Fund profile
Fund manager
Total assets
$75.64 mm
Liabilities
$418.29 k
Net assets
$75.22 mm
Number of holdings
116.00
116 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
United States Treasury Floating Rate Note | 9.81 mm | 9.80 mm principal | 13.04 | Debt | Long | USA |
United States Treasury Floating Rate Note | 8.81 mm | 8.80 mm principal | 11.71 | Debt | Long | USA |
Goldman Sachs Financial Square Government Fund | 8.50 mm | 8.50 mm shares | 11.31 | Short-term investment vehicle | Long | USA |
United States Treasury Floating Rate Note | 3.91 mm | 3.90 mm principal | 5.19 | Debt | Long | USA |
United States Treasury Floating Rate Note | 1.63 mm | 1.63 mm principal | 2.16 | Debt | Long | USA |
United States Treasury Floating Rate Note | 1.62 mm | 1.62 mm principal | 2.15 | Debt | Long | USA |
European Investment Bank | 1.53 mm | 1.53 mm principal | 2.03 | Debt | Long | N/A |
Citibank Credit Card Issuance Trust | 1.41 mm | 1.40 mm principal | 1.87 | ABS-other | Long | USA |
Fannie Mae REMICS | 1.36 mm | 1.36 mm principal | 1.81 | ABS-mortgage backed security | Long | USA |
Freddie Mac REMICS | 1.27 mm | 1.27 mm principal | 1.69 | ABS-mortgage backed security | Long | USA |
CBAM 2018-5 Ltd | 1.09 mm | 1.10 mm principal | 1.45 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Madison Park Funding XXX LTD | 1.09 mm | 1.09 mm principal | 1.44 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Carlyle US Clo 2017-2 Ltd | 994.95 k | 1.00 mm principal | 1.32 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
LCM XV LP | 994.16 k | 1.00 mm principal | 1.32 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Freddie Mac REMICS | 983.57 k | 978.34 k principal | 1.31 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 980.55 k | 1.02 mm principal | 1.30 | Debt | Long | USA |
Freddie Mac REMICS | 953.01 k | 950.33 k principal | 1.27 | ABS-mortgage backed security | Long | USA |
United States Treasury Inflation Indexed Bonds | 941.46 k | 750.00 k principal | 1.25 | Debt | Long | USA |
United States Treasury Note/Bond | 929.74 k | 920.00 k principal | 1.24 | Debt | Long | USA |
Wellfleet CLO X LTD | 889.99 k | 900.00 k principal | 1.18 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Freddie Mac REMICS | 852.22 k | 848.23 k principal | 1.13 | ABS-mortgage backed security | Long | USA |
United States Treasury Floating Rate Note | 810.99 k | 810.00 k principal | 1.08 | Debt | Long | USA |
Marble Point CLO XXI Ltd | 796.14 k | 800.00 k principal | 1.06 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Pikes Peak Clo 2 | 792.09 k | 800.00 k principal | 1.05 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Ford Credit Floorplan Master Owner Trust A | 749.96 k | 750.00 k principal | 1.00 | ABS-other | Long | USA |
Anchorage Capital Clo 18 Ltd | 748.15 k | 750.00 k principal | 0.99 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
OHA Credit Funding 3 LTD | 745.13 k | 750.00 k principal | 0.99 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CFIP CLO 2021-1 Ltd | 740.44 k | 750.00 k principal | 0.98 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Fannie Mae REMICS | 624.73 k | 621.56 k principal | 0.83 | ABS-mortgage backed security | Long | USA |
Fannie Mae REMICS | 604.37 k | 601.68 k principal | 0.80 | ABS-mortgage backed security | Long | USA |
Dryden 64 CLO Ltd | 595.13 k | 600.00 k principal | 0.79 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
AIG CLO 2021-1 LLC | 592.23 k | 600.00 k principal | 0.79 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Freddie Mac REMICS | 506.84 k | 506.16 k principal | 0.67 | ABS-mortgage backed security | Long | USA |
Citibank Credit Card Issuance Trust | 500.39 k | 500.00 k principal | 0.67 | ABS-other | Long | USA |
SOUND POINT CLO XXII LTD | 497.40 k | 500.00 k principal | 0.66 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Trimaran Cavu 2021-1 Ltd | 496.65 k | 500.00 k principal | 0.66 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Higher Education Funding I | 480.23 k | 479.33 k principal | 0.64 | ABS-mortgage backed security | Long | USA |
Trysail CLO 2021-1 Ltd | 398.29 k | 400.00 k principal | 0.53 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Fannie Mae REMICS | 392.22 k | 389.77 k principal | 0.52 | ABS-mortgage backed security | Long | USA |
BXHPP Trust 2021-FILM | 388.88 k | 400.00 k principal | 0.52 | ABS-mortgage backed security | Long | USA |
Ford Credit Auto Owner Trust 2018-REV2 | 353.65 k | 350.00 k principal | 0.47 | ABS-other | Long | USA |
SLM Student Loan Trust 2005-5 | 351.62 k | 353.38 k principal | 0.47 | ABS-other | Long | USA |
Anchorage Capital CLO 4-R Ltd | 347.83 k | 350.00 k principal | 0.46 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BX Trust 2021-ARIA | 343.29 k | 350.00 k principal | 0.46 | ABS-mortgage backed security | Long | USA |
Freddie Mac REMICS | 326.71 k | 324.26 k principal | 0.43 | ABS-mortgage backed security | Long | USA |
LCM XX LP | 300.98 k | 301.86 k principal | 0.40 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Jamestown CLO XV Ltd | 298.12 k | 300.00 k principal | 0.40 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Neuberger Berman Loan Advisers CLO 31 Ltd | 297.73 k | 300.00 k principal | 0.40 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
ASSURANT CLO I LTD | 296.87 k | 300.00 k principal | 0.39 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Octagon 54 Ltd | 296.70 k | 300.00 k principal | 0.39 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Fannie Mae REMICS | 282.07 k | 281.62 k principal | 0.37 | ABS-mortgage backed security | Long | USA |
Brazos Higher Education Authority Inc | 278.73 k | 279.17 k principal | 0.37 | ABS-mortgage backed security | Long | USA |
Pennsylvania Higher Education Assistance Agency | 264.72 k | 268.78 k principal | 0.35 | ABS-other | Long | USA |
United States Treasury Note/Bond | 260.01 k | 220.00 k principal | 0.35 | Debt | Long | USA |
Government National Mortgage Association | 255.51 k | 256.18 k principal | 0.34 | ABS-mortgage backed security | Long | USA |
Freddie Mac Multifamily Structured Pass Through Certificates | 253.95 k | 253.29 k principal | 0.34 | ABS-mortgage backed security | Long | USA |
Halsey Point CLO I Ltd | 248.25 k | 250.00 k principal | 0.33 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BSPDF 2021-FL1 Issuer Ltd | 247.70 k | 250.00 k principal | 0.33 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
United States Treasury Note/Bond | 246.09 k | 250.00 k principal | 0.33 | Debt | Long | USA |
Fannie Mae REMICS | 240.98 k | 238.60 k principal | 0.32 | ABS-mortgage backed security | Long | USA |
Government National Mortgage Association | 224.51 k | 224.08 k principal | 0.30 | ABS-mortgage backed security | Long | USA |
Freddie Mac REMICS | 213.37 k | 210.42 k principal | 0.28 | ABS-mortgage backed security | Long | USA |
Freddie Mac Multifamily Structured Pass Through Certificates | 202.93 k | 202.68 k principal | 0.27 | ABS-mortgage backed security | Long | USA |
Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd | 198.95 k | 200.00 k principal | 0.26 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Great Wolf Trust 2019-WOLF | 197.43 k | 200.00 k principal | 0.26 | ABS-mortgage backed security | Long | USA |
ELP Commercial Mortgage Trust 2021-ELP | 195.73 k | 200.00 k principal | 0.26 | ABS-mortgage backed security | Long | USA |
BX Commercial Mortgage Trust 2021-21M | 195.14 k | 200.00 k principal | 0.26 | ABS-mortgage backed security | Long | USA |
BX Trust 2021-BXMF | 194.01 k | 200.00 k principal | 0.26 | ABS-mortgage backed security | Long | USA |
Fannie Mae REMICS | 190.90 k | 189.10 k principal | 0.25 | ABS-mortgage backed security | Long | USA |
United States Treasury Note/Bond | 190.72 k | 170.00 k principal | 0.25 | Debt | Long | USA |
Educational Funding of the South Inc | 179.57 k | 180.05 k principal | 0.24 | ABS-mortgage backed security | Long | USA |
Freddie Mac REMICS | 173.23 k | 171.98 k principal | 0.23 | ABS-mortgage backed security | Long | USA |
Freddie Mac REMICS | 166.78 k | 166.01 k principal | 0.22 | ABS-mortgage backed security | Long | USA |
Fannie Mae REMICS | 164.63 k | 161.95 k principal | 0.22 | ABS-mortgage backed security | Long | USA |
BX Commercial Mortgage Trust 2021-CIP | 147.56 k | 150.00 k principal | 0.20 | ABS-mortgage backed security | Long | USA |
EQUS 2021-EQAZ Mortgage Trust | 146.77 k | 150.00 k principal | 0.20 | ABS-mortgage backed security | Long | USA |
Montana Higher Education Student Assistance Corp | 144.71 k | 144.71 k principal | 0.19 | ABS-other | Long | USA |
United States Treasury Note/Bond | 141.42 k | 140.00 k principal | 0.19 | Debt | Long | USA |
Illinois Student Assistance Commission | 113.66 k | 113.88 k principal | 0.15 | ABS-other | Long | USA |
Freddie Mac REMICS | 105.30 k | 104.93 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
Freddie Mac Multifamily Structured Pass Through Certificates | 104.45 k | 104.40 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
Edsouth Indenture No 5 LLC | 95.13 k | 96.06 k principal | 0.13 | ABS-mortgage backed security | Long | USA |
Freddie Mac Multifamily ML Certificates | 92.89 k | 92.72 k principal | 0.12 | ABS-mortgage backed security | Long | USA |
Freddie Mac REMICS | 81.13 k | 80.52 k principal | 0.11 | ABS-mortgage backed security | Long | USA |
CBOT 5 Year US Treasury Note | 80.76 k | -27.00 contracts | 0.11 | Interest rate derivative | N/A | USA |
Fannie Mae REMICS | 74.57 k | 74.64 k principal | 0.10 | ABS-mortgage backed security | Long | USA |
Freddie Mac REMICS | 54.45 k | 54.04 k principal | 0.07 | ABS-mortgage backed security | Long | USA |
Fannie Mae REMICS | 48.91 k | 48.46 k principal | 0.07 | ABS-mortgage backed security | Long | USA |
Fannie Mae REMICS | 44.13 k | 44.03 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
SLM Student Loan Trust 2008-5 | 43.44 k | 43.41 k principal | 0.06 | ABS-other | Long | USA |
CBOT US Long Bond | 26.75 k | -6.00 contracts | 0.04 | Interest rate derivative | N/A | USA |
United States Treasury Note/Bond | 20.20 k | 20.00 k principal | 0.03 | Debt | Long | USA |
United States Treasury Note/Bond | 19.06 k | 20.00 k principal | 0.03 | Debt | Long | USA |
United States Treasury Note/Bond | 10.15 k | 10.00 k principal | 0.01 | Debt | Long | USA |
CME Ultra Long Term US Treasury Bond | 6.33 k | -1.00 contracts | 0.01 | Interest rate derivative | N/A | USA |
Freddie Mac REMICS | 4.80 k | 4.81 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
IRS USD | 4.44 k | 1.00 contracts | 0.01 | Interest rate derivative | N/A | USA |
CBOT 2 Year US Treasury Note | 2.74 k | -1.00 contracts | 0.00 | Interest rate derivative | N/A | USA |
Ginnie Mae II Pool | 0.45 | 0.44 principal | 0.00 | ABS-mortgage backed security | Long | USA |
Freddie Mac Non Gold Pool | 0.36 | 0.34 principal | 0.00 | ABS-mortgage backed security | Long | USA |
Freddie Mac Non Gold Pool | 0.20 | 0.19 principal | 0.00 | ABS-mortgage backed security | Long | USA |
Freddie Mac Non Gold Pool | 0.07 | 0.07 principal | 0.00 | ABS-mortgage backed security | Long | USA |
Access to Loans for Learning Student Loan Corp | 0.05 | 0.05 principal | 0.00 | ABS-other | Long | USA |
Freddie Mac Non Gold Pool | 0.03 | 0.03 principal | 0.00 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 0.03 | 0.03 principal | 0.00 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 0.03 | 0.03 principal | 0.00 | ABS-mortgage backed security | Long | USA |
Freddie Mac Non Gold Pool | 0.02 | 0.02 principal | 0.00 | ABS-mortgage backed security | Long | USA |
Academic Loan Funding Trust 2013-1 | 0.02 | 0.02 principal | 0.00 | ABS-other | Long | USA |
Fannie Mae Pool | 0.02 | 0.02 principal | 0.00 | ABS-mortgage backed security | Long | USA |
Fannie Mae REMICS | 0.02 | 0.02 principal | 0.00 | ABS-mortgage backed security | Long | USA |
Freddie Mac Non Gold Pool | 0.02 | 0.02 principal | 0.00 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 0.01 | 0.01 principal | 0.00 | ABS-mortgage backed security | Long | USA |
ECMC Group Student Loan Trust 2016-1 | 0.01 | 0.01 principal | 0.00 | ABS-other | Long | USA |
ECMC Group Student Loan Trust 2018-1 | 0.01 | 0.01 principal | 0.00 | ABS-other | Long | USA |
UNITED STATES 10 YEAR TREASURY NOTE/BOND | -11.36 k | 2.00 contracts | -0.02 | Interest rate derivative | N/A | USA |
CBOT 10 Year US Treasury Note | -25.35 k | 7.00 contracts | -0.03 | Interest rate derivative | N/A | USA |