Fund profile
Fund manager
Total assets
$98.86 mm
Liabilities
$3.08 mm
Net assets
$95.79 mm
Number of holdings
155.00
155 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
First American Government Obligations Fund | 3.12 mm | 3.12 mm shares | 3.26 | Short-term investment vehicle | Long | USA |
CSMC 2022-RPL3 Trust | 2.97 mm | 2.98 mm principal | 3.11 | ABS-mortgage backed security | Long | USA |
GS Mortgage-Backed Securities Trust 2020-NQM1 | 2.81 mm | 2.98 mm principal | 2.93 | ABS-mortgage backed security | Long | USA |
Eagle RE 2021-2 Ltd | 2.34 mm | 2.25 mm principal | 2.44 | ABS-mortgage backed security | Long | Bermuda |
CIM Trust 2021-NR3 | 2.27 mm | 2.31 mm principal | 2.36 | ABS-mortgage backed security | Long | USA |
Home RE 2023-1 Ltd | 2.11 mm | 2.00 mm principal | 2.21 | ABS-mortgage backed security | Long | USA |
Home RE 2022-1 Ltd | 2.09 mm | 2.00 mm principal | 2.19 | ABS-mortgage backed security | Long | USA |
GS Mortgage-Backed Securities Trust 2020-NQM1 | 2.04 mm | 2.41 mm principal | 2.13 | ABS-mortgage backed security | Long | USA |
Saluda Grade Alternative Mortgage Trust 2023-FIG4 | 2.02 mm | 1.96 mm principal | 2.11 | ABS-mortgage backed security | Long | USA |
Radnor RE 2021-1 Ltd | 2.02 mm | 2.00 mm principal | 2.10 | ABS-mortgage backed security | Long | Bermuda |
PRPM 2022-5 LLC | 1.82 mm | 1.81 mm principal | 1.90 | ABS-mortgage backed security | Long | USA |
Seasoned Credit Risk Transfer Trust Series 2019-3 | 1.70 mm | 1.80 mm principal | 1.78 | ABS-mortgage backed security | Long | USA |
CSMC 2022-ATH1 | 1.66 mm | 2.00 mm principal | 1.73 | ABS-mortgage backed security | Long | USA |
Triangle Re 2021-3 Ltd | 1.60 mm | 1.60 mm principal | 1.67 | ABS-mortgage backed security | Long | Bermuda |
CSMC 2022-ATH1 | 1.60 mm | 2.00 mm principal | 1.67 | ABS-mortgage backed security | Long | USA |
Ellington Financial Mortgage Trust 2021-2 | 1.60 mm | 2.41 mm principal | 1.67 | ABS-mortgage backed security | Long | USA |
Western Mortgage Reference Notes Series 2021-CL2 | 1.45 mm | 1.44 mm principal | 1.51 | ABS-mortgage backed security | Long | USA |
Oaktown Re VII Ltd | 1.44 mm | 1.50 mm principal | 1.51 | ABS-mortgage backed security | Long | Bermuda |
Oaktown Re VII Ltd | 1.40 mm | 1.50 mm principal | 1.46 | ABS-mortgage backed security | Long | Bermuda |
GS Mortgage-Backed Securities Corp Trust 2021-NQM1 | 1.32 mm | 2.00 mm principal | 1.37 | ABS-mortgage backed security | Long | USA |
J.P. Morgan Mortgage Trust 2022-6 | 1.28 mm | 3.03 mm principal | 1.33 | ABS-mortgage backed security | Long | USA |
Progress Residential 2021-SFR1 | 1.27 mm | 1.40 mm principal | 1.33 | ABS-other | Long | USA |
GCAT 2020-NQM2 Trust | 1.27 mm | 1.50 mm principal | 1.32 | ABS-mortgage backed security | Long | USA |
Ellington Financial Mortgage Trust 2021-2 | 1.19 mm | 2.00 mm principal | 1.24 | ABS-mortgage backed security | Long | USA |
Freddie Mac STACR REMIC Trust 2022-HQA1 | 1.15 mm | 1.00 mm principal | 1.20 | ABS-mortgage backed security | Long | USA |
Radnor RE 2023-1 Ltd | 1.13 mm | 1.13 mm principal | 1.18 | ABS-mortgage backed security | Long | Bermuda |
FIGRE Trust 2023-HE3 | 1.11 mm | 1.09 mm principal | 1.15 | ABS-mortgage backed security | Long | USA |
Freddie Mac STACR REMIC Trust 2022-HQA1 | 1.08 mm | 1.00 mm principal | 1.13 | ABS-mortgage backed security | Long | USA |
Radnor RE 2022-1 Ltd | 1.07 mm | 1.00 mm principal | 1.12 | ABS-mortgage backed security | Long | USA |
Radnor RE 2023-1 Ltd | 1.05 mm | 1.00 mm principal | 1.10 | ABS-mortgage backed security | Long | Bermuda |
Radnor RE 2021-2 Ltd | 1.04 mm | 1.00 mm principal | 1.09 | ABS-mortgage backed security | Long | Bermuda |
Palmer Square Loan Funding 2022-3 Ltd | 1.01 mm | 1.00 mm principal | 1.05 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
LCM 40 Ltd | 1.00 mm | 1.00 mm principal | 1.05 | ABS-collateralized bond/debt obligation | Long | Jersey |
KKR Static CLO 2 LTD | 1.00 mm | 1.00 mm principal | 1.05 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
A&D Mortgage Trust 2024-NQM1 | 1.00 mm | 1.00 mm principal | 1.05 | ABS-mortgage backed security | Long | USA |
COLT 2021-1 Mortgage Loan Trust | 999.65 k | 1.50 mm principal | 1.04 | ABS-mortgage backed security | Long | USA |
United Auto Credit Securitization Trust 2022-2 | 995.34 k | 1.00 mm principal | 1.04 | ABS-other | Long | USA |
Avid Automobile Receivables Trust 2021-1 | 967.38 k | 1.00 mm principal | 1.01 | ABS-other | Long | USA |
Saluda Grade Alternative Mortgage Trust 2023-FIG3 | 959.64 k | 934.19 k principal | 1.00 | ABS-mortgage backed security | Long | USA |
Med Trust 2021-MDLN | 947.26 k | 995.22 k principal | 0.99 | ABS-mortgage backed security | Long | USA |
JP Morgan Mortgage Trust 2021-11 | 927.69 k | 81.15 mm principal | 0.97 | ABS-mortgage backed security | Long | USA |
Saluda Grade Alternative Mortgage Trust 2022-INV1 | 866.64 k | 943.00 k principal | 0.90 | ABS-mortgage backed security | Long | USA |
CSMC 2022-NQM4 Trust | 844.86 k | 883.16 k principal | 0.88 | ABS-mortgage backed security | Long | USA |
CSMC 2022-NQM5 Trust | 830.83 k | 1.00 mm principal | 0.87 | ABS-mortgage backed security | Long | USA |
New Residential Mortgage Loan Trust 2022-SFR2 | 771.79 k | 850.00 k principal | 0.81 | ABS-other | Long | USA |
CSMC 2021-NQM2 | 754.23 k | 1.22 mm principal | 0.79 | ABS-mortgage backed security | Long | USA |
Home RE 2021-2 Ltd | 728.80 k | 760.00 k principal | 0.76 | ABS-mortgage backed security | Long | Bermuda |
Lendingpoint 2022-B Asset Securitization Trust | 672.82 k | 900.00 k principal | 0.70 | ABS-other | Long | USA |
United Wholesale Mortgage LLC | 661.81 k | 700.00 k principal | 0.69 | Debt | Long | USA |
Avis Budget Rental Car Funding AESOP LLC | 660.90 k | 700.00 k principal | 0.69 | ABS-other | Long | USA |
Verus Securitization Trust 2022-7 | 656.62 k | 750.00 k principal | 0.69 | ABS-mortgage backed security | Long | USA |
GS Mortgage-Backed Securities Corp Trust 2020-PJ3 | 635.43 k | 1.66 mm principal | 0.66 | ABS-mortgage backed security | Long | USA |
Corevest American Finance 2020-4 Trust | 620.53 k | 770.00 k principal | 0.65 | ABS-other | Long | USA |
Atlas Senior Loan Fund XXI Ltd | 609.12 k | 600.00 k principal | 0.64 | ABS-collateralized bond/debt obligation | Long | Jersey |
CAL Receivables 2022-1 LLC | 601.12 k | 600.00 k principal | 0.63 | ABS-other | Long | USA |
Marlette Funding Trust 2023-4 | 582.74 k | 560.00 k principal | 0.61 | ABS-other | Long | USA |
Blackrock MT Hood CLO X LLC | 530.00 k | 1.00 mm principal | 0.55 | ABS-collateralized bond/debt obligation | Long | USA |
OneMain Finance Corp | 526.66 k | 500.00 k principal | 0.55 | Debt | Long | USA |
Eagle RE 2023-1 Ltd | 519.40 k | 500.00 k principal | 0.54 | ABS-mortgage backed security | Long | Bermuda |
Pagaya AI Debt Trust 2022-5 | 516.69 k | 499.98 k principal | 0.54 | ABS-other | Long | USA |
Upstart Securitization Trust 2023-3 | 506.48 k | 500.00 k principal | 0.53 | ABS-other | Long | USA |
Upstart Securitization Trust 2023-1 | 505.74 k | 500.00 k principal | 0.53 | ABS-other | Long | USA |
PAGAYA AI Debt Trust 2022-3 | 505.64 k | 499.95 k principal | 0.53 | ABS-other | Long | USA |
Momnt Technologies Trust 2023-1 | 504.96 k | 500.00 k principal | 0.53 | ABS-other | Long | USA |
Goodleap Sustainable Home Solutions Trust 2023-2 | 501.69 k | 500.00 k principal | 0.52 | ABS-other | Long | USA |
CARLYLE US CLO 2017-4 Ltd | 495.10 k | 500.00 k principal | 0.52 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CCL Carnival Corp. - Ordinary Shares (Paired Stock) | 484.81 k | 500.00 k principal | 0.51 | Debt | Long | Panama |
NFE New Fortress Energy Inc - Ordinary Shares | 484.60 k | 500.00 k principal | 0.51 | Debt | Long | USA |
Freedom Mortgage Corp | 480.69 k | 500.00 k principal | 0.50 | Debt | Long | USA |
Republic Finance Issuance Trust 2020-A | 478.79 k | 500.00 k principal | 0.50 | ABS-other | Long | USA |
UPBD Upbound Group, Inc. | 477.11 k | 500.00 k principal | 0.50 | Debt | Long | USA |
Gray Television Inc | 472.35 k | 600.00 k principal | 0.49 | Debt | Long | USA |
THL Credit Wind River 2018-1 Clo Ltd | 472.32 k | 500.00 k principal | 0.49 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Ivy Hill Middle Market Credit Fund IX Ltd | 468.44 k | 500.00 k principal | 0.49 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Carvana Auto Receivables Trust 2022-P3 | 466.49 k | 453.00 k principal | 0.49 | ABS-other | Long | USA |
PNMAC Holdings, Inc. | 461.93 k | 500.00 k principal | 0.48 | Debt | Long | USA |
BRAVO Residential Funding Trust 2021-A | 452.03 k | 465.02 k principal | 0.47 | ABS-mortgage backed security | Long | USA |
J.P. Morgan Mortgage Trust 2022-6 | 441.85 k | 1.27 mm principal | 0.46 | ABS-mortgage backed security | Long | USA |
Upstart Securitization Trust 2022-2 | 440.35 k | 500.00 k principal | 0.46 | ABS-other | Long | USA |
PRPM 2024-RCF1 LLC | 434.31 k | 550.00 k principal | 0.45 | ABS-mortgage backed security | Long | USA |
Progress Residential 2021-SFR9 Trust | 430.09 k | 500.00 k principal | 0.45 | ABS-other | Long | USA |
J.P. Morgan Mortgage Trust 2023-6 | 422.76 k | 530.93 k principal | 0.44 | ABS-mortgage backed security | Long | USA |
GFR Greenfire Resources Ltd. | 414.83 k | 400.00 k principal | 0.43 | Debt | Long | Canada |
Pagaya AI Debt Trust 2023-3 | 411.19 k | 399.92 k principal | 0.43 | ABS-other | Long | USA |
Western Mortgage Reference Notes Series 2021-CL2 | 410.33 k | 420.80 k principal | 0.43 | ABS-mortgage backed security | Long | USA |
Pagaya AI Debt Trust 2023-1 | 409.65 k | 399.94 k principal | 0.43 | ABS-other | Long | USA |
Foundation Finance Trust 2023-1 | 402.91 k | 400.00 k principal | 0.42 | ABS-other | Long | USA |
Bellemeade Re 2023-1 Ltd | 400.49 k | 400.00 k principal | 0.42 | ABS-mortgage backed security | Long | Bermuda |
Western Mortgage Reference Notes Series 2021-CL2 | 397.38 k | 400.00 k principal | 0.41 | ABS-mortgage backed security | Long | USA |
GLDD Great Lakes Dredge & Dock Corporation | 387.96 k | 450.00 k principal | 0.41 | Debt | Long | USA |
Upstart Securitization Trust 2021-1 | 375.30 k | 382.67 k principal | 0.39 | ABS-other | Long | USA |
J.P. Morgan Mortgage Trust 2022-6 | 347.58 k | 1.27 mm principal | 0.36 | ABS-mortgage backed security | Long | USA |
Home Partners of America 2021-2 Trust | 341.36 k | 384.84 k principal | 0.36 | ABS-other | Long | USA |
Upgrade Master Pass-Thru Trust Series 2021-PT2 | 337.14 k | 409.06 k principal | 0.35 | ABS-other | Long | USA |
GS Mortgage-Backed Securities Corp Trust 2020-PJ6 | 331.76 k | 995.83 k principal | 0.35 | ABS-mortgage backed security | Long | USA |
BRAVO Residential Funding Trust 2021-NQM2 | 318.63 k | 340.06 k principal | 0.33 | ABS-mortgage backed security | Long | USA |
Prosper Marketplace Issuance Trust Series 2023-1 | 306.27 k | 300.00 k principal | 0.32 | ABS-other | Long | USA |
Purchasing Power Funding 2021-A LLC | 292.18 k | 293.46 k principal | 0.31 | ABS-other | Long | USA |
Shelf Drilling Holdings Ltd | 291.50 k | 300.00 k principal | 0.30 | Debt | Long | Cayman Islands |
CSMC 2017-RPL1 Trust | 278.23 k | 1.47 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
Pagaya AI Debt Selection Trust 2021-5 | 271.67 k | 299.96 k principal | 0.28 | ABS-other | Long | USA |
Verus Securitization Trust 2021-5 | 266.64 k | 450.00 k principal | 0.28 | ABS-mortgage backed security | Long | USA |
Lendbuzz Securitization Trust 2023-3 | 265.03 k | 251.00 k principal | 0.28 | ABS-other | Long | USA |
Hertz Vehicle Financing LLC | 259.66 k | 265.00 k principal | 0.27 | ABS-other | Long | USA |
ACHV ABS TRUST 2023-3PL | 259.27 k | 250.00 k principal | 0.27 | ABS-other | Long | USA |
Marlette Funding Trust 2023-2 | 256.67 k | 250.00 k principal | 0.27 | ABS-other | Long | USA |
AMMC CLO 30 Ltd | 250.00 k | 250.00 k principal | 0.26 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
J.P. Morgan Mortgage Trust 2023-6 | 249.80 k | 411.00 k principal | 0.26 | ABS-mortgage backed security | Long | USA |
ESNT Essent Group Ltd | 242.70 k | 4.40 k shares | 0.25 | Common equity | Long | USA |
Santander Consumer Auto Receivables Trust 2021-A | 242.10 k | 250.00 k principal | 0.25 | ABS-other | Long | USA |
Pagaya AI Debt Selection Trust 2021-1 | 228.90 k | 249.90 k principal | 0.24 | ABS-other | Long | USA |
Aqua Finance Trust 2021-A | 217.30 k | 300.00 k principal | 0.23 | ABS-other | Long | USA |
Research-Driven Pagaya Motor Asset Trust IV | 214.87 k | 229.08 k principal | 0.22 | ABS-other | Long | USA |
Veros Auto Receivables Trust 2023-1 | 206.95 k | 200.00 k principal | 0.22 | ABS-other | Long | USA |
Conn's Receivables Funding 2022-A LLC | 195.16 k | 193.95 k principal | 0.20 | ABS-other | Long | USA |
Republic Finance Issuance Trust 2021-A | 182.93 k | 200.00 k principal | 0.19 | ABS-other | Long | USA |
Continental Finance Credit Card ABS Master Trust | 178.87 k | 200.00 k principal | 0.19 | ABS-other | Long | USA |
Pagaya AI Debt Selection Trust 2021-3 | 175.30 k | 199.99 k principal | 0.18 | ABS-other | Long | USA |
J.P. Morgan Mortgage Trust 2023-6 | 165.36 k | 330.00 k principal | 0.17 | ABS-mortgage backed security | Long | USA |
NMIH NMI Holdings Inc | 159.60 k | 5.00 k shares | 0.17 | Common equity | Long | USA |
JPMorgan Chase Bank NA - CHASE | 144.65 k | 140.56 k principal | 0.15 | ABS-mortgage backed security | Long | USA |
FREMF 2017-KF41 Mortgage Trust | 125.83 k | 129.22 k principal | 0.13 | ABS-mortgage backed security | Long | USA |
Upstart Securitization Trust 2022-1 | 115.07 k | 200.00 k principal | 0.12 | ABS-other | Long | USA |
New Residential Mortgage Loan Trust 2019-6 | 105.19 k | 167.06 k principal | 0.11 | ABS-mortgage backed security | Long | USA |
Tricolor Auto Securitization Trust 2022-1 | 99.23 k | 100.00 k principal | 0.10 | ABS-other | Long | USA |
American Credit Acceptance Receivables Trust 2022-1 | 96.33 k | 100.00 k principal | 0.10 | ABS-other | Long | USA |
Foundation Finance Trust 2021-2 | 94.21 k | 100.00 k principal | 0.10 | ABS-other | Long | USA |
American Home Mortgage Investment Trust 2006-3 | 88.17 k | 310.98 k principal | 0.09 | ABS-mortgage backed security | Long | USA |
Pagaya AI Debt Trust 2022-1 | 86.20 k | 99.99 k principal | 0.09 | ABS-other | Long | USA |
JPMorgan Chase Bank NA - JPMWM | 73.22 k | 75.00 k principal | 0.08 | ABS-mortgage backed security | Long | USA |
Upstart Pass-Through Trust Series 2021-ST9 | 57.41 k | 200.00 k principal | 0.06 | ABS-other | Long | USA |
US Auto Funding Trust 2022-1 | 50.54 k | 51.70 k principal | 0.05 | ABS-other | Long | USA |
XCALI 2020-1 Mortgage Trust | 47.57 k | 47.77 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
JPMorgan Chase Bank NA - JPMWM | 41.92 k | 45.74 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
Mosaic Solar Loan Trust 2018-1 | 41.25 k | 45.30 k principal | 0.04 | ABS-other | Long | USA |
GSAA Home Equity Trust 2006-18 | 37.26 k | 122.91 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
CHL Mortgage Pass-Through Trust 2007-18 | 34.28 k | 78.56 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
Upstart Pass-Through Trust Series 2022-ST1 | 27.18 k | 100.00 k principal | 0.03 | ABS-other | Long | USA |
LendingClub Receivables Trust Series 2019-1 | 24.67 k | 17.66 k principal | 0.03 | ABS-other | Long | USA |
GS Mortgage Securities Corp Trust 2018-TWR | 24.23 k | 311.00 k principal | 0.03 | ABS-mortgage backed security | Long | USA |
Freddie Mac STACR Securitized Participation Interests Trust 2018-SPI3 | 22.77 k | 30.99 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
Lendingpoint 2022-A Asset Securitization Trust | 21.01 k | 100.00 k principal | 0.02 | ABS-other | Long | USA |
Mosaic Solar Loan Trust 2019-1 | 16.82 k | 21.05 k principal | 0.02 | ABS-other | Long | USA |
GSAA Home Equity Trust 2006-15 | 10.65 k | 39.76 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
XCALI 2020-1 Mortgage Trust | 7.79 k | 50.00 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
Wells Fargo Credit Risk Transfer Securities Trust 2015 | 7.69 k | 10.66 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
American Home Mortgage Assets Trust 2006-6 | 6.15 k | 802.64 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
CHL Mortgage Pass-Through Trust 2004-29 | 1.73 k | 1.16 mm principal | 0.00 | ABS-mortgage backed security | Long | USA |
DSLA Mortgage Loan Trust 2004-AR2 | 237.31 | 310.62 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
US Auto Funding Trust 2022-1 | 145.00 | 1.45 mm principal | 0.00 | ABS-other | Long | USA |
ERIS SOFR 5yr Jun19 | 93.80 | -1.00 contracts | 0.00 | Interest rate derivative | N/A | USA |
REVREPO105693AA3 | -300.01 k | -300.01 k principal | -0.31 | Repurchase agreement | Short | USA |
REVREPO12665EAE0 | -504.00 k | -504.00 k principal | -0.53 | Repurchase agreement | Short | USA |
CDX.NA.HY.41 12/20/2028 (BUY PROTECTION) | -617.73 k | 1.00 contracts | -0.64 | Credit derivative | N/A | USA |
REVREPO36166RAE4 | -745.38 k | -745.38 k principal | -0.78 | Repurchase agreement | Short | USA |