Fund profile
Tickers
SEMIX, SEMRX
Fund manager
Total assets
$244.59 mm
Liabilities
$1.51 mm
Net assets
$243.08 mm
Number of holdings
150.00
150 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
First American Government Obligations Fund | 7.07 mm | 7.07 mm shares | 2.91 | Short-term investment vehicle | Long | USA |
LSTAR Securities Investment Ltd 2023-1 | 4.46 mm | 4.44 mm principal | 1.84 | ABS-mortgage backed security | Long | USA |
Freddie Mac Structured Agency Credit Risk Debt Notes | 3.71 mm | 3.67 mm principal | 1.53 | ABS-mortgage backed security | Long | USA |
JP Morgan Mortgage Trust 2019-6 | 3.60 mm | 4.11 mm principal | 1.48 | ABS-mortgage backed security | Long | USA |
Freddie Mac STACR REMIC Trust 2021-HQA1 | 3.54 mm | 3.56 mm principal | 1.46 | ABS-mortgage backed security | Long | USA |
Bellemeade Re 2021-2 Ltd | 3.46 mm | 3.45 mm principal | 1.42 | ABS-mortgage backed security | Long | Bermuda |
Connecticut Avenue Securities Trust 2021-R01 | 3.35 mm | 3.35 mm principal | 1.38 | ABS-mortgage backed security | Long | USA |
STAR 2021-SFR1 Trust | 3.33 mm | 3.46 mm principal | 1.37 | ABS-other | Long | USA |
Freddie Mac STACR REMIC Trust 2021-DNA5 | 3.32 mm | 3.27 mm principal | 1.37 | ABS-mortgage backed security | Long | USA |
BX Commercial Mortgage Trust 2021-SOAR | 3.16 mm | 3.25 mm principal | 1.30 | ABS-mortgage backed security | Long | USA |
MF1 2021-FL6 Ltd | 3.16 mm | 3.30 mm principal | 1.30 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Basswood Park CLO Ltd | 3.13 mm | 3.15 mm principal | 1.29 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BDS 2021-FL7 Ltd | 3.11 mm | 3.25 mm principal | 1.28 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Freddie Mac STACR REMIC Trust 2022-DNA3 | 3.07 mm | 3.00 mm principal | 1.26 | ABS-mortgage backed security | Long | USA |
Katayma CLO I Ltd | 3.01 mm | 3.00 mm principal | 1.24 | ABS-collateralized bond/debt obligation | Long | Jersey |
Radnor RE 2022-1 Ltd | 2.93 mm | 2.88 mm principal | 1.20 | ABS-mortgage backed security | Long | USA |
Arbor Realty Commercial Real Estate Notes 2021-FL2 Ltd | 2.88 mm | 3.00 mm principal | 1.18 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Connecticut Avenue Securities Trust 2023-R04 | 2.86 mm | 2.75 mm principal | 1.18 | ABS-mortgage backed security | Long | USA |
BXMT 2021-FL4 Ltd | 2.82 mm | 3.50 mm principal | 1.16 | ABS-collateralized bond/debt obligation | Long | USA |
Freddie Mac Stacr Remic Trust 2023-Hqa3 | 2.77 mm | 2.75 mm principal | 1.14 | ABS-mortgage backed security | Long | USA |
OZLM VI Ltd | 2.73 mm | 2.74 mm principal | 1.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BXMT 2021-FL4 Ltd | 2.63 mm | 3.00 mm principal | 1.08 | ABS-collateralized bond/debt obligation | Long | USA |
Drive Auto Receivables Trust 2021-2 | 2.63 mm | 2.80 mm principal | 1.08 | ABS-other | Long | USA |
Westlake Automobile Receivables Trust 2022-1 | 2.58 mm | 2.70 mm principal | 1.06 | ABS-other | Long | USA |
Crestline Denali CLO XVII Ltd | 2.49 mm | 2.50 mm principal | 1.03 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Apidos CLO XXIV | 2.49 mm | 2.50 mm principal | 1.03 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Santander Drive Auto Receivables Trust 2022-2 | 2.48 mm | 2.60 mm principal | 1.02 | ABS-other | Long | USA |
MFA 2023-NQM3 Trust | 2.48 mm | 2.47 mm principal | 1.02 | ABS-mortgage backed security | Long | USA |
Progress Residential 2021-SFR1 | 2.45 mm | 2.75 mm principal | 1.01 | ABS-other | Long | USA |
BXMT 2020-FL2 LTD | 2.45 mm | 2.95 mm principal | 1.01 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Drive Auto Receivables Trust 2021-1 | 2.40 mm | 2.50 mm principal | 0.99 | ABS-other | Long | USA |
JP Morgan Mortgage Trust 2018-7FRB | 2.37 mm | 2.56 mm principal | 0.98 | ABS-mortgage backed security | Long | USA |
BDS 2021-FL7 Ltd | 2.37 mm | 2.50 mm principal | 0.97 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Affirm Asset Securitization Trust 2023-B | 2.35 mm | 2.34 mm principal | 0.97 | ABS-other | Long | USA |
BX Commercial Mortgage Trust 2021-VOLT | 2.35 mm | 2.50 mm principal | 0.97 | ABS-mortgage backed security | Long | USA |
Eagle RE 2021-1 Ltd | 2.33 mm | 2.32 mm principal | 0.96 | ABS-mortgage backed security | Long | USA |
Exeter Automobile Receivables Trust 2021-1 | 2.29 mm | 2.45 mm principal | 0.94 | ABS-other | Long | USA |
Flagship Credit Auto Trust 2020-4 | 2.28 mm | 2.42 mm principal | 0.94 | ABS-other | Long | USA |
Santander Drive Auto Receivables Trust 2021-1 | 2.26 mm | 2.32 mm principal | 0.93 | ABS-other | Long | USA |
STACR Trust 2018-HRP2 | 2.23 mm | 2.04 mm principal | 0.92 | ABS-mortgage backed security | Long | USA |
Carlyle Global Market Strategies CLO 2014-5 Ltd | 2.20 mm | 2.20 mm principal | 0.90 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Oxford Finance Funding Trust 2023-1 | 2.16 mm | 2.17 mm principal | 0.89 | ABS-other | Long | USA |
Freddie Mac Structured Agency Credit Risk Debt Notes | 2.15 mm | 2.06 mm principal | 0.88 | ABS-mortgage backed security | Long | USA |
AMSR 2020-SFR4 Trust | 2.15 mm | 2.30 mm principal | 0.88 | ABS-other | Long | USA |
BRSP 2021-FL1 Ltd | 2.15 mm | 2.20 mm principal | 0.88 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Crown Point CLO IV Ltd | 2.13 mm | 2.15 mm principal | 0.88 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
VOLT CV LLC | 2.11 mm | 2.26 mm principal | 0.87 | ABS-mortgage backed security | Long | USA |
Connecticut Avenue Securities Trust 2020-SBT1 | 2.06 mm | 1.98 mm principal | 0.85 | ABS-mortgage backed security | Long | USA |
Bellemeade Re Ltd | 2.04 mm | 2.00 mm principal | 0.84 | ABS-mortgage backed security | Long | Bermuda |
GCAT 2023-NQM1 Trust | 2.03 mm | 2.27 mm principal | 0.84 | ABS-mortgage backed security | Long | USA |
Shelter Growth CRE 2023-FL5 Issuer Ltd | 2.01 mm | 2.00 mm principal | 0.83 | ABS-collateralized bond/debt obligation | Long | Bermuda |
Research-Driven Pagaya Motor Asset Trust 2023-4 | 2.01 mm | 2.00 mm principal | 0.83 | ABS-other | Long | USA |
Apidos CLO XVIII | 2.00 mm | 2.00 mm principal | 0.82 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Fannie Mae Connecticut Avenue Securities | 1.98 mm | 2.00 mm principal | 0.82 | ABS-mortgage backed security | Long | USA |
Enterprise Fleet Financing 2023-2 LLC | 1.98 mm | 2.00 mm principal | 0.82 | ABS-other | Long | USA |
HGI CRE CLO 2021-FL2 Ltd | 1.93 mm | 2.04 mm principal | 0.80 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Brean Asset Backed Securities Trust 2022-RM5 | 1.93 mm | 2.16 mm principal | 0.79 | ABS-mortgage backed security | Long | USA |
Santander Drive Auto Receivables Trust 2021-2 | 1.91 mm | 2.00 mm principal | 0.79 | ABS-other | Long | USA |
Korth Direct Mortgage Inc | 1.89 mm | 2.00 mm principal | 0.78 | Debt | Long | USA |
JPMorgan Chase Bank NA - CACLN | 1.89 mm | 1.96 mm principal | 0.78 | ABS-collateralized bond/debt obligation | Long | USA |
Connecticut Avenue Securities Trust 2019-R06 | 1.87 mm | 1.83 mm principal | 0.77 | ABS-mortgage backed security | Long | USA |
HGI CRE CLO 2021-FL1 Ltd | 1.86 mm | 2.00 mm principal | 0.76 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Anchorage Capital CLO 4-R Ltd | 1.83 mm | 1.84 mm principal | 0.75 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Freddie Mac Structured Agency Credit Risk Debt Notes | 1.75 mm | 1.74 mm principal | 0.72 | ABS-mortgage backed security | Long | USA |
GLS Auto Receivables Issuer Trust 2020-4 | 1.70 mm | 1.75 mm principal | 0.70 | ABS-other | Long | USA |
Bellemeade Re 2021-2 Ltd | 1.69 mm | 1.73 mm principal | 0.69 | ABS-mortgage backed security | Long | USA |
Carlyle Global Market Strategies CLO 2015-1 Ltd | 1.65 mm | 1.65 mm principal | 0.68 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
PAGAYA AI Debt Trust 2022-3 | 1.62 mm | 1.62 mm principal | 0.66 | ABS-other | Long | USA |
Benefit Street Partners CLO V-B Ltd | 1.62 mm | 1.62 mm principal | 0.66 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Morgan Stanley Capital I Trust 2014-150E | 1.61 mm | 2.00 mm principal | 0.66 | ABS-mortgage backed security | Long | USA |
Credit Suisse Mortgage Capital Certificates 2019-ICE4 | 1.58 mm | 1.60 mm principal | 0.65 | ABS-mortgage backed security | Long | USA |
MF1 2021-FL7 Ltd | 1.57 mm | 1.70 mm principal | 0.65 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Freddie Mac STACR REMIC Trust 2021-DNA3 | 1.56 mm | 1.50 mm principal | 0.64 | ABS-mortgage backed security | Long | USA |
Sound Point CLO V-R LTD | 1.55 mm | 1.55 mm principal | 0.64 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Santander Drive Auto Receivables Trust 2021-3 | 1.54 mm | 1.62 mm principal | 0.63 | ABS-other | Long | USA |
Connecticut Avenue Securities Trust 2023-R03 | 1.54 mm | 1.46 mm principal | 0.63 | ABS-mortgage backed security | Long | USA |
Radnor RE 2021-1 Ltd | 1.51 mm | 1.50 mm principal | 0.62 | ABS-mortgage backed security | Long | Bermuda |
Santander Bank Auto Credit-Linked Notes Series 2023-A | 1.50 mm | 1.50 mm principal | 0.62 | ABS-other | Long | USA |
Freddie Mac Structured Agency Credit Risk Debt Notes | 1.45 mm | 1.35 mm principal | 0.60 | ABS-mortgage backed security | Long | USA |
HGI CRE CLO 2021-FL2 Ltd | 1.43 mm | 1.50 mm principal | 0.59 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
World Omni Automobile Lease Securitization Trust 2021-A | 1.40 mm | 1.40 mm principal | 0.57 | ABS-other | Long | USA |
Freddie Mac Structured Agency Credit Risk Debt Notes | 1.40 mm | 1.37 mm principal | 0.57 | ABS-mortgage backed security | Long | USA |
OZLM VIII Ltd | 1.39 mm | 1.39 mm principal | 0.57 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Vericrest Opportunity Loan Transferee | 1.33 mm | 1.42 mm principal | 0.55 | ABS-mortgage backed security | Long | USA |
Connecticut Avenue Securities Trust 2023-R06 | 1.29 mm | 1.27 mm principal | 0.53 | ABS-mortgage backed security | Long | USA |
Freddie Mac STACR REMIC Trust 2021-DNA6 | 1.27 mm | 1.29 mm principal | 0.52 | ABS-mortgage backed security | Long | USA |
JPMorgan Chase Bank NA - CACLN | 1.22 mm | 1.26 mm principal | 0.50 | ABS-collateralized bond/debt obligation | Long | USA |
KKR Financial CLO 2013-1 Ltd | 1.21 mm | 1.20 mm principal | 0.50 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
OZLM XI Ltd | 1.17 mm | 1.17 mm principal | 0.48 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Connecticut Avenue Securities Trust 2021-R01 | 1.16 mm | 1.15 mm principal | 0.48 | ABS-mortgage backed security | Long | USA |
Home RE 2021-1 Ltd | 1.14 mm | 1.14 mm principal | 0.47 | ABS-mortgage backed security | Long | Bermuda |
Verus Securitization Trust 2022-4 | 1.11 mm | 1.20 mm principal | 0.46 | ABS-mortgage backed security | Long | USA |
Deephaven Residential Mortgage Trust 2021-3 | 1.11 mm | 1.35 mm principal | 0.46 | ABS-mortgage backed security | Long | USA |
VOLT XCVII LLC | 1.11 mm | 1.17 mm principal | 0.46 | ABS-mortgage backed security | Long | USA |
Chase Mortgage Finance Corp | 1.09 mm | 1.17 mm principal | 0.45 | ABS-mortgage backed security | Long | USA |
Towd Point HE Trust 2021- HE1 | 1.09 mm | 1.23 mm principal | 0.45 | ABS-mortgage backed security | Long | USA |
Saranac CLO III Ltd | 1.08 mm | 1.08 mm principal | 0.45 | ABS-collateralized bond/debt obligation | Long | Jersey |
JPMorgan Chase Bank NA - CACLN | 1.08 mm | 1.11 mm principal | 0.44 | ABS-collateralized bond/debt obligation | Long | USA |
JPMorgan Chase Bank NA - JPMWM | 1.08 mm | 1.14 mm principal | 0.44 | ABS-mortgage backed security | Long | USA |
Freddie Mac STACR REMIC Trust 2022-DNA7 | 1.07 mm | 1.06 mm principal | 0.44 | ABS-mortgage backed security | Long | USA |
Arbor Realty Commercial Real Estate Notes 2021-FL2 Ltd | 1.07 mm | 1.11 mm principal | 0.44 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Freddie Mac STACR REMIC Trust 2021-DNA1 | 1.06 mm | 1.06 mm principal | 0.43 | ABS-mortgage backed security | Long | USA |
Freddie Mac STACR REMIC Trust 2022-DNA6 | 1.05 mm | 1.00 mm principal | 0.43 | ABS-mortgage backed security | Long | USA |
Connecticut Avenue Securities Trust 2023-R01 | 1.05 mm | 1.00 mm principal | 0.43 | ABS-mortgage backed security | Long | USA |
Freddie Mac STACR REMIC Trust 2022-DNA4 | 1.04 mm | 1.00 mm principal | 0.43 | ABS-mortgage backed security | Long | USA |
Radnor RE 2023-1 Ltd | 1.01 mm | 1.00 mm principal | 0.41 | ABS-mortgage backed security | Long | Bermuda |
Regatta XIV Funding Ltd | 1.00 mm | 1.00 mm principal | 0.41 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Sound Point Clo XXI Ltd | 999.24 k | 1.00 mm principal | 0.41 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
MF1 2023-FL12 LLC | 993.37 k | 1.00 mm principal | 0.41 | ABS-collateralized bond/debt obligation | Long | USA |
New Residential Mortgage Loan Trust 2023-NQM1 | 985.94 k | 975.18 k principal | 0.41 | ABS-mortgage backed security | Long | USA |
Angel Oak Mortgage Trust 2023-6 | 981.26 k | 992.01 k principal | 0.40 | ABS-mortgage backed security | Long | USA |
MF1 Multifamily Housing Mortgage Loan Trust | 972.68 k | 1.00 mm principal | 0.40 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BX Commercial Mortgage Trust 2021-VOLT | 956.82 k | 1.00 mm principal | 0.39 | ABS-mortgage backed security | Long | USA |
GPMT 2021-FL3 Ltd | 951.00 k | 1.00 mm principal | 0.39 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Freddie Mac STACR REMIC Trust 2020-HQA4 | 944.26 k | 877.38 k principal | 0.39 | ABS-mortgage backed security | Long | USA |
Apidos CLO XV | 942.30 k | 945.95 k principal | 0.39 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
HGI CRE CLO 2021-FL1 Ltd | 908.82 k | 934.00 k principal | 0.37 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
COMM 2015-DC1 Mortgage Trust | 893.29 k | 911.68 k principal | 0.37 | ABS-mortgage backed security | Long | USA |
Eagle RE 2023-1 Ltd | 776.64 k | 773.00 k principal | 0.32 | ABS-mortgage backed security | Long | Bermuda |
BBCMS 2019-BWAY Mortgage Trust | 773.89 k | 1.00 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
OHA Credit Partners VII Ltd | 725.30 k | 726.00 k principal | 0.30 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Saranac Clo VII Ltd | 717.39 k | 717.75 k principal | 0.30 | ABS-collateralized bond/debt obligation | Long | Jersey |
HGI CRE CLO 2021-FL1 Ltd | 690.32 k | 750.00 k principal | 0.28 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Telos CLO 2013-4 Ltd | 680.56 k | 682.64 k principal | 0.28 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Exeter Automobile Receivables Trust 2021-4 | 629.18 k | 675.00 k principal | 0.26 | ABS-other | Long | USA |
Venture XVII CLO Ltd | 547.03 k | 548.25 k principal | 0.23 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
KKR CLO 9 Ltd | 542.31 k | 542.78 k principal | 0.22 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Boston Lending Trust 2021-1 | 536.66 k | 1.13 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
Connecticut Avenue Securities Trust 2021-R03 | 504.77 k | 510.00 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
Mosaic Solar Loan Trust 2020-1 | 477.09 k | 556.26 k principal | 0.20 | ABS-other | Long | USA |
John Deere Owner Trust 2022-B | 417.94 k | 419.69 k principal | 0.17 | ABS-other | Long | USA |
Angel Oak Mortgage Trust 2021-3 | 388.13 k | 620.00 k principal | 0.16 | ABS-mortgage backed security | Long | USA |
Nassau 2017-II Ltd | 350.12 k | 349.63 k principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
DBCG 2017-BBG Mortgage Trust | 338.06 k | 350.00 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
Velocity Commercial Capital Loan Trust 2019-2 | 265.55 k | 311.84 k principal | 0.11 | ABS-mortgage backed security | Long | USA |
Zais CLO 8 Ltd | 211.24 k | 211.10 k principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Boston Lending Trust 2021-1 | 207.81 k | 523.40 k principal | 0.09 | ABS-mortgage backed security | Long | USA |
SLM Private Credit Student Loan Trust 2003-C | 97.69 k | 100.00 k principal | 0.04 | ABS-other | Long | USA |
Velocity Commercial Capital Loan Trust 2017-2 | 77.52 k | 78.65 k principal | 0.03 | ABS-mortgage backed security | Long | USA |
South Carolina Student Loan Corp | 70.60 k | 71.08 k principal | 0.03 | Debt | Long | USA |
JP Morgan Mortgage Trust 2014-IVR6 | 54.02 k | 54.85 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
Ellington CLO IV Ltd | 51.71 k | 51.64 k principal | 0.02 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Fannie Mae Connecticut Avenue Securities | 44.79 k | 44.67 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
Freddie Mac Structured Agency Credit Risk Debt Notes | 28.15 k | 29.42 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
BCMSC Trust 1999-B | 8.83 k | 86.57 k principal | 0.00 | ABS-other | Long | USA |
Government National Mortgage Association | 5.54 k | 5.56 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Centex Home Equity Loan Trust 2003-A | 3.48 k | 3.49 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Imc Home Equity Loan Trust 1998-3 | 1.50 k | 1.51 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Government National Mortgage Association | 559.05 | 284.95 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Credit-Based Asset Servicing and Securitization LLC | 2.12 | 2.31 principal | 0.00 | ABS-mortgage backed security | Long | USA |