Fund profile
Fund manager
Total assets
$619.82 mm
Liabilities
$7.66 mm
Net assets
$612.17 mm
Number of holdings
132.00
132 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
Weaverville Retreat | 54.20 mm | 1.00 other units | 8.85 | Real estate | Long | USA |
Rojas East | 49.10 mm | 1.00 other units | 8.02 | Real estate | Long | USA |
The Sheds on Charlotte | 45.10 mm | 1.00 other units | 7.37 | Real estate | Long | USA |
The Biltmore Apartments | 39.67 mm | 39.67 mm principal | 6.48 | Debt | Long | USA |
Chino Industrial Portfolio | 36.10 mm | 1.00 other units | 5.90 | Real estate | Long | USA |
Congress Commons | 35.60 mm | 1.00 other units | 5.82 | Real estate | Long | USA |
Mosaic at Largo Station | 33.49 mm | 1.00 other units | 5.47 | Real estate | Long | UK |
Southpark Meadows Mezzanine | 31.00 mm | 31.00 mm principal | 5.06 | Debt | Long | USA |
100 Friars Boulevard | 27.10 mm | 1.00 other units | 4.43 | Real estate | Long | USA |
456 Sullivan Avenue | 22.52 mm | 1.00 other units | 3.68 | Real estate | Long | USA |
Anker Haus | 21.70 mm | 1.00 other units | 3.54 | Real estate | Long | USA |
Brickstone Boulder Lodge Mezz | 20.20 mm | 20.20 mm principal | 3.30 | Debt | Long | USA |
55 Messina Drive | 18.60 mm | 1.00 other units | 3.04 | Real estate | Long | USA |
Fusion Life Science HQ | 18.04 mm | 1.00 other units | 2.95 | Real estate | Long | USA |
Aertson Midtown Mezzanine Term Loan | 18.00 mm | 18.00 mm principal | 2.94 | Loan | Long | USA |
Dreyfus Government Cash Management | 14.38 mm | 14.38 mm shares | 2.35 | Short-term investment vehicle | Long | USA |
Memphis Logistics Mezz | 14.00 mm | 14.00 mm principal | 2.29 | Debt | Long | USA |
12000 E 56th | 13.10 mm | 1.00 other units | 2.14 | Real estate | Long | USA |
Avilla Enclave | 9.10 mm | 9.10 mm principal | 1.49 | Debt | Long | USA |
3828 Civic Center | 8.60 mm | 1.00 other units | 1.40 | Real estate | Long | USA |
Brickstone Boulder Pearl Mezz | 7.30 mm | 7.30 mm principal | 1.19 | Debt | Long | USA |
Avilla Suncoast | 7.30 mm | 7.30 mm principal | 1.19 | Debt | Long | USA |
Natixis Commercial Mortgage Securities Trust 2022-JERI | 2.31 mm | 3.00 mm principal | 0.38 | ABS-mortgage backed security | Long | USA |
NCMF Trust 2022-MFP | 1.91 mm | 2.00 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
280 Park Avenue 2017-280P Mortgage Trust | 1.85 mm | 2.13 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
Med Trust 2021-MDLN | 1.80 mm | 1.89 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
Citigroup Commercial Mortgage Trust 2015-GC29 | 1.65 mm | 2.00 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
SMRT 2022-MINI | 1.57 mm | 1.65 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
FREMF 2021-KF117 Mortgage Trust | 1.50 mm | 1.51 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
MF1 2022-FL10 LLC | 1.49 mm | 1.50 mm principal | 0.24 | ABS-collateralized bond/debt obligation | Long | USA |
BPR Trust 2022-OANA | 1.48 mm | 1.50 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
Freddie Mac STACR REMIC Trust 2021-DNA5 | 1.47 mm | 1.50 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
WFRBS Commercial Mortgage Trust 2014-C19 | 1.44 mm | 1.65 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
CSMC 2020-FACT | 1.36 mm | 1.50 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
Freddie Mac Structured Agency Credit Risk Debt Notes | 1.34 mm | 1.23 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
GS Mortgage Securities Trust 2015-GC30 | 1.32 mm | 1.63 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
GS Mortgage Securities Trust 2015-GC32 | 1.27 mm | 1.50 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
MRCD 2019-PRKC Mortgage Trust | 1.25 mm | 1.60 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
BANK 2023-BNK46 | 1.23 mm | 2.00 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
Citigroup Commercial Mortgage Trust 2015-P1 | 1.20 mm | 1.50 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
Wells Fargo Commercial Mortgage Trust 2015-C28 | 1.20 mm | 1.50 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
Fannie Mae Connecticut Avenue Securities | 1.16 mm | 992.08 k principal | 0.19 | ABS-mortgage backed security | Long | USA |
JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1 | 1.15 mm | 1.50 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
Freddie Mac STACR REMIC Trust 2021-DNA7 | 1.12 mm | 1.15 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
Angel Oak Mortgage Trust I LLC 2019-2 | 1.05 mm | 1.08 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
Eagle RE 2023-1 Ltd | 1.01 mm | 1.00 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
HIT Trust 2022-HI32 | 957.94 k | 969.14 k principal | 0.16 | ABS-mortgage backed security | Long | USA |
Citigroup Commercial Mortgage Trust 2013-375P | 894.35 k | 980.00 k principal | 0.15 | ABS-mortgage backed security | Long | USA |
NYMT Loan Trust 2022-SP1 | 876.80 k | 908.19 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
Wells Fargo Commercial Mortgage Trust 2017-C42 | 875.40 k | 1.50 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
KREF 2021-FL2 Ltd | 874.53 k | 928.50 k principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BX Commercial Mortgage Trust 2019-IMC | 849.81 k | 869.00 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
Freddie Mac STACR Trust 2019-DNA3 | 835.11 k | 750.00 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
Natixis Commercial Mortgage Securities Trust | 823.01 k | 822.23 k principal | 0.13 | ABS-mortgage backed security | Long | USA |
New Residential Mortgage Loan Trust 2022-NQM4 | 817.41 k | 888.54 k principal | 0.13 | ABS-mortgage backed security | Long | USA |
Service Properties Trust | 790.02 k | 800.00 k principal | 0.13 | Debt | Long | USA |
Freddie Mac STACR REMIC Trust 2021-DNA6 | 773.54 k | 750.00 k principal | 0.13 | ABS-mortgage backed security | Long | USA |
Freddie Mac STACR REMIC Trust 2021-DNA3 | 770.92 k | 725.00 k principal | 0.13 | ABS-mortgage backed security | Long | USA |
Freddie Mac Stacr Trust 2019-FTR4 | 746.91 k | 750.00 k principal | 0.12 | ABS-mortgage backed security | Long | USA |
Benchmark 2019-B12 Mortgage Trust | 724.17 k | 1.00 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
Citigroup Mortgage Loan Trust 2022-A | 683.75 k | 689.16 k principal | 0.11 | ABS-mortgage backed security | Long | USA |
Verus Securitization Trust 2020-2 | 681.20 k | 750.00 k principal | 0.11 | ABS-mortgage backed security | Long | USA |
TWO Two Harbors Investment Corp | 656.75 k | 710.00 k principal | 0.11 | Debt | Long | USA |
BANK 2021-BNK35 | 640.83 k | 3.08 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3 | 626.45 k | 1.00 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
FS Rialto 2022-FL5 Issuer LLC | 620.72 k | 650.00 k principal | 0.10 | ABS-collateralized bond/debt obligation | Long | USA |
Freddie Mac Structured Agency Credit Risk Debt Notes | 572.55 k | 513.04 k principal | 0.09 | ABS-mortgage backed security | Long | USA |
GS Mortgage Securities Corp Trust 2018-3PCK | 560.15 k | 575.00 k principal | 0.09 | ABS-mortgage backed security | Long | USA |
Seasoned Credit Risk Transfer Trust Series 2021-1 | 519.32 k | 747.03 k principal | 0.08 | ABS-mortgage backed security | Long | USA |
UBS Commercial Mortgage Trust 2018-C15 | 519.24 k | 650.00 k principal | 0.08 | ABS-mortgage backed security | Long | USA |
OBX 2022-NQM7 Trust | 513.60 k | 527.79 k principal | 0.08 | ABS-mortgage backed security | Long | USA |
Seasoned Credit Risk Transfer Trust Series 2022-1 | 505.28 k | 1.73 mm principal | 0.08 | ABS-mortgage backed security | Long | USA |
OBX 2022-NQM1 Trust | 504.68 k | 750.00 k principal | 0.08 | ABS-mortgage backed security | Long | USA |
Connecticut Avenue Securities Trust 2021-R01 | 501.59 k | 500.00 k principal | 0.08 | ABS-mortgage backed security | Long | USA |
Connecticut Avenue Securities Trust 2021-R03 | 498.66 k | 500.00 k principal | 0.08 | ABS-mortgage backed security | Long | USA |
JP Morgan Chase Commercial Mortgage Securities Trust 2021-NYMZ | 485.44 k | 500.00 k principal | 0.08 | ABS-mortgage backed security | Long | USA |
Starwood Mortgage Residential Trust 2020-3 | 479.47 k | 590.00 k principal | 0.08 | ABS-mortgage backed security | Long | USA |
BX Trust 2021-ARIA | 478.24 k | 500.00 k principal | 0.08 | ABS-mortgage backed security | Long | USA |
BIG Commercial Mortgage Trust 2022-BIG | 476.21 k | 500.00 k principal | 0.08 | ABS-mortgage backed security | Long | USA |
J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-HTL5 | 473.26 k | 500.00 k principal | 0.08 | ABS-mortgage backed security | Long | USA |
Extended Stay America Trust 2021-ESH | 471.67 k | 475.24 k principal | 0.08 | ABS-mortgage backed security | Long | USA |
BANK 2022-BNK43 | 470.32 k | 1.00 mm principal | 0.08 | ABS-mortgage backed security | Long | USA |
BX Trust 2021-SDMF | 469.94 k | 500.00 k principal | 0.08 | ABS-mortgage backed security | Long | USA |
MTN Commercial Mortgage Trust 2022-LPFL | 462.78 k | 500.00 k principal | 0.08 | ABS-mortgage backed security | Long | USA |
Verus Securitization Trust 2023-3 | 456.64 k | 459.24 k principal | 0.07 | ABS-mortgage backed security | Long | USA |
RIAL 2022-FL8 Issuer Ltd | 456.37 k | 500.00 k principal | 0.07 | ABS-collateralized bond/debt obligation | Long | Bermuda |
Wells Fargo Commercial Mortgage Trust 2022-JS2 | 454.64 k | 750.00 k principal | 0.07 | ABS-mortgage backed security | Long | USA |
SMR 2022-IND Mortgage Trust | 450.39 k | 556.63 k principal | 0.07 | ABS-mortgage backed security | Long | USA |
Ellington Financial Mortgage Trust 2022-1 | 446.75 k | 750.00 k principal | 0.07 | ABS-mortgage backed security | Long | USA |
MF1 2020-FL4 Ltd | 444.86 k | 446.55 k principal | 0.07 | ABS-collateralized bond/debt obligation | Long | USA |
Tharaldson Hotel Portfolio Trust 2018-THPT | 431.47 k | 445.54 k principal | 0.07 | ABS-mortgage backed security | Long | USA |
Tharaldson Hotel Portfolio Trust 2018-THPT | 429.77 k | 445.54 k principal | 0.07 | ABS-mortgage backed security | Long | USA |
GS Mortgage Securities Trust 2015-GC28 | 429.24 k | 500.00 k principal | 0.07 | ABS-mortgage backed security | Long | USA |
Eagle RE 2023-1 Ltd | 425.50 k | 420.00 k principal | 0.07 | ABS-mortgage backed security | Long | USA |
TRTX 2022-FL5 Issuer Ltd | 425.26 k | 500.00 k principal | 0.07 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
PRKCM 2023-AFC1 Trust | 424.69 k | 424.17 k principal | 0.07 | ABS-mortgage backed security | Long | USA |
PRKCM 2023-AFC1 Trust | 414.81 k | 430.00 k principal | 0.07 | ABS-mortgage backed security | Long | USA |
Home Partners of America 2021-2 Trust | 411.44 k | 481.33 k principal | 0.07 | ABS-other | Long | USA |
Verus Securitization Trust 2020-5 | 397.06 k | 500.00 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
Ellington Financial Mortgage Trust 2020-2 | 396.35 k | 500.00 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
Hawaii Hotel Trust 2019-MAUI | 389.10 k | 400.00 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
BX Commercial Mortgage Trust 2022-LP2 | 387.18 k | 405.03 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
Cascade MH Asset Trust 2021-MH1 | 383.40 k | 500.00 k principal | 0.06 | ABS-other | Long | USA |
Fannie Mae Connecticut Avenue Securities | 375.82 k | 350.00 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
Cascade MH Asset Trust 2021-MH1 | 370.95 k | 500.00 k principal | 0.06 | ABS-other | Long | USA |
Freddie Mac Stacr Trust 2019-HQA3 | 370.72 k | 340.00 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
UBS Commercial Mortgage Trust 2018-C15 | 368.36 k | 570.00 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
Wells Fargo Commercial Mortgage Trust 2022-ONL | 367.36 k | 500.00 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
PennyMac Corp | 342.95 k | 380.00 k principal | 0.06 | Debt | Long | USA |
COLT 2022-2 Mortgage Loan Trust | 334.67 k | 500.00 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
BANK 2022-BNK44 | 331.48 k | 590.00 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
Benchmark 2023-V3 Mortgage Trust | 316.78 k | 450.00 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
Cascade MH Asset Trust 2019-MH1 | 283.59 k | 300.00 k principal | 0.05 | ABS-other | Long | USA |
NewRez Warehouse Securitization Trust 2021-1 | 281.92 k | 281.67 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
Fannie Mae Connecticut Avenue Securities | 280.53 k | 247.10 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
PMT Credit Risk Transfer Trust 2019-2R | 244.89 k | 244.94 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
ELP Commercial Mortgage Trust 2021-ELP | 244.63 k | 250.00 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
Fannie Mae Connecticut Avenue Securities | 237.54 k | 225.88 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2003-W7 | 195.96 k | 220.60 k principal | 0.03 | ABS-mortgage backed security | Long | USA |
GS Mortgage Securities Corp Trust 2018-SRP5 | 189.90 k | 511.83 k principal | 0.03 | ABS-mortgage backed security | Long | USA |
CSMC 2014-USA OA LLC | 170.90 k | 420.00 k principal | 0.03 | ABS-mortgage backed security | Long | USA |
PMT Credit Risk Transfer Trust 2019-3R | 150.44 k | 151.05 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
Connecticut Avenue Securities Trust 2020-R01 | 138.87 k | 140.00 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
FARM 21-1 Mortgage Trust | 117.36 k | 170.74 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
Freddie Mac Structured Agency Credit Risk Debt Notes | 104.85 k | 154.95 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
J.P. Morgan Chase Commercial Mortgage Securities Trust 2017-FL11 | 86.83 k | 86.88 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
OBX 2021-NQM2 Trust | 80.25 k | 106.51 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
First Franklin Mortgage Loan Trust 2006-FF15 | 74.99 k | 76.61 k principal | 0.01 | ABS-other | Long | USA |
BWAY 2015-1740 Mortgage Trust | 25.63 k | 500.00 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
JP Morgan Chase Commercial Mortgage Securities Trust 2020-MKST | 17.51 k | 175.00 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
JP Morgan Chase Commercial Mortgage Securities Trust 2020-MKST | 8.32 k | 175.00 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
US 5 YEAR TREASURY NOTE | 6.67 k | -8.00 contracts | 0.00 | Interest rate derivative | N/A | USA |