.61 k | 3.42 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
RAAC Series 2004-SP1 Trust | 1.31 k | 1.35 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Government National Mortgage Association | 185.96 | 99.18 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Fannie Mae-Aces | 4.92 | 1.00 mm principal | 0.00 | ABS-mortgage backed security | Long | USA |
Government National Mortgage Association | 1.89 | 12.02 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Government National Mortgage Association | .170000000000 | 110.91 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Government National Mortgage Association | .160000000000 | 5.91 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Terwin Mortgage Trust | .000000000000 | 8.58 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
SERIES A 12% SECURED CONVERTIBLE PROMISSORY NOTE | .000000000000 | 749.06 k principal | 0.00 | Debt | Long | USA |