Fund profile
Tickers
NNSDX
Fund manager
Total assets
$26.91 mm
Liabilities
$115.58 k
Net assets
$26.79 mm
Number of holdings
129.00
129 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
Fannie Mae Pool | 534.90 k | 543.14 k principal | 2.00 | ABS-mortgage backed security | Long | USA |
GS Mortgage Securities Trust 2017-GS6 | 526.85 k | 575.00 k principal | 1.97 | ABS-mortgage backed security | Long | USA |
Wells Fargo Commercial Mortgage Trust 2015-NXS2 | 487.75 k | 500.00 k principal | 1.82 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 478.50 k | 496.44 k principal | 1.79 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 476.17 k | 482.52 k principal | 1.78 | ABS-mortgage backed security | Long | USA |
CAMB Commercial Mortgage Trust 2021-CX2 | 474.96 k | 569.94 k principal | 1.77 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 467.53 k | 498.43 k principal | 1.75 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 459.40 k | 522.93 k principal | 1.71 | ABS-mortgage backed security | Long | USA |
Benchmark 2019-B11 Mortgage Trust | 454.79 k | 500.00 k principal | 1.70 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 448.96 k | 465.94 k principal | 1.68 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 427.55 k | 443.76 k principal | 1.60 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 417.09 k | 445.23 k principal | 1.56 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 405.51 k | 420.76 k principal | 1.51 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 403.97 k | 430.87 k principal | 1.51 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 382.00 k | 396.61 k principal | 1.43 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 364.98 k | 364.27 k principal | 1.36 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 364.69 k | 389.06 k principal | 1.36 | ABS-mortgage backed security | Long | USA |
Affirm Asset Securitization Trust 2023-B | 355.78 k | 350.00 k principal | 1.33 | ABS-other | Long | USA |
JP Morgan Mortgage Trust 2020-7 | 343.98 k | 401.90 k principal | 1.28 | ABS-collateralized bond/debt obligation | Long | USA |
Connecticut Avenue Securities Trust 2023-R01 | 338.15 k | 315.00 k principal | 1.26 | ABS-collateralized bond/debt obligation | Long | USA |
Connecticut Avenue Securities Trust 2022-R07 | 326.52 k | 300.00 k principal | 1.22 | ABS-collateralized bond/debt obligation | Long | USA |
Fannie Mae Pool | 320.73 k | 342.24 k principal | 1.20 | ABS-mortgage backed security | Long | USA |
Freddie Mac STACR REMIC Trust 2022-HQA2 | 320.70 k | 300.00 k principal | 1.20 | ABS-collateralized bond/debt obligation | Long | USA |
Freddie Mac STACR REMIC Trust 2022-HQA3 | 317.12 k | 300.00 k principal | 1.18 | ABS-collateralized bond/debt obligation | Long | USA |
Ginnie Mae II Pool | 314.46 k | 342.14 k principal | 1.17 | ABS-mortgage backed security | Long | USA |
BANK 2019-BNK22 | 311.58 k | 350.00 k principal | 1.16 | ABS-mortgage backed security | Long | USA |
Connecticut Avenue Securities Trust 2022-R05 | 311.13 k | 300.00 k principal | 1.16 | ABS-collateralized bond/debt obligation | Long | USA |
Magnetite XXXVII Ltd | 303.12 k | 300.00 k principal | 1.13 | ABS-other | Long | Cayman Islands |
Fannie Mae Pool | 297.94 k | 302.34 k principal | 1.11 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 280.17 k | 308.36 k principal | 1.05 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 273.04 k | 269.05 k principal | 1.02 | ABS-mortgage backed security | Long | USA |
Tesla Auto Lease Trust | 264.09 k | 260.00 k principal | 0.99 | ABS-other | Long | USA |
Connecticut Avenue Securities Trust 2022-R09 | 262.69 k | 240.00 k principal | 0.98 | ABS-collateralized bond/debt obligation | Long | USA |
Avis Budget Rental Car Funding AESOP LLC | 260.23 k | 264.00 k principal | 0.97 | ABS-other | Long | USA |
SBA Tower Trust | 256.22 k | 250.00 k principal | 0.96 | Debt | Long | USA |
COMM 2018-COR3 Mortgage Trust | 255.23 k | 295.00 k principal | 0.95 | ABS-mortgage backed security | Long | USA |
RCKT Mortgage Trust 2022-4 | 253.74 k | 280.22 k principal | 0.95 | ABS-collateralized bond/debt obligation | Long | USA |
Hertz Vehicle Financing III LLC | 253.37 k | 250.00 k principal | 0.95 | ABS-other | Long | USA |
AGL CLO Ltd | 253.11 k | 250.00 k principal | 0.94 | ABS-other | Long | Jersey |
JP Morgan Mortgage Trust 2021-11 | 253.10 k | 313.33 k principal | 0.94 | ABS-collateralized bond/debt obligation | Long | USA |
Texas Debt Capital CLO 2024-I Ltd | 252.63 k | 250.00 k principal | 0.94 | ABS-other | Long | Cayman Islands |
OneMain Financial Issuance Trust 2021-1 | 249.78 k | 250.00 k principal | 0.93 | ABS-other | Long | USA |
OBX 2022-INV5 Trust | 248.07 k | 274.06 k principal | 0.93 | ABS-collateralized bond/debt obligation | Long | USA |
JPMBB Commercial Mortgage Securities Trust 2014-C23 | 247.52 k | 250.00 k principal | 0.92 | ABS-mortgage backed security | Long | USA |
Gracie Point International Fun | 247.26 k | 245.55 k principal | 0.92 | ABS-other | Long | USA |
PenFed Auto Receivables Owner Trust 2022-A | 247.23 k | 250.00 k principal | 0.92 | ABS-other | Long | USA |
Morgan Stanley Residential Mortgage Loan Trust 2023-1 | 247.13 k | 273.21 k principal | 0.92 | ABS-collateralized bond/debt obligation | Long | USA |
BX Commercial Mortgage Trust 2021-CIP | 245.25 k | 248.09 k principal | 0.92 | ABS-mortgage backed security | Long | USA |
Capital Automotive Reit | 243.09 k | 241.67 k principal | 0.91 | ABS-other | Long | USA |
JP Morgan Mortgage Trust 2017-5 | 241.40 k | 241.07 k principal | 0.90 | ABS-collateralized bond/debt obligation | Long | USA |
Fannie Mae Pool | 233.88 k | 257.40 k principal | 0.87 | ABS-mortgage backed security | Long | USA |
Ginnie Mae II Pool | 232.18 k | 245.90 k principal | 0.87 | ABS-mortgage backed security | Long | USA |
GS Mortgage Securities Trust 2018-GS9 | 231.20 k | 245.00 k principal | 0.86 | ABS-mortgage backed security | Long | USA |
MTN Commercial Mortgage Trust 2022-LPFL | 222.51 k | 225.00 k principal | 0.83 | ABS-mortgage backed security | Long | USA |
JP MORGAN MORTGAGE TRUST 2018-5 | 222.23 k | 250.64 k principal | 0.83 | ABS-collateralized bond/debt obligation | Long | USA |
Myers Park CLO Ltd | 220.55 k | 220.00 k principal | 0.82 | ABS-other | Long | Cayman Islands |
J.P. Morgan Mortgage Trust 2022-6 | 220.23 k | 261.63 k principal | 0.82 | ABS-collateralized bond/debt obligation | Long | USA |
JP Morgan Mortgage Trust 2020-1 | 219.69 k | 248.53 k principal | 0.82 | ABS-collateralized bond/debt obligation | Long | USA |
One Bryant Park Trust 2019-OBP | 216.29 k | 250.00 k principal | 0.81 | ABS-mortgage backed security | Long | USA |
GM Financial Consumer Automobile Receivables Trust 2020-4 | 215.97 k | 217.19 k principal | 0.81 | ABS-other | Long | USA |
ONNI Commerical Mortgage Trust 2024-APT | 200.62 k | 200.00 k principal | 0.75 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 196.08 k | 230.81 k principal | 0.73 | ABS-mortgage backed security | Long | USA |
Citigroup Commercial Mortgage Trust 2015-GC29 | 194.96 k | 200.00 k principal | 0.73 | ABS-mortgage backed security | Long | USA |
COMM 2015-LC21 Mortgage Trust | 194.61 k | 200.00 k principal | 0.73 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 193.91 k | 193.61 k principal | 0.72 | ABS-mortgage backed security | Long | USA |
GS Mortgage-Backed Securities Trust 2021-PJ6 | 193.57 k | 239.17 k principal | 0.72 | ABS-collateralized bond/debt obligation | Long | USA |
Freddie Mac Pool | 192.05 k | 191.57 k principal | 0.72 | ABS-mortgage backed security | Long | USA |
Citigroup Commercial Mortgage Trust 2016-C3 | 186.21 k | 200.00 k principal | 0.70 | ABS-mortgage backed security | Long | USA |
MVW Owner Trust 2019-1 | 178.49 k | 182.28 k principal | 0.67 | ABS-other | Long | USA |
Sequoia Mortgage Trust 2020-1 | 177.94 k | 220.71 k principal | 0.66 | ABS-collateralized bond/debt obligation | Long | USA |
MVW 2020-1 LLC | 175.84 k | 185.43 k principal | 0.66 | ABS-other | Long | USA |
Fannie Mae Pool | 173.20 k | 172.88 k principal | 0.65 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 172.44 k | 178.81 k principal | 0.64 | ABS-mortgage backed security | Long | USA |
Freddie Mac STACR REMIC Trust 2022-DNA5 | 170.29 k | 157.00 k principal | 0.64 | ABS-collateralized bond/debt obligation | Long | USA |
CSAIL 2020-C19 Commercial Mortgage Trust | 166.34 k | 200.00 k principal | 0.62 | ABS-mortgage backed security | Long | USA |
Wells Fargo Commercial Mortgage Trust 2017-C38 | 155.30 k | 165.00 k principal | 0.58 | ABS-mortgage backed security | Long | USA |
Benchmark 2019-B15 Mortgage Trust | 153.69 k | 199.00 k principal | 0.57 | ABS-mortgage backed security | Long | USA |
J.P. Morgan Mortgage Trust 2021-INV5 | 152.38 k | 185.63 k principal | 0.57 | ABS-collateralized bond/debt obligation | Long | USA |
Brex Commercial Charge Card Master Trust | 150.92 k | 150.00 k principal | 0.56 | ABS-other | Long | USA |
Fannie Mae Pool | 141.13 k | 140.54 k principal | 0.53 | ABS-mortgage backed security | Long | USA |
Taco Bell Funding LLC | 139.35 k | 140.63 k principal | 0.52 | ABS-other | Long | USA |
Hilton Grand Vacations Trust 2019-A | 136.30 k | 141.31 k principal | 0.51 | ABS-other | Long | USA |
Taco Bell Funding LLC | 131.16 k | 142.46 k principal | 0.49 | ABS-other | Long | USA |
Fannie Mae Pool | 128.42 k | 141.53 k principal | 0.48 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 113.61 k | 129.98 k principal | 0.42 | ABS-mortgage backed security | Long | USA |
Ginnie Mae II Pool | 111.77 k | 115.11 k principal | 0.42 | ABS-mortgage backed security | Long | USA |
Ziply Fiber Issuer LLC | 103.09 k | 100.00 k principal | 0.38 | ABS-other | Long | USA |
Hotwire Funding LLC | 102.93 k | 100.00 k principal | 0.38 | ABS-other | Long | USA |
MetroNet Infrastructure Issuer LLC | 102.88 k | 100.00 k principal | 0.38 | ABS-other | Long | USA |
MetroNet Infrastructure Issuer LLC | 102.54 k | 100.00 k principal | 0.38 | ABS-other | Long | USA |
Fannie Mae Pool | 102.10 k | 112.52 k principal | 0.38 | ABS-mortgage backed security | Long | USA |
Frontier Issuer LLC | 101.80 k | 100.00 k principal | 0.38 | ABS-other | Long | USA |
Avis Budget Rental Car Funding AESOP LLC | 101.50 k | 100.00 k principal | 0.38 | ABS-other | Long | USA |
VB-S1 Issuer LLC - VBTEL | 101.47 k | 100.00 k principal | 0.38 | ABS-other | Long | USA |
PFS Financing Corp | 101.40 k | 100.00 k principal | 0.38 | ABS-other | Long | USA |
Mercury Financial Credit Card Master Trust | 101.13 k | 100.00 k principal | 0.38 | ABS-other | Long | USA |
Alterna Funding III LLC | 98.04 k | 97.55 k principal | 0.37 | ABS-other | Long | USA |
Alterna Funding III LLC | 97.31 k | 96.70 k principal | 0.36 | ABS-other | Long | USA |
Hilton Grand Vacations Trust 2024-2 | 96.72 k | 95.05 k principal | 0.36 | ABS-other | Long | USA |
Fannie Mae Pool | 92.65 k | 109.44 k principal | 0.35 | ABS-mortgage backed security | Long | USA |
Hertz Vehicle Financing III LP | 92.30 k | 100.00 k principal | 0.34 | ABS-other | Long | USA |
Fannie Mae Pool | 90.56 k | 91.80 k principal | 0.34 | ABS-mortgage backed security | Long | USA |
Cars Net Lease Mortgage Notes Series 2020-1 | 89.98 k | 98.21 k principal | 0.34 | ABS-other | Long | USA |
Fannie Mae Pool | 87.77 k | 99.43 k principal | 0.33 | ABS-mortgage backed security | Long | USA |
Bank 2019-BNK19 | 86.92 k | 100.00 k principal | 0.32 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 83.21 k | 83.81 k principal | 0.31 | ABS-mortgage backed security | Long | USA |
Oceanview Mortgage Trust 2022-1 | 82.18 k | 87.08 k principal | 0.31 | ABS-collateralized bond/debt obligation | Long | USA |
Benchmark 2021-B28 Mortgage Trust | 81.96 k | 100.00 k principal | 0.31 | ABS-mortgage backed security | Long | USA |
GS Mortgage-Backed Securities Trust 2023-PJ1 | 81.21 k | 92.78 k principal | 0.30 | ABS-collateralized bond/debt obligation | Long | USA |
Fannie Mae Pool | 78.57 k | 78.47 k principal | 0.29 | ABS-mortgage backed security | Long | USA |
OBX 2018-1 Trust | 76.33 k | 78.32 k principal | 0.28 | ABS-collateralized bond/debt obligation | Long | USA |
JP Morgan Mortgage Trust 2018-4 | 74.28 k | 84.61 k principal | 0.28 | ABS-collateralized bond/debt obligation | Long | USA |
DBWF Mortgage Trust | 74.18 k | 77.50 k principal | 0.28 | ABS-mortgage backed security | Long | USA |
Government National Mortgage Association | 70.99 k | 102.78 k principal | 0.26 | ABS-collateralized bond/debt obligation | Long | USA |
Ginnie Mae II Pool | 69.11 k | 77.45 k principal | 0.26 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 67.02 k | 75.74 k principal | 0.25 | ABS-mortgage backed security | Long | USA |
Ginnie Mae II Pool | 66.71 k | 67.32 k principal | 0.25 | ABS-mortgage backed security | Long | USA |
J.P. Morgan Mortgage Trust 2021-15 | 66.29 k | 82.20 k principal | 0.25 | ABS-collateralized bond/debt obligation | Long | USA |
Morgan Stanley Residential Mortgage Loan Trust 2021-5 | 62.66 k | 77.57 k principal | 0.23 | ABS-collateralized bond/debt obligation | Long | USA |
Sequoia Mortgage Trust 2021-4 | 62.15 k | 76.23 k principal | 0.23 | ABS-collateralized bond/debt obligation | Long | USA |
GRACIE POINT INTERNATIONAL FUNDING 2023-2 | 60.82 k | 60.65 k principal | 0.23 | ABS-other | Long | USA |
Ginnie Mae II Pool | 54.01 k | 60.44 k principal | 0.20 | ABS-mortgage backed security | Long | USA |
Volkswagen Auto Lease Trust | 50.35 k | 50.00 k principal | 0.19 | ABS-other | Long | USA |
Freddie Mac REMICS | 42.20 k | 45.07 k principal | 0.16 | ABS-collateralized bond/debt obligation | Long | USA |
CSAIL 2017-CX10 Commercial Mortgage Trust | 42.07 k | 45.00 k principal | 0.16 | ABS-mortgage backed security | Long | USA |
GS Mortgage Securities Trust 2019-GSA1 | 40.57 k | 45.00 k principal | 0.15 | ABS-mortgage backed security | Long | USA |
Freddie Mac Pool | 38.47 k | 40.98 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
Freddie Mac REMICS | 33.76 k | 36.26 k principal | 0.13 | ABS-collateralized bond/debt obligation | Long | USA |
JP Morgan Mortgage Trust 2021-4 | 18.40 k | 23.02 k principal | 0.07 | ABS-collateralized bond/debt obligation | Long | USA |