Fund profile
Fund manager
Total assets
$188.85 mm
Liabilities
$3.66 mm
Net assets
$185.19 mm
Number of holdings
190.00
190 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
SHORT TERMS | 5.97 mm | 6.00 mm principal | 3.22 | Short-term investment vehicle | Long | USA |
STACR 2021 HQA3 M1 144A | 5.42 mm | 5.47 mm principal | 2.93 | ABS-other | Long | USA |
COLT 2022 1 A1 144A | 5.41 mm | 6.08 mm principal | 2.92 | ABS-other | Long | USA |
NEWZ 2021 1 A 144A | 4.05 mm | 4.04 mm principal | 2.19 | ABS-other | Long | USA |
SHORT TERMS | 3.98 mm | 4.00 mm principal | 2.15 | Short-term investment vehicle | Long | Canada |
CSMC 2019 ICE4 D 144A | 3.98 mm | 3.99 mm principal | 2.15 | ABS-other | Long | USA |
SHORT TERMS | 3.97 mm | 4.00 mm principal | 2.14 | Short-term investment vehicle | Long | USA |
STACR 2021 DNA6 M1 144A | 3.41 mm | 3.42 mm principal | 1.84 | ABS-other | Long | USA |
HERTZ 2021 1A D 144A | 3.26 mm | 3.40 mm principal | 1.76 | ABS-other | Long | USA |
01/24 ZCP | 2.99 mm | 3.00 mm principal | 1.62 | Short-term investment vehicle | Long | USA |
SHORT TERMS | 2.99 mm | 3.00 mm principal | 1.62 | Short-term investment vehicle | Long | USA |
SHORT TERMS | 2.99 mm | 3.00 mm principal | 1.61 | Short-term investment vehicle | Long | USA |
SHORT TERMS | 2.99 mm | 3.00 mm principal | 1.61 | Short-term investment vehicle | Long | USA |
SHORT TERMS | 2.99 mm | 3.00 mm principal | 1.61 | Short-term investment vehicle | Long | USA |
SHORT TERMS | 2.98 mm | 3.00 mm principal | 1.61 | Short-term investment vehicle | Long | USA |
REACH 2023 1A A 144A | 2.87 mm | 2.87 mm principal | 1.55 | ABS-other | Long | USA |
CSMC 2019 ICE4 E 144A | 2.48 mm | 2.49 mm principal | 1.34 | ABS-other | Long | USA |
PAID 2022 1 A 144A | 2.46 mm | 2.50 mm principal | 1.33 | ABS-other | Long | USA |
FIXED INC CLEARING CORP.REPO | 2.40 mm | 2.40 mm principal | 1.30 | Repurchase agreement | Long | USA |
WLAKE 2020 3A D 144A | 2.26 mm | 2.31 mm principal | 1.22 | ABS-other | Long | USA |
STAR 2021 1 A3 144A | 2.25 mm | 2.57 mm principal | 1.21 | ABS-other | Long | USA |
CAS 2022 R07 1M1 144A | 2.21 mm | 2.15 mm principal | 1.19 | ABS-other | Long | USA |
DRIVE 2021 3 C | 2.11 mm | 2.15 mm principal | 1.14 | ABS-other | Long | USA |
1% 30 Apr 2024 | 2.01 mm | 36.68 mm principal | 1.08 | Interest rate derivative | N/A | USA |
01/24 ZCP | 2.00 mm | 2.00 mm principal | 1.08 | Short-term investment vehicle | Long | USA |
SHORT TERMS | 2.00 mm | 2.00 mm principal | 1.08 | Short-term investment vehicle | Long | USA |
SHORT TERMS | 2.00 mm | 2.00 mm principal | 1.08 | Short-term investment vehicle | Long | USA |
RCMT 2023 FL12 A 144A | 1.99 mm | 1.99 mm principal | 1.08 | ABS-collateralized bond/debt obligation | Long | USA |
SHORT TERMS | 1.99 mm | 2.00 mm principal | 1.07 | Short-term investment vehicle | Long | USA |
SHORT TERMS | 1.98 mm | 2.00 mm principal | 1.07 | Short-term investment vehicle | Long | USA |
FNH 2021 1A A 144A | 1.90 mm | 2.08 mm principal | 1.03 | ABS-other | Long | USA |
STACR 2022 DNA2 M1A 144A | 1.87 mm | 1.87 mm principal | 1.01 | ABS-other | Long | USA |
04/27 0.125 | 1.84 mm | 1.96 mm principal | 1.00 | Debt | Long | USA |
07/32 0.625 | 1.84 mm | 2.01 mm principal | 0.99 | Debt | Long | USA |
STACR 2021 DNA7 M1 144A | 1.76 mm | 1.78 mm principal | 0.95 | ABS-other | Long | USA |
01/33 1.125 | 1.76 mm | 1.86 mm principal | 0.95 | Debt | Long | USA |
AOMT 2022 2 A1 144A | 1.70 mm | 1.87 mm principal | 0.92 | ABS-other | Long | USA |
GPIF 2022 1A C 144A | 1.70 mm | 1.70 mm principal | 0.92 | ABS-other | Long | Cayman Islands |
07/29 0.25 | 1.69 mm | 1.83 mm principal | 0.91 | Debt | Long | USA |
04/28 1.25 | 1.68 mm | 1.72 mm principal | 0.91 | Debt | Long | USA |
01/28 0.5 | 1.68 mm | 1.77 mm principal | 0.90 | Debt | Long | USA |
04/29 3.875 | 1.67 mm | 1.52 mm principal | 0.90 | Debt | Long | USA |
10/27 1.625 | 1.67 mm | 1.68 mm principal | 0.90 | Debt | Long | USA |
10/28 2.375 | 1.66 mm | 1.61 mm principal | 0.89 | Debt | Long | USA |
STACR 2022 DNA3 M1A 144A | 1.59 mm | 1.57 mm principal | 0.86 | ABS-other | Long | USA |
01/27 0.375 | 1.51 mm | 1.59 mm principal | 0.82 | Debt | Long | USA |
BX 2019 XL F 144A | 1.48 mm | 1.49 mm principal | 0.80 | ABS-other | Long | USA |
01/30 0.125 | 1.46 mm | 1.61 mm principal | 0.79 | Debt | Long | USA |
NAVSL 2021 A A 144A | 1.45 mm | 1.65 mm principal | 0.78 | ABS-other | Long | USA |
BHG 2022 C A 144A | 1.44 mm | 1.46 mm principal | 0.78 | ABS-other | Long | USA |
07/28 0.75 | 1.44 mm | 1.50 mm principal | 0.78 | Debt | Long | USA |
07/31 0.125 | 1.38 mm | 1.55 mm principal | 0.74 | Debt | Long | USA |
COMM 2015 LC19 D 144A | 1.35 mm | 1.70 mm principal | 0.73 | ABS-other | Long | USA |
01/32 0.125 | 1.27 mm | 1.44 mm principal | 0.68 | Debt | Long | USA |
PFSFC 2021 B B 144A | 1.26 mm | 1.30 mm principal | 0.68 | ABS-other | Long | USA |
07/30 0.125 | 1.25 mm | 1.38 mm principal | 0.67 | Debt | Long | USA |
BHG 2023 A A 144A | 1.24 mm | 1.24 mm principal | 0.67 | ABS-other | Long | USA |
01/31 0.125 | 1.22 mm | 1.37 mm principal | 0.66 | Debt | Long | USA |
WLAKE 2023 4A A2 144A | 1.21 mm | 1.20 mm principal | 0.65 | ABS-other | Long | USA |
PVONE 2023 2A A 144A | 1.19 mm | 1.18 mm principal | 0.64 | ABS-other | Long | USA |
TRFIG 2021 1A B 144A | 1.12 mm | 1.20 mm principal | 0.61 | ABS-other | Long | Ireland |
1% 28 Feb 2024 | 1.10 mm | 39.64 mm principal | 0.59 | Interest rate derivative | N/A | USA |
CAS 2022 R05 2M1 144A | 1.03 mm | 1.02 mm principal | 0.56 | ABS-other | Long | USA |
HEAT 2005 9 M1 | 1.03 mm | 1.06 mm principal | 0.56 | ABS-other | Long | USA |
BVABS 2023 CAR1 A2 144A | 1.03 mm | 1.03 mm principal | 0.55 | ABS-other | Long | USA |
GPIF 2022 3A B 144A | 1.00 mm | 1.00 mm principal | 0.54 | ABS-other | Long | USA |
SHORT TERMS | 996.30 k | 1.00 mm principal | 0.54 | Short-term investment vehicle | Long | USA |
KNDL 2019 KNSQ D 144A | 988.12 k | 1.00 mm principal | 0.53 | ABS-other | Long | USA |
CAS 2023 R05 1M1 144A | 983.47 k | 976.62 k principal | 0.53 | ABS-other | Long | USA |
07/33 1.375 | 982.08 k | 1.01 mm principal | 0.53 | Debt | Long | USA |
BHMS 2018 ATLS B 144A | 981.69 k | 1.00 mm principal | 0.53 | ABS-other | Long | USA |
OBX 2021 NQM2 A2 144A | 975.64 k | 1.24 mm principal | 0.53 | ABS-other | Long | USA |
CAS 2023 R03 2M1 144A | 953.02 k | 938.97 k principal | 0.51 | ABS-other | Long | USA |
SLCLT 2005 2 B | 910.84 k | 997.71 k principal | 0.49 | ABS-other | Long | USA |
STAR 2019 INV1 A3 144A | 862.59 k | 903.45 k principal | 0.47 | ABS-other | Long | USA |
CRVNA 2021 N3 B | 847.63 k | 910.71 k principal | 0.46 | ABS-other | Long | USA |
ACHV 2023 4CP A 144A | 845.93 k | 844.93 k principal | 0.46 | ABS-other | Long | USA |
1% 28 Feb 2024 | 834.25 k | 30.03 mm principal | 0.45 | Interest rate derivative | N/A | USA |
1% 31 May 2024 | 803.93 k | 29.86 mm principal | 0.43 | Interest rate derivative | N/A | USA |
GPIF 2022 1A E 144A | 800.00 k | 800.00 k principal | 0.43 | ABS-other | Long | Cayman Islands |
CFMT 2021 EBO1 A 144A | 793.70 k | 854.02 k principal | 0.43 | ABS-other | Long | USA |
SRFC 2019 2A C 144A | 792.42 k | 813.28 k principal | 0.43 | ABS-other | Long | USA |
NSLT 2004 3 B | 771.35 k | 870.50 k principal | 0.42 | ABS-other | Long | USA |
02/45 0.75 | 770.68 k | 986.47 k principal | 0.42 | Debt | Long | USA |
ODART 2022 1A C 144A | 766.69 k | 800.00 k principal | 0.41 | ABS-other | Long | USA |
02/44 1.375 | 766.48 k | 858.10 k principal | 0.41 | Debt | Long | USA |
NSLT 2005 2 B | 761.52 k | 854.83 k principal | 0.41 | ABS-other | Long | USA |
AOMT 2020 6 A1 144A | 749.53 k | 865.45 k principal | 0.40 | ABS-other | Long | USA |
CIM 2019 INV3 A11 144A | 720.20 k | 763.04 k principal | 0.39 | ABS-other | Long | USA |
MFT 2023 2A A 144A | 686.00 k | 687.61 k principal | 0.37 | ABS-other | Long | USA |
02/42 0.75 | 650.75 k | 803.36 k principal | 0.35 | Debt | Long | USA |
SMB 2019 A A2B 144A | 644.73 k | 650.45 k principal | 0.35 | ABS-other | Long | USA |
STACR 2020 DNA1 M2 144A | 643.84 k | 639.15 k principal | 0.35 | ABS-other | Long | USA |
AFFRM 2023 X1 A 144A | 631.79 k | 630.00 k principal | 0.34 | ABS-other | Long | USA |
KREF 2021 FL2 D 144A | 624.40 k | 700.00 k principal | 0.34 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
EART 2023 5A A2 | 600.56 k | 600.00 k principal | 0.32 | ABS-other | Long | USA |
SLCLT 2006 2 B | 580.40 k | 658.29 k principal | 0.31 | ABS-other | Long | USA |
VERUS 2021 3 A3 144A | 577.51 k | 691.82 k principal | 0.31 | ABS-other | Long | USA |
PSMC 2020 2 A2 144A | 568.11 k | 642.73 k principal | 0.31 | ABS-other | Long | USA |
EART 2020 2A D 144A | 567.25 k | 569.90 k principal | 0.31 | ABS-other | Long | USA |
02/53 1.5 | 515.49 k | 569.28 k principal | 0.28 | Debt | Long | USA |
ACHV 2023 4CP B 144A | 504.60 k | 500.00 k principal | 0.27 | ABS-other | Long | USA |
STACR 2022 DNA5 M1A 144A | 501.69 k | 490.00 k principal | 0.27 | ABS-other | Long | USA |
04/32 3.375 | 484.74 k | 433.35 k principal | 0.26 | Debt | Long | USA |
HGVT 2022 2A C 144A | 475.31 k | 487.88 k principal | 0.26 | ABS-other | Long | USA |
SAT 2019 C PT 144A | 474.75 k | 490.69 k principal | 0.26 | ABS-other | Long | USA |
SMB 2018 B A2B 144A | 470.27 k | 475.63 k principal | 0.25 | ABS-other | Long | USA |
02/50 0.25 | 467.59 k | 718.04 k principal | 0.25 | Debt | Long | USA |
BHG 2021 B A 144A | 461.92 k | 475.95 k principal | 0.25 | ABS-other | Long | USA |
SRFC 2019 3A C 144A | 454.51 k | 470.90 k principal | 0.25 | ABS-other | Long | USA |
02/47 0.875 | 451.63 k | 573.56 k principal | 0.24 | Debt | Long | USA |
FCITL 2021 1A A 144A | 446.47 k | 452.80 k principal | 0.24 | ABS-other | Long | USA |
02/40 2.125 | 438.40 k | 427.05 k principal | 0.24 | Debt | Long | USA |
02/52 0.125 | 372.21 k | 607.89 k principal | 0.20 | Debt | Long | USA |
02/46 1 | 371.49 k | 454.48 k principal | 0.20 | Debt | Long | USA |
01/29 2.5 | 370.32 k | 358.26 k principal | 0.20 | Debt | Long | USA |
NSLT 2006 2 B | 367.16 k | 436.23 k principal | 0.20 | ABS-other | Long | USA |
STACR 2018 DNA3 M2A 144A | 364.07 k | 361.60 k principal | 0.20 | ABS-other | Long | USA |
AFFRM 2022 X1 A 144A | 362.21 k | 368.09 k principal | 0.20 | ABS-other | Long | USA |
NSLT 2014 2A B 144A | 353.51 k | 375.00 k principal | 0.19 | ABS-other | Long | USA |
02/48 1 | 352.05 k | 436.69 k principal | 0.19 | Debt | Long | USA |
AFFRM 2021 Z1 A 144A | 350.58 k | 354.91 k principal | 0.19 | ABS-other | Long | USA |
AFFRM 2021 Z2 A 144A | 325.53 k | 331.70 k principal | 0.18 | ABS-other | Long | USA |
SASC 2006 GEL1 M2 144A | 320.90 k | 325.79 k principal | 0.17 | ABS-other | Long | USA |
OBX 2020 EXP1 2A2 144A | 312.30 k | 332.41 k principal | 0.17 | ABS-other | Long | USA |
01/27 2.375 | 307.83 k | 305.14 k principal | 0.17 | Debt | Long | USA |
CAMB 2019 LIFE D 144A | 305.39 k | 308.87 k principal | 0.16 | ABS-other | Long | USA |
07/27 0.375 | 298.77 k | 314.44 k principal | 0.16 | Debt | Long | USA |
FCITL 2021 1A B 144A | 297.33 k | 301.91 k principal | 0.16 | ABS-other | Long | USA |
NAVSL 2017 1A A3 144A | 296.85 k | 297.03 k principal | 0.16 | ABS-other | Long | USA |
02/51 0.125 | 292.28 k | 472.71 k principal | 0.16 | Debt | Long | USA |
02/41 2.125 | 288.43 k | 280.99 k principal | 0.16 | Debt | Long | USA |
SLMA 2006 2 B | 272.94 k | 295.60 k principal | 0.15 | ABS-other | Long | USA |
SRFC 2019 3A D 144A | 269.13 k | 279.76 k principal | 0.15 | ABS-other | Long | USA |
AFFRM 2022 Z1 A 144A | 265.19 k | 268.19 k principal | 0.14 | ABS-other | Long | USA |
SLMA 2006 5 B | 261.53 k | 281.81 k principal | 0.14 | ABS-other | Long | USA |
NAVSL 2020 HA A 144A | 252.82 k | 276.36 k principal | 0.14 | ABS-other | Long | USA |
JPMST 2007 A B 144A | 246.77 k | 276.38 k principal | 0.13 | ABS-other | Long | USA |
02/49 1 | 245.83 k | 305.68 k principal | 0.13 | Debt | Long | USA |
MVWOT 2018 1A A 144A | 242.72 k | 246.50 k principal | 0.13 | ABS-other | Long | USA |
SLMA 2005 8 B | 242.65 k | 263.59 k principal | 0.13 | ABS-other | Long | USA |
SLMA 2004 8 B | 242.43 k | 273.74 k principal | 0.13 | ABS-other | Long | USA |
5.093% 20 Oct 2025 | 234.89 k | 15.00 mm principal | 0.13 | Interest rate derivative | N/A | USA |
FFML 2006 FF15 A5 | 233.89 k | 238.45 k principal | 0.13 | ABS-other | Long | USA |
SLMA 2003 11 B | 225.15 k | 233.84 k principal | 0.12 | ABS-other | Long | USA |
DRIVE 2021 1 C | 216.78 k | 218.22 k principal | 0.12 | ABS-other | Long | USA |
02/43 0.625 | 208.93 k | 267.65 k principal | 0.11 | Debt | Long | USA |
SRFC 2019 1A D 144A | 195.88 k | 199.13 k principal | 0.11 | ABS-other | Long | USA |
SLMA 2006 4 B | 194.70 k | 207.88 k principal | 0.11 | ABS-other | Long | USA |
COLLE 2005 2 B | 188.50 k | 216.49 k principal | 0.10 | ABS-other | Long | USA |
VERUS 2019 INV2 A3 144A | 188.39 k | 194.28 k principal | 0.10 | ABS-other | Long | USA |
4.525% 30 Oct 2025 | 179.46 k | 28.60 mm principal | 0.10 | Interest rate derivative | N/A | USA |
EDUSA 2015 1 A 144A | 178.72 k | 180.57 k principal | 0.10 | ABS-other | Long | USA |
OPTN 2022 1 A 144A | 163.37 k | 164.04 k principal | 0.09 | ABS-other | Long | USA |
SMB 2014 A A3 144A | 157.50 k | 157.45 k principal | 0.09 | ABS-other | Long | USA |
SLMA 2004 3 B | 154.76 k | 165.60 k principal | 0.08 | ABS-other | Long | USA |
NSLT 2006 3 B | 141.23 k | 162.39 k principal | 0.08 | ABS-other | Long | USA |
JPMAC 2007 CH3 A5 | 135.95 k | 139.52 k principal | 0.07 | ABS-other | Long | USA |
STACR 2020 DNA5 M2 144A | 132.22 k | 130.32 k principal | 0.07 | ABS-other | Long | USA |
NPRL 2019 1A A1 144A | 129.15 k | 135.88 k principal | 0.07 | ABS-other | Long | USA |
SASC 2006 BC6 A4 | 124.07 k | 126.33 k principal | 0.07 | ABS-other | Long | USA |
UPST 2021 4 A 144A | 123.63 k | 124.17 k principal | 0.07 | ABS-other | Long | USA |
EHGVT 2017 A C 144A | 116.49 k | 118.90 k principal | 0.06 | ABS-other | Long | USA |
SRFC 2019 1A C 144A | 105.81 k | 107.23 k principal | 0.06 | ABS-other | Long | USA |
RASC 2005 EMX1 M1 | 105.57 k | 105.80 k principal | 0.06 | ABS-other | Long | USA |
SASC 2006 WF1 M4 | 102.99 k | 103.29 k principal | 0.06 | ABS-other | Long | USA |
4.706% 07 Nov 2025 | 97.85 k | 10.00 mm principal | 0.05 | Interest rate derivative | N/A | USA |
1% 14 Jul 2033 | 96.54 k | 3.10 mm principal | 0.05 | Interest rate derivative | N/A | USA |
ELFI 2018 A A1 144A | 94.70 k | 96.40 k principal | 0.05 | ABS-other | Long | USA |
4.993% 06 Oct 2025 | 92.69 k | 7.00 mm principal | 0.05 | Interest rate derivative | N/A | USA |
CBSLT 2021 AGS B 144A | 92.05 k | 119.47 k principal | 0.05 | ABS-other | Long | USA |
SAIL 2005 2 M2 | 79.12 k | 79.36 k principal | 0.04 | ABS-other | Long | USA |
FH 03/37 FLOATING VAR | 69.97 k | 69.31 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
GOAL 2010 1 A 144A | 69.67 k | 70.36 k principal | 0.04 | ABS-other | Long | USA |
LRK 2019 A A1FX 144A | 69.37 k | 70.82 k principal | 0.04 | ABS-other | Long | USA |
HENDR 2006 3A A1 144A | 42.91 k | 43.54 k principal | 0.02 | ABS-other | Long | USA |
CMLTI 2006 HE2 M1 | 36.91 k | 37.00 k principal | 0.02 | ABS-other | Long | USA |
ONGLT 2016 A A 144A | 29.86 k | 30.73 k principal | 0.02 | ABS-other | Long | USA |
CBSLT 2018 CGS C 144A | 11.92 k | 13.37 k principal | 0.01 | ABS-other | Long | USA |
XCBT 20240319 | 0 | -3.00 contracts | 0.00 | Interest rate derivative | N/A | USA |
XCBT 20240328 | 0 | -177.00 contracts | 0.00 | Interest rate derivative | N/A | USA |
XCBT 20240328 | 0 | -13.00 contracts | 0.00 | Interest rate derivative | N/A | USA |
XCBT 20240319 | 0 | -3.00 contracts | 0.00 | Interest rate derivative | N/A | USA |
XCBT 20240319 | 0 | 2.00 contracts | 0.00 | Interest rate derivative | N/A | USA |
1% 07 Sep 2026 | -11.28 k | 2.00 mm principal | -0.01 | Interest rate derivative | N/A | USA |
1% 18 Dec 2025 | -18.12 k | 5.50 mm principal | -0.01 | Interest rate derivative | N/A | USA |
1% 31 Jul 2026 | -19.11 k | 4.00 mm principal | -0.01 | Interest rate derivative | N/A | USA |
1% 04 Dec 2025 | -21.53 k | 5.00 mm principal | -0.01 | Interest rate derivative | N/A | USA |
1% 30 Oct 2033 | -47.30 k | 6.48 mm principal | -0.03 | Interest rate derivative | N/A | USA |
3.725% 14 Jul 2025 | -130.65 k | 13.90 mm principal | -0.07 | Interest rate derivative | N/A | USA |