Fund profile
Fund manager
Total assets
$97.53 mm
Liabilities
$27.64 mm
Net assets
$69.89 mm
Number of holdings
44.00
44 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
Commercial Mortgage Trust, Series 2014-UBS6, Class D | 4.32 mm | 5.00 mm principal | 6.19 | ABS-mortgage backed security | Long | USA |
JPMBB Commercial Mortgage Securities Trust, Series 2014-C26, Class D | 4.28 mm | 4.95 mm principal | 6.12 | ABS-mortgage backed security | Long | USA |
Commercial Mortgage Trust, Series 2014-CR19, Class D | 3.59 mm | 4.00 mm principal | 5.13 | ABS-mortgage backed security | Long | USA |
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C19, Class D | 3.53 mm | 4.00 mm principal | 5.06 | ABS-mortgage backed security | Long | USA |
Commercial Mortgage Trust, Series 2015-CR22, Class D | 3.39 mm | 4.00 mm principal | 4.85 | ABS-mortgage backed security | Long | USA |
WFRBS Commercial Mortgage Trust, Series 2014-LC14, Class D | 3.23 mm | 3.50 mm principal | 4.62 | ABS-mortgage backed security | Long | USA |
Commercial Mortgage Trust, Series 2014-UBS5, Class D | 3.20 mm | 4.50 mm principal | 4.57 | ABS-mortgage backed security | Long | USA |
Wells Fargo Commercial Mortgage Trust, Series 2014-LC18, Class D | 3.17 mm | 3.50 mm principal | 4.54 | ABS-mortgage backed security | Long | USA |
JPMBB Commercial Mortgage Securities Trust, Series 2014-C23, Class D | 3.17 mm | 3.50 mm principal | 4.53 | ABS-mortgage backed security | Long | USA |
GS Mortgage Securities Trust, Series 2015-GC30, Class C | 2.99 mm | 3.40 mm principal | 4.28 | ABS-mortgage backed security | Long | USA |
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C22, Class D | 2.96 mm | 4.38 mm principal | 4.24 | ABS-mortgage backed security | Long | USA |
FREMF Mortgage Trust, Series 2016-K57, Class C | 2.86 mm | 3.00 mm principal | 4.09 | ABS-mortgage backed security | Long | USA |
Commercial Mortgage Trust, Series 2015-CR23, Class C | 2.85 mm | 3.06 mm principal | 4.08 | ABS-mortgage backed security | Long | USA |
Morgan Stanley Capital I Trust, Series 2016-UBS9, Class D | 2.83 mm | 3.53 mm principal | 4.05 | ABS-mortgage backed security | Long | USA |
Commercial Mortgage Trust, Series 2014-CR19, Class C | 2.81 mm | 3.00 mm principal | 4.02 | ABS-mortgage backed security | Long | USA |
FREMF Mortgage Trust, Series 2017-K71, Class C | 2.78 mm | 3.00 mm principal | 3.98 | ABS-mortgage backed security | Long | USA |
BX Commercial Mortgage Trust, Series 2021-VOLT, Class D | 2.71 mm | 2.75 mm principal | 3.87 | ABS-mortgage backed security | Long | USA |
Citigroup Commercial Mortgage Trust, Series 2014-GC23, Class D | 2.63 mm | 3.00 mm principal | 3.76 | ABS-mortgage backed security | Long | USA |
Invesco Treasury Portfolio, Institutional Class | 2.52 mm | 2.52 mm shares | 3.60 | Short-term investment vehicle | Long | USA |
JPMBB Commercial Mortgage Securities Trust, Series 2014-C19, Class B | 2.48 mm | 2.50 mm principal | 3.55 | ABS-mortgage backed security | Long | USA |
DBJPM Mortgage Trust, Series 2017-C6, Class D | 2.37 mm | 3.50 mm principal | 3.39 | ABS-mortgage backed security | Long | USA |
Commercial Mortgage Trust, Series 2014-UBS4, Class C | 2.29 mm | 3.00 mm principal | 3.28 | ABS-mortgage backed security | Long | USA |
PMT Pennymac Mortgage Investment Trust | 2.25 mm | 97.00 k shares | 3.22 | Preferred equity | Long | USA |
TWO Two Harbors Investment Corp | 2.25 mm | 96.00 k shares | 3.21 | Preferred equity | Long | USA |
NYMT New York Mortgage Trust Inc | 2.22 mm | 100.00 k shares | 3.17 | Preferred equity | Long | USA |
Invesco Government & Agency Portfolio, Institutional Class | 2.20 mm | 2.20 mm shares | 3.15 | Short-term investment vehicle | Long | USA |
TWO Two Harbors Investment Corp | 2.20 mm | 98.00 k shares | 3.15 | Preferred equity | Long | USA |
Commercial Mortgage Trust, Series 2013-CR13, Class D | 2.16 mm | 3.25 mm principal | 3.09 | ABS-mortgage backed security | Long | USA |
JPMBB Commercial Mortgage Securities Trust, Series 2014-C22, Class D | 2.09 mm | 3.50 mm principal | 2.98 | ABS-mortgage backed security | Long | USA |
CSAIL Commercial Mortgage Trust, Series 2017-CX10, Class E | 1.76 mm | 4.00 mm principal | 2.52 | ABS-mortgage backed security | Long | USA |
Invesco Liquid Assets Portfolio | 1.57 mm | 1.57 mm shares | 2.25 | Short-term investment vehicle | Long | USA |
Commercial Mortgage Trust, Series 2014-UBS6, Class C | 1.15 mm | 1.29 mm principal | 1.64 | ABS-mortgage backed security | Long | USA |
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C24, Class D | 1.12 mm | 1.30 mm principal | 1.61 | ABS-mortgage backed security | Long | USA |
Commercial Mortgage Trust, Series 2014-CR14, Class C | 917.68 k | 1.00 mm principal | 1.31 | ABS-mortgage backed security | Long | USA |
FREMF Mortgage Trust, Series 2017-KF41, Class B | 901.81 k | 912.12 k principal | 1.29 | ABS-mortgage backed security | Long | USA |
Wells Fargo Commercial Mortgage Trust, Series 2015-NXS2, Class D | 616.75 k | 1.00 mm principal | 0.88 | ABS-mortgage backed security | Long | USA |
Citigroup Commercial Mortgage Trust, Series 2014-GC19, Class D | 481.60 k | 500.00 k principal | 0.69 | ABS-mortgage backed security | Long | USA |
JPMBB Commercial Mortgage Securities Trust, Series 2013-C12, Class D | 403.00 k | 500.00 k principal | 0.58 | ABS-mortgage backed security | Long | USA |
Morgan Stanley & Co. International PLC | 266.92 k | 1.00 contracts | 0.38 | Interest rate derivative | N/A | N/A |
Freddie Mac Multifamily Structured Pass-Through Ctfs., Series 2017-K041, Class X1, IO | 180.53 k | 83.25 mm principal | 0.26 | ABS-asset backed commercial paper | Long | USA |
Hilton USA Trust, Series 2016-SFP, Class F | 98.29 k | 3.00 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
Commercial Mortgage Trust, Series 2014-UBS4, Class XD | 44.97 k | 22.78 mm principal | 0.06 | ABS-mortgage backed security | Long | USA |
Commercial Mortgage Trust, Series 2014-LC15, Class XA | 22.41 | 640.20 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Wells Fargo Securities, LLC | -27.00 mm | -27.00 mm principal | -38.63 | Repurchase agreement | Short | USA |