Fund profile
Fund manager
Total assets
$77.29 mm
Liabilities
$1.96 mm
Net assets
$75.32 mm
Number of holdings
69.00
69 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
XCAL 2021-7 B1 | 3.57 mm | 3.67 mm principal | 4.74 | ABS-other | Long | USA |
OCP 2013-4A DR | 3.40 mm | 3.40 mm principal | 4.51 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CFGMS 2021-19 B | 3.33 mm | 3.34 mm principal | 4.42 | ABS-other | Long | USA |
STRAS 2021-2A E | 3.02 mm | 3.00 mm principal | 4.01 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
PSTAT 2022-3A D | 3.01 mm | 3.00 mm principal | 4.00 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CBAM 2018-8A E | 2.99 mm | 3.00 mm principal | 3.98 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
GRIPP 2017-1A E | 2.80 mm | 2.80 mm principal | 3.71 | ABS-collateralized bond/debt obligation | Long | USA |
MCFMT 2022-PM01 B | 2.62 mm | 2.60 mm principal | 3.48 | ABS-other | Long | USA |
KKR 13 ER | 2.41 mm | 2.40 mm principal | 3.19 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FRST AM-GV OB-X | 2.22 mm | 2.22 mm principal | 2.95 | Short-term investment vehicle | Long | USA |
PSTAT 2023-1A D | 2.01 mm | 2.00 mm principal | 2.67 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
ANCHC 2013-1A DR | 2.01 mm | 2.00 mm principal | 2.67 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
GALL 2018-1A E | 2.01 mm | 2.00 mm principal | 2.66 | ABS-collateralized bond/debt obligation | Long | USA |
GOLD9 2014-9A ER2 | 2.00 mm | 2.00 mm principal | 2.66 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
SSTAT 2021-1A E1 | 2.00 mm | 2.00 mm principal | 2.66 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
OZLM 2014-8A DRR | 1.94 mm | 2.00 mm principal | 2.58 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
DEN11 2015-1A DR | 1.73 mm | 1.72 mm principal | 2.30 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
MAGNE 2016-18A ER | 1.60 mm | 1.63 mm principal | 2.13 | ABS-collateralized bond/debt obligation | Long | USA |
TFLAT 2017-1A E | 1.51 mm | 1.50 mm principal | 2.00 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
ECLO 2019-4A D1 | 1.51 mm | 1.50 mm principal | 2.00 | ABS-collateralized bond/debt obligation | Long | USA |
CFGMS 2022-P01 B | 1.43 mm | 1.45 mm principal | 1.90 | ABS-other | Long | USA |
MIDO 2016-5A ER | 1.40 mm | 1.40 mm principal | 1.86 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
LONGF 2013-1A DRR | 1.40 mm | 1.40 mm principal | 1.86 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
SYMP 2016-17A ER | 1.40 mm | 1.40 mm principal | 1.86 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
PAID 2023-6 A | 1.37 mm | 1.37 mm principal | 1.82 | ABS-other | Long | USA |
GUGG 2020-1A ER | 1.30 mm | 1.30 mm principal | 1.73 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
GSMS 2018-3PCK C | 1.27 mm | 1.30 mm principal | 1.69 | ABS-other | Long | USA |
PSTAT 2022-1A E | 1.26 mm | 1.25 mm principal | 1.67 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
PSTAT 2021-4A D | 1.25 mm | 1.25 mm principal | 1.66 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
MDPK 2014-13A ER | 1.24 mm | 1.25 mm principal | 1.64 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
WITEH 2015-10A E | 1.20 mm | 1.20 mm principal | 1.60 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
XCAL 2024-SURF A | 1.20 mm | 1.20 mm principal | 1.59 | ABS-other | Long | USA |
STRAS 2021-1A E | 1.01 mm | 1.00 mm principal | 1.34 | ABS-collateralized bond/debt obligation | Long | USA |
XCALFD 11 03/01/25 | 963.26 k | 1.00 mm principal | 1.28 | ABS-other | Long | USA |
WFRBS 2012-C9 E | 912.87 k | 1.00 mm principal | 1.21 | ABS-other | Long | USA |
CFMT 2022-AB2 M3 | 810.87 k | 1.04 mm principal | 1.08 | ABS-other | Long | USA |
PAID 2024-1 A | 756.47 k | 750.00 k principal | 1.00 | ABS-other | Long | USA |
PSTAT 2021-2A D | 750.21 k | 750.00 k principal | 1.00 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
MSBAM 2013-C9 D | 728.02 k | 1.00 mm principal | 0.97 | ABS-other | Long | USA |
GSMS 2010-C1 D | 712.60 k | 850.00 k principal | 0.95 | ABS-other | Long | USA |
COMM 2015-CR25 XA | 523.27 k | 57.17 mm principal | 0.69 | ABS-other | Long | USA |
MSBAM 2015-C24 XA | 507.94 k | 67.27 mm principal | 0.67 | ABS-other | Long | USA |
REACH 2024-1A A | 502.79 k | 500.00 k principal | 0.67 | ABS-other | Long | USA |
PSTAT 2021-3A D | 500.83 k | 500.00 k principal | 0.66 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
XCALFD 11 09/01/24 | 495.10 k | 500.00 k principal | 0.66 | ABS-other | Long | USA |
XCALI 2021-10 B1 | 466.37 k | 471.25 k principal | 0.62 | ABS-other | Long | USA |
CFGMS 2022-27 B | 446.42 k | 458.95 k principal | 0.59 | ABS-other | Long | USA |
XCAL 2023-MF9 B1 | 421.06 k | 419.05 k principal | 0.56 | ABS-other | Long | USA |
XCALI 2020-5 B1 | 373.96 k | 374.71 k principal | 0.50 | ABS-other | Long | USA |
JPMBB 2015-C30 XA | 330.89 k | 68.88 mm principal | 0.44 | ABS-other | Long | USA |
JPMBB 2015-C28 XA | 258.44 k | 39.70 mm principal | 0.34 | ABS-other | Long | USA |
BX 2019-IMC G | 193.29 k | 196.00 k principal | 0.26 | ABS-other | Long | USA |
BAMLL 2019-BPR EMP | 170.40 k | 192.00 k principal | 0.23 | ABS-other | Long | USA |
GSMS 2018-SRP5 C | 169.42 k | 752.17 k principal | 0.22 | ABS-other | Long | USA |
COMM 2014-UBS5 XA | 160.36 k | 71.04 mm principal | 0.21 | ABS-other | Long | USA |
WFRBS 2014-C21 XA | 104.73 k | 25.94 mm principal | 0.14 | ABS-other | Long | USA |
CSMC 2016-NXSR XA | 65.05 k | 4.59 mm principal | 0.09 | ABS-other | Long | USA |
COMM 2015-CR23 XA | 47.01 k | 6.13 mm principal | 0.06 | ABS-other | Long | USA |
MSBAM 2014-C19 XA | 44.21 k | 15.92 mm principal | 0.06 | ABS-other | Long | USA |
JPMBB 2014-C25 XA | 37.31 k | 12.21 mm principal | 0.05 | ABS-other | Long | USA |
WFCM 2015-LC22 XA | 33.36 k | 3.60 mm principal | 0.04 | ABS-other | Long | USA |
JPMBB 2015-C27 XA | 30.30 k | 4.40 mm principal | 0.04 | ABS-other | Long | USA |
CSAIL 2015-C1 XA | 27.52 k | 7.29 mm principal | 0.04 | ABS-other | Long | USA |
JPMBB 2014-C21 XA | 26.76 k | 23.94 mm principal | 0.04 | ABS-other | Long | USA |
COMM 2015-LC21 XA | 23.91 k | 3.83 mm principal | 0.03 | ABS-other | Long | USA |
COMM 2015-CR22 XA | 18.38 k | 3.35 mm principal | 0.02 | ABS-other | Long | USA |
JPMBB 2014-C19 XA | 5.00 k | 19.54 mm principal | 0.01 | ABS-other | Long | USA |
WFRBS 2014-C20 XA | 291.02 | 29.10 mm principal | 0.00 | ABS-other | Long | USA |
JPMBB 2014-C18 XA | 159.06 | 15.91 mm principal | 0.00 | ABS-other | Long | USA |