Fund profile
Fund manager
Total assets
$190.83 mm
Liabilities
$170.84 k
Net assets
$190.66 mm
Number of holdings
74.00
74 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
United States Treasury Note/Bond | 34.43 mm | 34.50 mm principal | 18.06 | Debt | Long | USA |
United States Treasury Note/Bond | 34.16 mm | 34.50 mm principal | 17.91 | Debt | Long | USA |
Vanguard Scottsdale Funds | 8.89 mm | 203.10 k shares | 4.66 | Common equity | Long | USA |
United States Treasury Note/Bond | 7.84 mm | 8.30 mm principal | 4.11 | Debt | Long | USA |
Fannie Mae-Aces | 6.71 mm | 7.46 mm principal | 3.52 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 5.98 mm | 7.53 mm principal | 3.13 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 3.63 mm | 4.38 mm principal | 1.90 | ABS-mortgage backed security | Long | USA |
Freddie Mac Multifamily Structured Pass Through Certificates | 3.61 mm | 3.70 mm principal | 1.89 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 3.58 mm | 3.79 mm principal | 1.88 | ABS-mortgage backed security | Long | USA |
BlackRock Fund Advisors | 3.55 mm | 40.00 k shares | 1.86 | Common equity | Long | USA |
Freddie Mac Multifamily Structured Pass Through Certificates | 3.30 mm | 4.20 mm principal | 1.73 | ABS-mortgage backed security | Long | USA |
Freddie Mac Multifamily Structured Pass Through Certificates | 3.20 mm | 3.39 mm principal | 1.68 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 2.89 mm | 3.36 mm principal | 1.52 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 2.72 mm | 3.16 mm principal | 1.43 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 2.47 mm | 2.77 mm principal | 1.29 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 2.43 mm | 2.60 mm principal | 1.27 | Debt | Long | USA |
COMM 2015-CCRE23 Mortgage Trust | 2.39 mm | 2.50 mm principal | 1.26 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 2.37 mm | 2.86 mm principal | 1.24 | ABS-mortgage backed security | Long | USA |
Freddie Mac Multifamily Structured Pass Through Certificates | 1.97 mm | 2.05 mm principal | 1.03 | ABS-mortgage backed security | Long | USA |
Freddie Mac Multifamily Structured Pass Through Certificates | 1.73 mm | 2.00 mm principal | 0.91 | ABS-mortgage backed security | Long | USA |
Citigroup Commercial Mortgage Trust 2014-GC21 | 1.68 mm | 1.70 mm principal | 0.88 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 1.67 mm | 1.95 mm principal | 0.88 | ABS-mortgage backed security | Long | USA |
NextGear Floorplan Master Owner Trust | 1.67 mm | 1.75 mm principal | 0.88 | ABS-other | Long | USA |
Freddie Mac Multifamily Structured Pass Through Certificates | 1.65 mm | 1.95 mm principal | 0.86 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 1.62 mm | 2.03 mm principal | 0.85 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 1.59 mm | 1.85 mm principal | 0.83 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 1.58 mm | 1.60 mm principal | 0.83 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 1.56 mm | 1.96 mm principal | 0.82 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 1.54 mm | 1.74 mm principal | 0.81 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 1.53 mm | 1.93 mm principal | 0.80 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 1.52 mm | 1.92 mm principal | 0.80 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 1.52 mm | 1.58 mm principal | 0.80 | ABS-mortgage backed security | Long | USA |
COMM 2014-UBS3 Mortgage Trust | 1.52 mm | 1.55 mm principal | 0.80 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 1.49 mm | 1.73 mm principal | 0.78 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 1.46 mm | 1.59 mm principal | 0.76 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 1.46 mm | 1.59 mm principal | 0.76 | ABS-mortgage backed security | Long | USA |
World Omni Auto Receivables Trust 2023-A | 1.36 mm | 1.37 mm principal | 0.71 | ABS-other | Long | USA |
Fannie Mae Pool | 1.31 mm | 1.59 mm principal | 0.69 | ABS-mortgage backed security | Long | USA |
Citigroup Commercial Mortgage Trust 2019-PRM | 1.30 mm | 1.31 mm principal | 0.68 | ABS-mortgage backed security | Long | USA |
AmeriCredit Automobile Receivables Trust 2021-1 | 1.24 mm | 1.27 mm principal | 0.65 | ABS-other | Long | USA |
KKR CLO 38 Ltd | 1.24 mm | 1.25 mm principal | 0.65 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Cathedral Lake VI Ltd | 1.19 mm | 1.20 mm principal | 0.62 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Barings CLO Ltd 2020-I | 1.09 mm | 1.10 mm principal | 0.57 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Fannie Mae Pool | 1.01 mm | 1.11 mm principal | 0.53 | ABS-mortgage backed security | Long | USA |
Federal Home Loan Bank Discount Notes | 999.85 k | 1.00 mm principal | 0.52 | Debt | Long | USA |
Gulf Stream Meridian 6 Ltd | 993.40 k | 1.00 mm principal | 0.52 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FIXED INC CLEARING CORP.REPO
Fixed Income Clearing Corp
|
992.78 k | 992.78 k principal | 0.52 | Repurchase agreement | Long | USA |
BMW Vehicle Lease Trust 2023-1 | 991.43 k | 1.00 mm principal | 0.52 | ABS-other | Long | USA |
WFRBS Commercial Mortgage Trust 2014-C19 | 986.76 k | 1.00 mm principal | 0.52 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 967.33 k | 1.05 mm principal | 0.51 | ABS-mortgage backed security | Long | USA |
Voya CLO 2016-3 Ltd | 913.90 k | 925.00 k principal | 0.48 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BB-UBS Trust 2012-SHOW | 904.81 k | 1.00 mm principal | 0.47 | ABS-mortgage backed security | Long | USA |
Honda Auto Receivables 2021-2 Owner Trust | 853.15 k | 874.34 k principal | 0.45 | ABS-other | Long | USA |
GM Financial Automobile Leasing Trust 2023-1 | 801.77 k | 810.00 k principal | 0.42 | ABS-other | Long | USA |
Fannie Mae Pool | 798.14 k | 963.89 k principal | 0.42 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 775.58 k | 880.32 k principal | 0.41 | ABS-mortgage backed security | Long | USA |
Fannie Mae-Aces | 771.57 k | 1.00 mm principal | 0.40 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 625.24 k | 754.72 k principal | 0.33 | ABS-mortgage backed security | Long | USA |
Oscar US Funding XV LLC | 596.09 k | 600.00 k principal | 0.31 | ABS-other | Long | Japan |
BlueMountain CLO 2014-2 Ltd | 594.24 k | 600.00 k principal | 0.31 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Freddie Mac Multifamily Structured Pass Through Certificates | 567.73 k | 600.00 k principal | 0.30 | ABS-mortgage backed security | Long | USA |
Hudson Yards 2016-10HY Mortgage Trust | 542.43 k | 600.00 k principal | 0.28 | ABS-mortgage backed security | Long | USA |
United States Treasury Inflation Indexed Bonds | 506.90 k | 552.13 k principal | 0.27 | Debt | Long | USA |
ONE 2021-PARK Mortgage Trust | 474.01 k | 500.00 k principal | 0.25 | ABS-mortgage backed security | Long | USA |
Wells Fargo Commercial Mortgage Trust 2021-SAVE | 379.33 k | 400.85 k principal | 0.20 | ABS-mortgage backed security | Long | USA |
Freddie Mac Multifamily Structured Pass Through Certificates | 365.64 k | 465.00 k principal | 0.19 | ABS-mortgage backed security | Long | USA |
Santander Retail Auto Lease Trust 2021-C | 262.56 k | 263.97 k principal | 0.14 | ABS-other | Long | USA |
Americredit Automobile Receivables Trust 2019-2 | 81.21 k | 81.33 k principal | 0.04 | ABS-other | Long | USA |
Ford Credit Auto Lease Trust 2021-B | 62.45 k | 62.57 k principal | 0.03 | ABS-other | Long | USA |
Fannie Mae Pool | 20.04 k | 22.75 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
US 5YR NOTE (CBT) DEC23 | -15.17 k | 15.00 contracts | -0.01 | Interest rate derivative | N/A | USA |
US 2YR NOTE (CBT) DEC23 | -46.21 k | 64.00 contracts | -0.02 | Interest rate derivative | N/A | USA |
US 10YR ULTRA FUT DEC23 | -151.11 k | 44.00 contracts | -0.08 | Interest rate derivative | N/A | USA |
Long: BPES0DU65 CDS USD R V 03MEVENT PA_CDX_SPES0DU65_PRO CCPCDX / Short: BPES0DU65 CDS USD P F 1.00000 PA_CDX_SPES0DU65_FEE CCPCDX | -269.81 k | 20.40 mm other units | -0.14 | Credit derivative | N/A | USA |