Fund profile
Fund manager
Total assets
$98.66 mm
Liabilities
$40.04 k
Net assets
$98.62 mm
Number of holdings
49.00
49 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
UMBS, 30 Year | 5.52 mm | 6.60 mm principal | 5.60 | ABS-mortgage backed security | Long | USA |
UMBS, 30 Year | 5.10 mm | 6.69 mm principal | 5.17 | ABS-mortgage backed security | Long | USA |
UMBS, 30 Year | 4.72 mm | 5.87 mm principal | 4.79 | ABS-mortgage backed security | Long | USA |
UMBS, 30 Year | 4.65 mm | 5.06 mm principal | 4.72 | ABS-mortgage backed security | Long | USA |
UMBS, 30 Year | 4.56 mm | 5.72 mm principal | 4.62 | ABS-mortgage backed security | Long | USA |
UMBS, 30 Year | 4.51 mm | 5.23 mm principal | 4.57 | ABS-mortgage backed security | Long | USA |
UMBS, 30 Year | 3.79 mm | 4.96 mm principal | 3.84 | ABS-mortgage backed security | Long | USA |
UMBS, 20 Year | 3.71 mm | 4.38 mm principal | 3.76 | ABS-mortgage backed security | Long | USA |
UMBS, 30 Year | 3.66 mm | 4.03 mm principal | 3.71 | ABS-mortgage backed security | Long | USA |
UMBS, 30 Year | 3.65 mm | 3.97 mm principal | 3.70 | ABS-mortgage backed security | Long | USA |
UMBS, 30 Year | 3.18 mm | 4.17 mm principal | 3.22 | ABS-mortgage backed security | Long | USA |
UMBS, 30 Year | 2.93 mm | 3.11 mm principal | 2.98 | ABS-mortgage backed security | Long | USA |
UMBS, 30 Year | 2.79 mm | 2.96 mm principal | 2.83 | ABS-mortgage backed security | Long | USA |
GNMA | 2.76 mm | 3.10 mm principal | 2.80 | ABS-mortgage backed security | Long | USA |
GNMA | 2.74 mm | 3.19 mm principal | 2.78 | ABS-mortgage backed security | Long | USA |
UMBS, 30 year | 2.44 mm | 2.58 mm principal | 2.47 | ABS-mortgage backed security | Long | USA |
UMBS, 30 Year | 2.28 mm | 2.98 mm principal | 2.31 | ABS-mortgage backed security | Long | USA |
FHLMC REMICS, Series 4631, Class GF | 2.17 mm | 2.25 mm principal | 2.20 | ABS-mortgage backed security | Long | USA |
FNMA REMICS, Series 2016-88, Class B | 2.01 mm | 2.50 mm principal | 2.04 | ABS-mortgage backed security | Long | USA |
OBX Trust, Series 2023-NQM5, Class A1A | 1.91 mm | 1.91 mm principal | 1.94 | ABS-mortgage backed security | Long | USA |
Verus Securitization Trust, Series 2023-5, Class A1 | 1.90 mm | 1.91 mm principal | 1.92 | ABS-mortgage backed security | Long | USA |
Towd Point Mortgage Trust, Series 2022-1, Class A1 | 1.89 mm | 2.08 mm principal | 1.91 | ABS-mortgage backed security | Long | USA |
UMBS, 30 Year | 1.87 mm | 2.18 mm principal | 1.90 | ABS-mortgage backed security | Long | USA |
FNMA REMICS, Series 2021-88, Class LA | 1.87 mm | 2.27 mm principal | 1.89 | ABS-mortgage backed security | Long | USA |
FNMA REMICS, Series 2021-10, Class CA | 1.85 mm | 2.30 mm principal | 1.88 | ABS-mortgage backed security | Long | USA |
FHLMC Structured Agency Credit Risk Debt Notes, Series 2023-HQA2, Class M1A | 1.82 mm | 1.81 mm principal | 1.85 | ABS-mortgage backed security | Long | USA |
GNMA, Series 2019-31, Class GF | 1.45 mm | 1.49 mm principal | 1.47 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Bonds | 1.36 mm | 1.50 mm principal | 1.38 | Debt | Long | USA |
FNMA REMICS, Series 2017-99, Class PY | 1.27 mm | 1.42 mm principal | 1.29 | ABS-mortgage backed security | Long | USA |
UMBS, 30 Year | 1.17 mm | 1.47 mm principal | 1.19 | ABS-mortgage backed security | Long | USA |
FHLMC STACR REMIC Trust, Series 2022-DNA3, Class M1B | 1.02 mm | 1.00 mm principal | 1.04 | ABS-mortgage backed security | Long | USA |
GNMA, Series 2016-116, Class DF | 1.02 mm | 1.06 mm principal | 1.04 | ABS-mortgage backed security | Long | USA |
JPMorgan U.S. Government Money Market Fund - Class IM | 994.66 k | 994.66 k shares | 1.01 | Short-term investment vehicle | Long | USA |
Morgan Stanley Institutional Liquidity Funds Government Portfolio - Institutional Share Class | 994.66 k | 994.66 k shares | 1.01 | Short-term investment vehicle | Long | USA |
OBX Trust, Series 2023-NQM3, Class A1 | 934.03 k | 943.53 k principal | 0.95 | ABS-mortgage backed security | Long | USA |
AMSR Trust, Series 2023-SFR1, Class A | 921.94 k | 1.00 mm principal | 0.93 | ABS-other | Long | USA |
CSMC Trust, Series 2018-RPL9, Class A | 921.19 k | 996.62 k principal | 0.93 | ABS-mortgage backed security | Long | USA |
CIM Trust, Series 2023-R4, Class A1 | 920.85 k | 950.43 k principal | 0.93 | ABS-mortgage backed security | Long | USA |
CSMC Trust, Series 2021-RPL3, Class A1 | 909.92 k | 1.09 mm principal | 0.92 | ABS-mortgage backed security | Long | USA |
FHLMC REMICS, Series 4948, Class E | 851.97 k | 993.53 k principal | 0.86 | ABS-mortgage backed security | Long | USA |
Deephaven Residential Mortgage Trust, Series 2022-2, Class A1 | 846.65 k | 919.86 k principal | 0.86 | ABS-mortgage backed security | Long | USA |
CSMC Trust, Series 2022-RPL4, Class A1 | 662.22 k | 720.04 k principal | 0.67 | ABS-mortgage backed security | Long | USA |
FNMA REMICS, Series 2021-3, Class NI | 523.02 k | 3.86 mm principal | 0.53 | ABS-mortgage backed security | Long | USA |
GNMA, Series 2020-153, Class CI | 503.57 k | 3.73 mm principal | 0.51 | ABS-mortgage backed security | Long | USA |
GNMA, Series 2020-17, Class IG | 497.35 k | 3.20 mm principal | 0.50 | ABS-mortgage backed security | Long | USA |
UMBS, 30 Year | 460.70 k | 487.88 k principal | 0.47 | ABS-mortgage backed security | Long | USA |
FHLMC REMICS, Series 5008, Class DI | 200.46 k | 1.45 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
U.S. Treasury 10 Year Ultra Bond | -56.15 k | 18.00 contracts | -0.06 | Interest rate derivative | N/A | USA |
U.S. Treasury Ultra Bond | -69.83 k | 8.00 contracts | -0.07 | Interest rate derivative | N/A | USA |