Fund profile
Fund manager
Total assets
$66.68 mm
Liabilities
$34.25 mm
Net assets
$32.42 mm
Number of holdings
100.00
100 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
Uniform Mortgage-Backed Securities | 5.59 mm | 6.76 mm principal | 17.24 | ABS-mortgage backed security | Long | USA |
Federal Home Loan Bank | 4.99 mm | 5.00 mm principal | 15.39 | Short-term investment vehicle | Long | USA |
Uniform Mortgage-Backed Securities | 4.78 mm | 5.00 mm principal | 14.75 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Securities | 4.01 mm | 4.65 mm principal | 12.37 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Securities | 3.83 mm | 4.00 mm principal | 11.80 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Securities | 2.41 mm | 2.69 mm principal | 7.44 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Notes | 2.20 mm | 2.28 mm principal | 6.78 | Debt | Long | USA |
Government National Mortgage Association | 2.12 mm | 2.41 mm principal | 6.55 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Notes | 1.58 mm | 1.70 mm principal | 4.87 | Debt | Long | USA |
U.S. Treasury Bills | 1.57 mm | 1.58 mm principal | 4.83 | Short-term investment vehicle | Long | USA |
U.S. Treasury Notes | 1.41 mm | 1.47 mm principal | 4.36 | Debt | Long | USA |
U.S. Treasury Notes | 1.24 mm | 1.29 mm principal | 3.83 | Debt | Long | USA |
U.S. Treasury Notes | 1.18 mm | 1.18 mm principal | 3.63 | Debt | Long | USA |
U.S. Treasury Notes | 1.15 mm | 1.18 mm principal | 3.53 | Debt | Long | USA |
U.S. Treasury Notes | 1.11 mm | 1.18 mm principal | 3.43 | Debt | Long | USA |
Uniform Mortgage-Backed Securities | 975.29 k | 995.40 k principal | 3.01 | ABS-mortgage backed security | Long | USA |
Government National Mortgage Association | 970.97 k | 1.07 mm principal | 2.99 | ABS-mortgage backed security | Long | USA |
Government National Mortgage Association | 925.92 k | 1.09 mm principal | 2.86 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Bonds | 602.52 k | 610.00 k principal | 1.86 | Debt | Long | USA |
U.S. Treasury Bonds | 592.08 k | 610.00 k principal | 1.83 | Debt | Long | USA |
U.S. Treasury Bonds | 548.48 k | 610.00 k principal | 1.69 | Debt | Long | USA |
U.S. Treasury Bonds | 546.64 k | 727.00 k principal | 1.69 | Debt | Long | USA |
U.S. Treasury Bonds | 527.05 k | 610.00 k principal | 1.63 | Debt | Long | USA |
U.S. Treasury Bonds | 514.64 k | 590.00 k principal | 1.59 | Debt | Long | USA |
U.S. Treasury Bonds | 502.77 k | 590.00 k principal | 1.55 | Debt | Long | USA |
Uniform Mortgage-Backed Securities | 446.38 k | 480.41 k principal | 1.38 | ABS-mortgage backed security | Long | USA |
Federal Home Loan Bank | 401.88 k | 400.00 k principal | 1.24 | Debt | Long | USA |
U.S. Treasury Notes | 341.20 k | 350.00 k principal | 1.05 | Debt | Long | USA |
U.S. Treasury Notes | 337.08 k | 350.00 k principal | 1.04 | Debt | Long | USA |
Uniform Mortgage-Backed Securities | 331.40 k | 346.50 k principal | 1.02 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Securities | 264.65 k | 262.00 k principal | 0.82 | ABS-mortgage backed security | Long | USA |
T-Fund, Institutional Class | 227.11 k | 227.11 k shares | 0.70 | Short-term investment vehicle | Long | USA |
Uniform Mortgage-Backed Securities | 204.13 k | 200.00 k principal | 0.63 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Bonds | 177.68 k | 160.00 k principal | 0.55 | Debt | Long | USA |
U.S. Treasury Bonds | 174.80 k | 160.00 k principal | 0.54 | Debt | Long | USA |
U.S. Treasury Bonds | 172.57 k | 160.00 k principal | 0.53 | Debt | Long | USA |
Uniform Mortgage-Backed Securities | 139.78 k | 159.00 k principal | 0.43 | ABS-mortgage backed security | Long | USA |
CSMC Trust, Series 2021-BHAR, Class A | 139.66 k | 146.00 k principal | 0.43 | ABS-mortgage backed security | Long | USA |
Wells Fargo Commercial Mortgage Trust, Series 2021-FCMT, Class A | 130.20 k | 140.00 k principal | 0.40 | ABS-mortgage backed security | Long | USA |
CFK Trust, Series 2020-MF2, Class B | 119.11 k | 140.00 k principal | 0.37 | ABS-mortgage backed security | Long | USA |
280 Park Avenue Mortgage Trust, Series 2017-280P, Class A | 117.43 k | 121.00 k principal | 0.36 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Notes | 111.49 k | 125.00 k principal | 0.34 | Debt | Long | USA |
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2020-609M, Class A | 91.09 k | 100.00 k principal | 0.28 | ABS-mortgage backed security | Long | USA |
Government National Mortgage Association | 84.11 k | 84.00 k principal | 0.26 | ABS-mortgage backed security | Long | USA |
Government National Mortgage Association | 82.74 k | 84.00 k principal | 0.26 | ABS-mortgage backed security | Long | USA |
Hudson Yards Mortgage Trust, Series 2019-30HY, Class D | 80.50 k | 101.00 k principal | 0.25 | ABS-mortgage backed security | Long | USA |
Benchmark Mortgage Trust, Series 2020-B20, Class XA | 76.34 k | 1.01 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Bonds | 67.34 k | 105.00 k principal | 0.21 | Debt | Long | USA |
U.S. Treasury 5 Year Note | 64.42 k | 31.00 contracts | 0.20 | Interest rate derivative | N/A | USA |
Government National Mortgage Association | 47.53 k | 47.00 k principal | 0.15 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Securities | 46.62 k | 59.40 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Ultra Bond | 38.36 k | 6.00 contracts | 0.12 | Interest rate derivative | N/A | USA |
Morgan Stanley Capital I Trust, Series 2018-H3, Class B | 30.61 k | 34.30 k principal | 0.09 | ABS-mortgage backed security | Long | USA |
Federal National Mortgage Association ACES Variable Rate Notes, Series 2020-M21, Class AX | 30.35 k | 222.21 k principal | 0.09 | ABS-mortgage backed security | Long | USA |
BX Trust, Series 2021-MFM1, Class C | 25.87 k | 27.13 k principal | 0.08 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Securities | 25.24 k | 27.20 k principal | 0.08 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Securities | 25.13 k | 26.00 k principal | 0.08 | ABS-mortgage backed security | Long | USA |
U.S. Treasury 10 Year Ultra Note | 24.73 k | 6.00 contracts | 0.08 | Interest rate derivative | N/A | USA |
Uniform Mortgage-Backed Securities | 24.36 k | 27.00 k principal | 0.08 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Securities | 19.85 k | 19.90 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
Commercial Mortgage Trust, Series 2017-COR2, Class AM | 17.41 k | 19.25 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
OIS | 17.34 k | 200.00 k principal | 0.05 | Interest rate derivative | N/A | USA |
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K122, Class X1 | 11.23 k | 218.02 k principal | 0.03 | ABS-mortgage backed security | Long | USA |
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K119, Class X1 | 8.09 k | 149.13 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K116, Class X1 | 7.88 k | 99.51 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K120, Class X1 | 7.77 k | 130.43 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
OIS | 6.36 k | 200.00 k principal | 0.02 | Interest rate derivative | N/A | USA |
Arbor Multifamily Mortgage Securities Trust, Series 2021-MF3, Class XA | 4.57 k | 109.89 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
OIS | 2.02 k | 350.00 k principal | 0.01 | Interest rate derivative | N/A | USA |
Forward Foreign Currency Contract
HSBC Bank
|
190.07 | 1.00 contracts | 0.00 | DFE | N/A | N/A |
Lehman Brothers Holdings, Inc., Term Loan | 0.07 | 696.84 k principal | 0.00 | Loan | Long | USA |
Lehman Brothers Holdings, Inc., Term Loan | 0.07 | 696.84 k principal | 0.00 | Loan | Long | USA |
SOP | -11.33 | -200.00 k principal | -0.00 | Interest rate derivative | N/A | USA |
U.S. Treasury 10 Year Note | -285.51 | -3.00 contracts | -0.00 | Interest rate derivative | N/A | USA |
Forward Foreign Currency Contract
HSBC Bank
|
-290.90 | 1.00 contracts | -0.00 | DFE | N/A | N/A |
SOP | -706.41 | -14.50 k principal | -0.00 | Interest rate derivative | N/A | UK |
SOP | -784.48 | -14.50 k principal | -0.00 | Interest rate derivative | N/A | UK |
SOP | -10.32 k | -200.00 k principal | -0.03 | Interest rate derivative | N/A | USA |
U.S. Treasury 2 Year Note | -13.77 k | -6.00 contracts | -0.04 | Interest rate derivative | N/A | USA |
Uniform Mortgage-Backed Securities | -19.85 k | -19.90 k principal | -0.06 | ABS-mortgage backed security | Short | USA |
Uniform Mortgage-Backed Securities | -24.36 k | -27.00 k principal | -0.08 | ABS-mortgage backed security | Short | USA |
Uniform Mortgage-Backed Securities | -25.13 k | -26.00 k principal | -0.08 | ABS-mortgage backed security | Short | USA |
Uniform Mortgage-Backed Securities | -25.24 k | -27.20 k principal | -0.08 | ABS-mortgage backed security | Short | USA |
OIS | -28.01 k | 300.00 k principal | -0.09 | Interest rate derivative | N/A | USA |
U.S. Treasury Long Bond | -40.62 k | -8.00 contracts | -0.13 | Interest rate derivative | N/A | USA |
Government National Mortgage Association | -44.00 k | -50.00 k principal | -0.14 | ABS-mortgage backed security | Short | USA |
Uniform Mortgage-Backed Securities | -46.62 k | -59.40 k principal | -0.14 | ABS-mortgage backed security | Short | USA |
Government National Mortgage Association | -47.53 k | -47.00 k principal | -0.15 | ABS-mortgage backed security | Short | USA |
Government National Mortgage Association | -60.12 k | -66.00 k principal | -0.19 | ABS-mortgage backed security | Short | USA |
Government National Mortgage Association | -82.74 k | -84.00 k principal | -0.26 | ABS-mortgage backed security | Short | USA |
Government National Mortgage Association | -84.11 k | -84.00 k principal | -0.26 | ABS-mortgage backed security | Short | USA |
Uniform Mortgage-Backed Securities | -139.78 k | -159.00 k principal | -0.43 | ABS-mortgage backed security | Short | USA |
Uniform Mortgage-Backed Securities | -204.13 k | -200.00 k principal | -0.63 | ABS-mortgage backed security | Short | USA |
Uniform Mortgage-Backed Securities | -257.43 k | -286.90 k principal | -0.79 | ABS-mortgage backed security | Short | USA |
Uniform Mortgage-Backed Securities | -264.65 k | -262.00 k principal | -0.82 | ABS-mortgage backed security | Short | USA |
Uniform Mortgage-Backed Securities | -446.38 k | -480.41 k principal | -1.38 | ABS-mortgage backed security | Short | USA |
Uniform Mortgage-Backed Securities | -611.47 k | -739.70 k principal | -1.89 | ABS-mortgage backed security | Short | USA |
Uniform Mortgage-Backed Securities | -975.29 k | -995.40 k principal | -3.01 | ABS-mortgage backed security | Short | USA |
Uniform Mortgage-Backed Securities | -1.34 mm | -1.55 mm principal | -4.13 | ABS-mortgage backed security | Short | USA |
Uniform Mortgage-Backed Securities | -8.94 mm | -9.35 mm principal | -27.57 | ABS-mortgage backed security | Short | USA |