Fund profile
Fund manager
Total assets
$146.53 mm
Liabilities
$64.77 mm
Net assets
$81.76 mm
Number of holdings
71.00
71 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
G2 CR2398 | 10.44 mm | 9.93 mm principal | 12.77 | ABS-mortgage backed security | Long | USA |
G2 CO1927 | 7.51 mm | 7.27 mm principal | 9.19 | ABS-mortgage backed security | Long | USA |
MS 5.297 04/20/37 | 6.73 mm | 6.90 mm principal | 8.23 | Debt | Long | USA |
COF Capital One Financial Corp. | 6.62 mm | 6.73 mm principal | 8.09 | Debt | Long | USA |
JPM 5.717 09/14/33 | 6.11 mm | 5.90 mm principal | 7.48 | Debt | Long | USA |
G2 MA9305 | 5.63 mm | 5.59 mm principal | 6.88 | ABS-mortgage backed security | Long | USA |
G2 CR2382 | 5.49 mm | 5.11 mm principal | 6.71 | ABS-mortgage backed security | Long | USA |
G2 BQ2091 | 4.32 mm | 5.04 mm principal | 5.29 | ABS-mortgage backed security | Long | USA |
NLY Annaly Capital Management Inc | 4.20 mm | 216.61 k shares | 5.13 | Common equity | Long | USA |
BAC 3.846 03/08/37 | 4.05 mm | 4.60 mm principal | 4.95 | Debt | Long | USA |
AXP American Express Co. | 3.99 mm | 4.00 mm principal | 4.88 | Debt | Long | USA |
AGNC AGNC Investment Corp | 3.89 mm | 396.18 k shares | 4.75 | Common equity | Long | USA |
G2 CF7031 | 3.38 mm | 3.81 mm principal | 4.13 | ABS-mortgage backed security | Long | USA |
USB 4.967 07/22/33 | 3.33 mm | 3.50 mm principal | 4.07 | Debt | Long | USA |
C Citigroup Inc | 3.21 mm | 3.00 mm principal | 3.93 | Debt | Long | USA |
SCHW Charles Schwab Corp. | 3.10 mm | 3.00 mm principal | 3.79 | Debt | Long | USA |
G2 CP7152 | 2.83 mm | 2.63 mm principal | 3.46 | ABS-mortgage backed security | Long | USA |
G2 CR2397 | 2.75 mm | 2.66 mm principal | 3.36 | ABS-mortgage backed security | Long | USA |
G2 CF7009 | 2.42 mm | 2.73 mm principal | 2.96 | ABS-mortgage backed security | Long | USA |
GN CR2399 | 2.42 mm | 2.32 mm principal | 2.95 | ABS-mortgage backed security | Long | USA |
G2 CP7120 | 2.12 mm | 1.97 mm principal | 2.59 | ABS-mortgage backed security | Long | USA |
WFC 6.6 01/15/38 | 1.95 mm | 1.75 mm principal | 2.39 | Debt | Long | USA |
GS Goldman Sachs Group, Inc. | 1.93 mm | 1.75 mm principal | 2.36 | Debt | Long | USA |
FN MA4807 | 1.92 mm | 1.90 mm principal | 2.35 | ABS-mortgage backed security | Long | USA |
BAC 2.482 09/21/36 | 1.91 mm | 2.40 mm principal | 2.33 | Debt | Long | USA |
G2 CP7145 | 1.88 mm | 1.75 mm principal | 2.30 | ABS-mortgage backed security | Long | USA |
G2 CT5993 | 1.83 mm | 1.77 mm principal | 2.24 | ABS-mortgage backed security | Long | USA |
G2 CV9448 | 1.79 mm | 1.73 mm principal | 2.19 | ABS-mortgage backed security | Long | USA |
G2 CT6001 | 1.75 mm | 1.69 mm principal | 2.14 | ABS-mortgage backed security | Long | USA |
G2 CR2383 | 1.72 mm | 1.63 mm principal | 2.10 | ABS-mortgage backed security | Long | USA |
G2 CU6078 | 1.67 mm | 1.61 mm principal | 2.04 | ABS-mortgage backed security | Long | USA |
G2 CT5963 | 1.61 mm | 1.55 mm principal | 1.97 | ABS-mortgage backed security | Long | USA |
G2 CT3928 | 1.51 mm | 1.41 mm principal | 1.85 | ABS-mortgage backed security | Long | USA |
G2 CQ9920 | 1.42 mm | 1.37 mm principal | 1.73 | ABS-mortgage backed security | Long | USA |
C Citigroup Inc | 1.36 mm | 1.25 mm principal | 1.67 | Debt | Long | USA |
G2 CV9458 | 1.34 mm | 1.29 mm principal | 1.64 | ABS-mortgage backed security | Long | USA |
G2 CT3984 | 1.29 mm | 1.22 mm principal | 1.58 | ABS-mortgage backed security | Long | USA |
G2 CU6144 | 1.25 mm | 1.19 mm principal | 1.53 | ABS-mortgage backed security | Long | USA |
G2 CR7745 | 1.23 mm | 1.17 mm principal | 1.51 | ABS-mortgage backed security | Long | USA |
G2 BD7593 | 1.22 mm | 1.24 mm principal | 1.49 | ABS-mortgage backed security | Long | USA |
G2 CU6147 | 1.19 mm | 1.11 mm principal | 1.45 | ABS-mortgage backed security | Long | USA |
G2 CV7425 | 1.15 mm | 1.11 mm principal | 1.40 | ABS-mortgage backed security | Long | USA |
G2 CT3962 | 1.13 mm | 1.09 mm principal | 1.38 | ABS-mortgage backed security | Long | USA |
G2 BD4637 | 1.11 mm | 1.16 mm principal | 1.36 | ABS-mortgage backed security | Long | USA |
G2 CR2405 | 1.11 mm | 1.07 mm principal | 1.36 | ABS-mortgage backed security | Long | USA |
G2 CX0900 | 1.10 mm | 1.02 mm principal | 1.35 | ABS-mortgage backed security | Long | USA |
G2 CX0850 | 1.09 mm | 1.01 mm principal | 1.33 | ABS-mortgage backed security | Long | USA |
G2 CP7149 | 1.07 mm | 997.79 k principal | 1.31 | ABS-mortgage backed security | Long | USA |
G2 CX0917 | 1.06 mm | 1.01 mm principal | 1.30 | ABS-mortgage backed security | Long | USA |
G2 CT6726 | 1.05 mm | 1.02 mm principal | 1.29 | ABS-mortgage backed security | Long | USA |
C 6.174 05/25/34 | 1.04 mm | 1.00 mm principal | 1.27 | Debt | Long | USA |
G2 BF5181 | 989.12 k | 1.01 mm principal | 1.21 | ABS-mortgage backed security | Long | USA |
G2 CI1511 | 813.40 k | 1.02 mm principal | 0.99 | ABS-mortgage backed security | Long | USA |
GN AQ7400 | 803.45 k | 812.67 k principal | 0.98 | ABS-mortgage backed security | Long | USA |
BAC Bank Of America Corp. | 752.93 k | 22.36 k shares | 0.92 | Common equity | Long | USA |
INTC Intel Corp. | 695.21 k | 13.84 k shares | 0.85 | Common equity | Long | USA |
Walt Disney Co | 637.09 k | 7.06 k shares | 0.78 | Common equity | Long | USA |
G2 CF7008 | 562.89 k | 635.46 k principal | 0.69 | ABS-mortgage backed security | Long | USA |
GN BF0613 | 540.05 k | 538.06 k principal | 0.66 | ABS-mortgage backed security | Long | USA |
CMCSA Comcast Corp - Ordinary Shares | 530.89 k | 12.11 k shares | 0.65 | Common equity | Long | USA |
VZ Verizon Communications Inc | 458.09 k | 12.15 k shares | 0.56 | Common equity | Long | USA |
PYPL PayPal Holdings Inc | 389.65 k | 6.35 k shares | 0.48 | Common equity | Long | USA |
G2 CQ9917 | 163.57 k | 156.77 k principal | 0.20 | ABS-mortgage backed security | Long | USA |
MPW Medical Properties Trust Inc | 112.25 k | 22.86 k shares | 0.14 | Common equity | Long | USA |
JPM JPMorgan Chase & Co. | 99.05 k | 100.00 k principal | 0.12 | Debt | Long | USA |
TLT US 03/15/24 C110 | 72.88 k | 1.33 k contracts | 0.09 | Equity derivative | Long | N/A |
GN BF0605 | 14.46 k | 14.62 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
ONL Orion Office REIT Inc | 6.13 k | 1.07 k shares | 0.01 | Common equity | Long | USA |
US 10YR NOTE (CBT)Mar24 | -200.31 k | -80.00 contracts | -0.25 | Interest rate derivative | Short | USA |
BNY REPO | -32.25 mm | -32.25 mm principal | -39.45 | Repurchase agreement | Long | USA |
BNY Repo | -32.27 mm | -32.27 mm principal | -39.48 | Repurchase agreement | Long | USA |