Fund profile
Fund manager
Total assets
$424.84 mm
Liabilities
$1.01 mm
Net assets
$423.84 mm
Number of holdings
181.00
181 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
United States Treasury Note/Bond | 49.50 mm | 50.00 mm principal | 11.68 | Debt | Long | USA |
United States Treasury Note/Bond | 42.00 mm | 45.00 mm principal | 9.91 | Debt | Long | USA |
United States Treasury Note/Bond | 31.93 mm | 32.00 mm principal | 7.53 | Debt | Long | USA |
United States Treasury Note/Bond | 20.89 mm | 23.00 mm principal | 4.93 | Debt | Long | USA |
Fannie Mae Pool | 6.65 mm | 8.02 mm principal | 1.57 | ABS-mortgage backed security | Long | USA |
Bank of America Corp | 5.62 mm | 6.10 mm principal | 1.33 | Debt | Long | USA |
Freddie Mac Pool | 5.59 mm | 6.51 mm principal | 1.32 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 5.10 mm | 5.40 mm principal | 1.20 | Debt | Long | USA |
BlackRock Fund Advisors | 4.75 mm | 53.50 k shares | 1.12 | Common equity | Long | USA |
Vanguard Scottsdale Funds | 4.59 mm | 104.80 k shares | 1.08 | Common equity | Long | USA |
Fannie Mae Pool | 4.28 mm | 4.80 mm principal | 1.01 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 4.17 mm | 4.85 mm principal | 0.98 | ABS-mortgage backed security | Long | USA |
Ally Auto Receivables Trust 2022-1 | 3.76 mm | 3.85 mm principal | 0.89 | ABS-other | Long | USA |
Battery Park CLO II Ltd | 3.57 mm | 3.55 mm principal | 0.84 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Freddie Mac Pool | 3.49 mm | 3.80 mm principal | 0.82 | ABS-mortgage backed security | Long | USA |
GM Financial Consumer Automobile Receivables Trust 2020-4 | 3.42 mm | 3.58 mm principal | 0.81 | ABS-other | Long | USA |
Deutsche Bank AG/New York NY | 3.40 mm | 3.90 mm principal | 0.80 | Debt | Long | Germany |
Fannie Mae Pool | 3.39 mm | 3.94 mm principal | 0.80 | ABS-mortgage backed security | Long | USA |
Dryden 80 CLO Ltd | 3.33 mm | 3.35 mm principal | 0.79 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Fannie Mae Pool | 3.24 mm | 3.76 mm principal | 0.76 | ABS-mortgage backed security | Long | USA |
Master Credit Card Trust | 3.01 mm | 3.12 mm principal | 0.71 | ABS-other | Long | Canada |
Wells Fargo Commercial Mortgage Trust 2015-NXS4 | 2.96 mm | 3.12 mm principal | 0.70 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 2.92 mm | 3.52 mm principal | 0.69 | ABS-mortgage backed security | Long | USA |
Neuberger Berman Loan Advisers Clo 40 Ltd | 2.88 mm | 2.90 mm principal | 0.68 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Pfizer Investment Enterprises Pte Ltd | 2.84 mm | 3.00 mm principal | 0.67 | Debt | Long | Singapore |
Barings CLO Ltd 2020-I | 2.78 mm | 2.80 mm principal | 0.66 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Jamestown CLO XI Ltd | 2.77 mm | 2.80 mm principal | 0.65 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
KKR CLO 38 Ltd | 2.77 mm | 2.80 mm principal | 0.65 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Anchorage Capital Clo 17 Ltd | 2.77 mm | 2.80 mm principal | 0.65 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Hyundai Auto Lease Securitization Trust 2022-B | 2.77 mm | 2.80 mm principal | 0.65 | ABS-other | Long | USA |
Freddie Mac Pool | 2.76 mm | 3.10 mm principal | 0.65 | ABS-mortgage backed security | Long | USA |
Benefit Street Partners CLO XVI Ltd | 2.76 mm | 2.80 mm principal | 0.65 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Wells Fargo Commercial Mortgage Trust 2018-C43 | 2.75 mm | 3.00 mm principal | 0.65 | ABS-mortgage backed security | Long | USA |
COMM 2017-COR2 Mortgage Trust | 2.65 mm | 2.92 mm principal | 0.62 | ABS-mortgage backed security | Long | USA |
Citigroup Commercial Mortgage Trust 2014-GC23 | 2.65 mm | 2.75 mm principal | 0.62 | ABS-mortgage backed security | Long | USA |
Fifth Third Bank NA | 2.63 mm | 3.00 mm principal | 0.62 | Debt | Long | USA |
World Omni Auto Receivables Trust 2021-B | 2.57 mm | 2.80 mm principal | 0.61 | ABS-other | Long | USA |
AmeriCredit Automobile Receivables Trust 2020-3 | 2.50 mm | 2.63 mm principal | 0.59 | ABS-other | Long | USA |
ICG US CLO 2022-1i Ltd | 2.49 mm | 2.50 mm principal | 0.59 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Cathedral Lake VI Ltd | 2.48 mm | 2.50 mm principal | 0.59 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
PPM CLO 2 Ltd | 2.47 mm | 2.50 mm principal | 0.58 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Freddie Mac STACR REMIC Trust 2022-HQA3 | 2.44 mm | 2.41 mm principal | 0.58 | ABS-mortgage backed security | Long | USA |
BP Capital Markets America Inc | 2.44 mm | 2.60 mm principal | 0.57 | Debt | Long | USA |
NWG NatWest Group Plc | 2.42 mm | 2.50 mm principal | 0.57 | Debt | Long | UK |
Ares XXVIIIR CLO Ltd | 2.36 mm | 2.40 mm principal | 0.56 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 2.35 mm | 2.75 mm principal | 0.56 | Debt | Long | Ireland |
Avis Budget Rental Car Funding AESOP LLC | 2.32 mm | 2.44 mm principal | 0.55 | ABS-other | Long | USA |
Ford Credit Auto Owner Trust 2020-REV1 | 2.27 mm | 2.40 mm principal | 0.54 | ABS-other | Long | USA |
Benchmark 2018-B3 Mortgage Trust | 2.27 mm | 2.55 mm principal | 0.54 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 2.22 mm | 2.68 mm principal | 0.52 | ABS-mortgage backed security | Long | USA |
WM Waste Management, Inc. | 2.18 mm | 2.40 mm principal | 0.52 | Debt | Long | USA |
Freddie Mac STACR REMIC Trust 2021-DNA7 | 2.15 mm | 2.20 mm principal | 0.51 | ABS-mortgage backed security | Long | USA |
DBGS 2018-C1 Mortgage Trust | 2.15 mm | 2.40 mm principal | 0.51 | ABS-mortgage backed security | Long | USA |
Hertz Vehicle Financing III LLC | 2.12 mm | 2.14 mm principal | 0.50 | ABS-other | Long | USA |
Dryden Senior Loan Fund | 2.09 mm | 2.10 mm principal | 0.49 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Freddie Mac Pool | 2.07 mm | 2.10 mm principal | 0.49 | ABS-mortgage backed security | Long | USA |
CarMax Auto Owner Trust 2020-4 | 2.06 mm | 2.20 mm principal | 0.49 | ABS-other | Long | USA |
Federal Home Loan Bank Discount Notes | 2.00 mm | 2.00 mm principal | 0.47 | Debt | Long | USA |
Voya CLO 2015-3 Ltd | 1.99 mm | 2.00 mm principal | 0.47 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Ares XXVII CLO Ltd | 1.98 mm | 2.00 mm principal | 0.47 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CIFC Funding 2013-IV Ltd | 1.97 mm | 2.00 mm principal | 0.47 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
OHA Credit Partners XIV Ltd | 1.97 mm | 2.00 mm principal | 0.46 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Allegro CLO VI Ltd | 1.97 mm | 2.00 mm principal | 0.46 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
COMM 2019-GC44 Mortgage Trust | 1.97 mm | 2.42 mm principal | 0.46 | ABS-mortgage backed security | Long | USA |
Canyon Capital CLO 2022-1 Ltd | 1.96 mm | 2.00 mm principal | 0.46 | ABS-collateralized bond/debt obligation | Long | Jersey |
Anheuser-Busch InBev Worldwide Inc | 1.96 mm | 2.20 mm principal | 0.46 | Debt | Long | USA |
Toyota Auto Loan Extended Note Trust 2021-1 | 1.95 mm | 2.18 mm principal | 0.46 | ABS-other | Long | USA |
Santander Drive Auto Receivables Trust 2022-3 | 1.93 mm | 1.95 mm principal | 0.46 | ABS-other | Long | USA |
Morgan Stanley | 1.93 mm | 2.00 mm principal | 0.45 | Debt | Long | USA |
CVS CVS Health Corp | 1.89 mm | 2.00 mm principal | 0.45 | Debt | Long | USA |
T AT&T, Inc. | 1.87 mm | 2.00 mm principal | 0.44 | Debt | Long | USA |
Gulf Stream Meridian 6 Ltd | 1.79 mm | 1.80 mm principal | 0.42 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Aligned Data Centers Issuer LLC | 1.76 mm | 2.02 mm principal | 0.42 | ABS-other | Long | USA |
MAT Mattel, Inc. | 1.74 mm | 2.00 mm principal | 0.41 | Debt | Long | USA |
Hilton USA Trust 2016-HHV | 1.73 mm | 1.88 mm principal | 0.41 | ABS-mortgage backed security | Long | USA |
Anchorage Capital CLO 21 Ltd | 1.72 mm | 1.75 mm principal | 0.41 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
ORCL Oracle Corp. | 1.72 mm | 1.70 mm principal | 0.41 | Debt | Long | USA |
DBUBS 2017-BRBK Mortgage Trust | 1.60 mm | 1.76 mm principal | 0.38 | ABS-mortgage backed security | Long | USA |
OXY Occidental Petroleum Corp. | 1.59 mm | 1.50 mm principal | 0.37 | Debt | Long | USA |
Nissan Auto Lease Trust 2023-A | 1.58 mm | 1.60 mm principal | 0.37 | ABS-other | Long | USA |
BCS Barclays plc | 1.50 mm | 1.60 mm principal | 0.35 | Debt | Long | UK |
HIG Hartford Financial Services Group Inc. | 1.46 mm | 1.70 mm principal | 0.34 | Debt | Long | USA |
Extra Space Storage LP | 1.45 mm | 1.50 mm principal | 0.34 | Debt | Long | USA |
MSFT Microsoft Corporation | 1.42 mm | 1.50 mm principal | 0.34 | Debt | Long | USA |
LMT Lockheed Martin Corp. | 1.42 mm | 1.50 mm principal | 0.34 | Debt | Long | USA |
UNH Unitedhealth Group Inc | 1.37 mm | 1.70 mm principal | 0.32 | Debt | Long | USA |
CQP Cheniere Energy Partners, L.P. | 1.35 mm | 1.40 mm principal | 0.32 | Debt | Long | USA |
LOW Lowe`s Cos., Inc. | 1.33 mm | 1.40 mm principal | 0.31 | Debt | Long | USA |
Schlumberger Investment SA | 1.32 mm | 1.40 mm principal | 0.31 | Debt | Long | Luxembourg |
Huntington National Bank/The | 1.31 mm | 1.40 mm principal | 0.31 | Debt | Long | USA |
Freddie Mac STACR REMIC Trust 2021-HQA4 | 1.29 mm | 1.32 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
Oscar US Funding XV LLC | 1.29 mm | 1.30 mm principal | 0.30 | ABS-other | Long | Japan |
BAT Capital Corp | 1.28 mm | 1.30 mm principal | 0.30 | Debt | Long | USA |
ABBV Abbvie Inc | 1.27 mm | 1.40 mm principal | 0.30 | Debt | Long | USA |
Fannie Mae Pool | 1.24 mm | 1.50 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
BNP Paribas SA | 1.24 mm | 1.50 mm principal | 0.29 | Debt | Long | France |
TIAA CLO IV Ltd | 1.22 mm | 1.24 mm principal | 0.29 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
INTC Intel Corp. | 1.16 mm | 1.20 mm principal | 0.27 | Debt | Long | USA |
JPMorgan Chase & Co | 1.16 mm | 1.30 mm principal | 0.27 | Debt | Long | USA |
PGR Progressive Corp. | 1.14 mm | 1.20 mm principal | 0.27 | Debt | Long | USA |
Freddie Mac STACR REMIC Trust 2022-DNA1 | 1.11 mm | 1.12 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
PPC Pilgrim`s Pride Corp. | 1.08 mm | 1.40 mm principal | 0.26 | Debt | Long | USA |
Jefferies Group Inc | 1.08 mm | 1.10 mm principal | 0.25 | Debt | Long | USA |
Western Midstream Operating LP | 1.06 mm | 1.10 mm principal | 0.25 | Debt | Long | USA |
Neuberger Berman Loan Advisers CLO 26 Ltd | 1.03 mm | 1.05 mm principal | 0.24 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
HBAN Huntington Bancshares, Inc. | 979.08 k | 1.00 mm principal | 0.23 | Debt | Long | USA |
FIXED INC CLEARING CORP.REPO
Fixed Income Clearing Corp
|
972.92 k | 972.92 k principal | 0.23 | Repurchase agreement | Long | USA |
Air Lease Corp | 966.59 k | 1.00 mm principal | 0.23 | Debt | Long | USA |
WFRBS Commercial Mortgage Trust 2014-C19 | 962.09 k | 975.00 k principal | 0.23 | ABS-mortgage backed security | Long | USA |
AMT American Tower Corp. | 960.35 k | 1.00 mm principal | 0.23 | Debt | Long | USA |
XEL Xcel Energy, Inc. | 954.97 k | 1.00 mm principal | 0.23 | Debt | Long | USA |
Duke Energy Carolinas LLC | 951.16 k | 1.00 mm principal | 0.22 | Debt | Long | USA |
Public Service Electric and Gas Co | 939.62 k | 1.00 mm principal | 0.22 | Debt | Long | USA |
ABBV Abbvie Inc | 882.29 k | 1.00 mm principal | 0.21 | Debt | Long | USA |
AAPL Apple Inc | 881.12 k | 1.00 mm principal | 0.21 | Debt | Long | USA |
Alabama Power Co | 880.85 k | 1.00 mm principal | 0.21 | Debt | Long | USA |
Anheuser-Busch InBev Worldwide Inc | 864.30 k | 900.00 k principal | 0.20 | Debt | Long | USA |
MSFT Microsoft Corporation | 852.96 k | 1.30 mm principal | 0.20 | Debt | Long | USA |
TCW CLO 2021-1 Ltd | 839.29 k | 850.00 k principal | 0.20 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
ES Eversource Energy | 838.50 k | 900.00 k principal | 0.20 | Debt | Long | USA |
CVS CVS Health Corp | 833.13 k | 900.00 k principal | 0.20 | Debt | Long | USA |
UNP Union Pacific Corp. | 805.65 k | 900.00 k principal | 0.19 | Debt | Long | USA |
MRVL Marvell Technology Inc | 786.63 k | 800.00 k principal | 0.19 | Debt | Long | USA |
ET+E Energy Transfer Operating, L.P. | 784.59 k | 900.00 k principal | 0.19 | Debt | Long | USA |
John Deere Capital Corp | 782.44 k | 800.00 k principal | 0.18 | Debt | Long | USA |
PH Parker-Hannifin Corp. | 756.42 k | 800.00 k principal | 0.18 | Debt | Long | USA |
Elevance Health Inc | 744.58 k | 800.00 k principal | 0.18 | Debt | Long | USA |
Athene Holding Ltd | 732.00 k | 900.00 k principal | 0.17 | Debt | Long | Bermuda |
Discover Bank | 731.14 k | 800.00 k principal | 0.17 | Debt | Long | USA |
GILD Gilead Sciences, Inc. | 683.74 k | 700.00 k principal | 0.16 | Debt | Long | USA |
SCHW Charles Schwab Corp. | 679.50 k | 700.00 k principal | 0.16 | Debt | Long | USA |
MA Mastercard Incorporated - Ordinary Shares | 674.14 k | 700.00 k principal | 0.16 | Debt | Long | USA |
NTR Nutrien Ltd | 668.28 k | 800.00 k principal | 0.16 | Debt | Long | Canada |
HON Honeywell International Inc | 646.64 k | 800.00 k principal | 0.15 | Debt | Long | USA |
PPL Electric Utilities Corp | 637.43 k | 700.00 k principal | 0.15 | Debt | Long | USA |
BCS Barclays plc | 618.09 k | 800.00 k principal | 0.15 | Debt | Long | UK |
T AT&T, Inc. | 617.86 k | 1.00 mm principal | 0.15 | Debt | Long | USA |
DUK Duke Energy Corp. | 613.71 k | 950.00 k principal | 0.14 | Debt | Long | USA |
KR Kroger Co. | 601.68 k | 800.00 k principal | 0.14 | Debt | Long | USA |
SPGI S&P Global Inc | 585.08 k | 600.00 k principal | 0.14 | Debt | Long | USA |
CenterPoint Energy Resources Corp | 577.55 k | 600.00 k principal | 0.14 | Debt | Long | USA |
Morgan Stanley | 566.81 k | 600.00 k principal | 0.13 | Debt | Long | USA |
MET Metlife Inc | 534.68 k | 600.00 k principal | 0.13 | Debt | Long | USA |
T-Mobile USA Inc | 468.05 k | 600.00 k principal | 0.11 | Debt | Long | USA |
UNP Union Pacific Corp. | 464.80 k | 500.00 k principal | 0.11 | Debt | Long | USA |
Pfizer Investment Enterprises Pte Ltd | 464.39 k | 500.00 k principal | 0.11 | Debt | Long | Singapore |
Freddie Mac Pool | 433.88 k | 472.67 k principal | 0.10 | ABS-mortgage backed security | Long | USA |
Charter Communications Operating LLC / Charter Communications Operating Capital | 407.65 k | 500.00 k principal | 0.10 | Debt | Long | USA |
UNH Unitedhealth Group Inc | 401.60 k | 400.00 k principal | 0.09 | Debt | Long | USA |
Freddie Mac Pool | 399.35 k | 423.30 k principal | 0.09 | ABS-mortgage backed security | Long | USA |
SO Southern Company | 392.96 k | 400.00 k principal | 0.09 | Debt | Long | USA |
CVE Cenovus Energy Inc | 388.59 k | 500.00 k principal | 0.09 | Debt | Long | Canada |
MET Metlife Inc | 384.26 k | 400.00 k principal | 0.09 | Debt | Long | USA |
PPL Electric Utilities Corp | 381.22 k | 400.00 k principal | 0.09 | Debt | Long | USA |
LMT Lockheed Martin Corp. | 370.00 k | 400.00 k principal | 0.09 | Debt | Long | USA |
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9 | 369.45 k | 399.08 k principal | 0.09 | ABS-mortgage backed security | Long | USA |
EXC Exelon Corp. | 364.14 k | 400.00 k principal | 0.09 | Debt | Long | USA |
Exeter Automobile Receivables Trust 2022-2 | 350.60 k | 351.02 k principal | 0.08 | ABS-other | Long | USA |
DUK Duke Energy Corp. | 332.03 k | 400.00 k principal | 0.08 | Debt | Long | USA |
CMCSA Comcast Corp - Ordinary Shares | 320.57 k | 410.00 k principal | 0.08 | Debt | Long | USA |
ORCL Oracle Corp. | 308.92 k | 300.00 k principal | 0.07 | Debt | Long | USA |
AAPL Apple Inc | 303.35 k | 500.00 k principal | 0.07 | Debt | Long | USA |
Public Service Electric and Gas Co | 285.36 k | 300.00 k principal | 0.07 | Debt | Long | USA |
UNP Union Pacific Corp. | 282.95 k | 300.00 k principal | 0.07 | Debt | Long | USA |
ORCL Oracle Corp. | 262.94 k | 300.00 k principal | 0.06 | Debt | Long | USA |
Wisconsin Public Service Corp | 233.48 k | 400.00 k principal | 0.06 | Debt | Long | USA |
PH Parker-Hannifin Corp. | 228.05 k | 300.00 k principal | 0.05 | Debt | Long | USA |
Verizon Owner Trust 2020-C | 217.07 k | 218.33 k principal | 0.05 | ABS-other | Long | USA |
Prudential Financial Inc | 201.64 k | 200.00 k principal | 0.05 | Debt | Long | USA |
LOW Lowe`s Cos., Inc. | 181.79 k | 200.00 k principal | 0.04 | Debt | Long | USA |
Elevance Health Inc | 177.42 k | 200.00 k principal | 0.04 | Debt | Long | USA |
VZ Verizon Communications Inc | 152.46 k | 200.00 k principal | 0.04 | Debt | Long | USA |
Prudential Financial Inc | 138.99 k | 200.00 k principal | 0.03 | Debt | Long | USA |
T-Mobile USA Inc | 124.60 k | 200.00 k principal | 0.03 | Debt | Long | USA |
AAPL Apple Inc | 91.22 k | 100.00 k principal | 0.02 | Debt | Long | USA |
PGR Progressive Corp. | 78.83 k | 100.00 k principal | 0.02 | Debt | Long | USA |
AXP American Express Co. | 0 | 0.00 principal | 0.00 | Debt | Long | USA |
US 5YR NOTE (CBT) DEC23 | -142.56 k | 141.00 contracts | -0.03 | Interest rate derivative | N/A | USA |
US 2YR NOTE (CBT) DEC23 | -174.02 k | 241.00 contracts | -0.04 | Interest rate derivative | N/A | USA |
US 10YR ULTRA FUT DEC23 | -438.97 k | 127.00 contracts | -0.10 | 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 | -595.16 k | 45.00 mm other units | -0.14 | Credit derivative | N/A | USA |