Fund profile
Fund manager
Total assets
$514.99 mm
Liabilities
$5.42 mm
Net assets
$509.57 mm
Number of holdings
184.00
184 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
Federal Home Loan Bank | 91.24 mm | 91.25 mm principal | 17.90 | Debt | Long | USA |
Lake Shore MM CLO III LLC | 11.32 mm | 11.35 mm principal | 2.22 | ABS-other | Long | Cayman Islands |
Athene Global Funding | 10.96 mm | 11.00 mm principal | 2.15 | Debt | Long | USA |
Dreyfus Treasury Securities Cash Management Fund - Institutional Shares | 10.28 mm | 10.28 mm shares | 2.02 | Short-term investment vehicle | Long | USA |
BX Commercial Mortgage Trust | 9.85 mm | 10.25 mm principal | 1.93 | ABS-mortgage backed security | Long | USA |
F&G Global Funding | 9.34 mm | 9.70 mm principal | 1.83 | Debt | Long | USA |
ABPCI Direct Lending Fund CLO V Ltd. | 7.48 mm | 7.56 mm principal | 1.47 | ABS-other | Long | Cayman Islands |
NYMT Loan Trust | 6.81 mm | 7.19 mm principal | 1.34 | ABS-mortgage backed security | Long | USA |
BRAVO Residential Funding Trust | 6.76 mm | 7.26 mm principal | 1.33 | ABS-mortgage backed security | Long | USA |
OSAT Trust | 6.21 mm | 6.38 mm principal | 1.22 | ABS-mortgage backed security | Long | USA |
Golub Capital Partners CLO 49M Ltd. | 6.19 mm | 6.25 mm principal | 1.22 | ABS-other | Long | Cayman Islands |
Oak Street Investment Grade Net Lease Fund Series | 5.80 mm | 6.39 mm principal | 1.14 | ABS-other | Long | USA |
ABPCI Direct Lending Fund IX LLC | 5.63 mm | 5.70 mm principal | 1.11 | ABS-other | Long | Cayman Islands |
Warnermedia Holdings, Inc. | 5.58 mm | 5.70 mm principal | 1.09 | Debt | Long | USA |
GPN Global Payments, Inc. | 5.50 mm | 5.70 mm principal | 1.08 | Debt | Long | USA |
ABPCI Direct Lending Fund CLO VII, LP | 5.44 mm | 5.50 mm principal | 1.07 | ABS-other | Long | USA |
FS Rialto | 5.28 mm | 5.50 mm principal | 1.04 | ABS-other | Long | Cayman Islands |
Credit Suisse AG NY | 5.25 mm | 5.25 mm principal | 1.03 | Debt | Long | Switzerland |
Macquarie Group Ltd. | 5.07 mm | 5.25 mm principal | 0.99 | Debt | Long | Australia |
Cerberus Loan Funding XXXV, LP | 4.99 mm | 5.00 mm principal | 0.98 | ABS-other | Long | Cayman Islands |
Triton Container Finance VIII LLC | 4.84 mm | 5.56 mm principal | 0.95 | ABS-other | Long | USA |
Element Fleet Management Corp. | 4.84 mm | 4.90 mm principal | 0.95 | Debt | Long | Canada |
HERA Commercial Mortgage Ltd. | 4.81 mm | 5.00 mm principal | 0.94 | ABS-other | Long | Cayman Islands |
CSMC Trust | 4.78 mm | 4.92 mm principal | 0.94 | ABS-mortgage backed security | Long | USA |
Golub Capital Partners CLO 54M, LP | 4.71 mm | 4.75 mm principal | 0.92 | ABS-other | Long | Cayman Islands |
Raspro Trust | 4.71 mm | 4.73 mm principal | 0.92 | ABS-other | Long | USA |
Ryder System, Inc. | 4.68 mm | 4.82 mm principal | 0.92 | Debt | Long | USA |
CIFC Funding Ltd. | 4.65 mm | 4.66 mm principal | 0.91 | ABS-other | Long | Cayman Islands |
IP Lending V Ltd. | 4.55 mm | 4.70 mm principal | 0.89 | Debt | Long | Bermuda |
Carlyle Global Market Strategies CLO Ltd. | 4.55 mm | 4.54 mm principal | 0.89 | ABS-other | Long | Cayman Islands |
Palmer Square Loan Funding Ltd. | 4.50 mm | 4.50 mm principal | 0.88 | ABS-other | Long | Cayman Islands |
Owl Rock CLO IV Ltd. | 4.43 mm | 4.50 mm principal | 0.87 | ABS-other | Long | Cayman Islands |
Golub Capital Partners CLO 16 Ltd. | 4.24 mm | 4.25 mm principal | 0.83 | ABS-other | Long | Cayman Islands |
Domino's Pizza Master Issuer LLC | 4.11 mm | 4.27 mm principal | 0.81 | ABS-other | Long | USA |
BRSP Ltd. | 4.05 mm | 4.25 mm principal | 0.80 | ABS-other | Long | Cayman Islands |
LCCM Trust | 4.04 mm | 4.10 mm principal | 0.79 | ABS-other | Long | USA |
CDW LLC / CDW Finance Corp. | 4.02 mm | 4.30 mm principal | 0.79 | Debt | Long | USA |
Madison Park Funding XLVIII Ltd. | 3.98 mm | 4.00 mm principal | 0.78 | ABS-other | Long | Cayman Islands |
Parliament CLO II Ltd. | 3.90 mm | 3.94 mm principal | 0.77 | ABS-other | Long | Cayman Islands |
Imperial Fund Mortgage Trust | 3.77 mm | 4.16 mm principal | 0.74 | ABS-mortgage backed security | Long | USA |
LCM XXIV Ltd. | 3.67 mm | 3.67 mm principal | 0.72 | ABS-other | Long | Cayman Islands |
Golub Capital Partners CLO 33M Ltd. | 3.61 mm | 3.75 mm principal | 0.71 | ABS-other | Long | Cayman Islands |
H Hyatt Hotels Corporation - Ordinary Shares | 3.40 mm | 3.50 mm principal | 0.67 | Debt | Long | USA |
BXMT Ltd. | 3.23 mm | 3.39 mm principal | 0.63 | ABS-other | Long | Cayman Islands |
Towd Point Revolving Trust | 3.21 mm | 3.25 mm principal | 0.63 | ABS-mortgage backed security | Long | USA |
PRPM LLC | 3.14 mm | 3.23 mm principal | 0.62 | ABS-mortgage backed security | Long | USA |
HERA Commercial Mortgage Ltd. | 3.04 mm | 3.15 mm principal | 0.60 | ABS-other | Long | Cayman Islands |
Cerberus Loan Funding XXX, LP | 2.99 mm | 3.00 mm principal | 0.59 | ABS-other | Long | Cayman Islands |
ABPCI Direct Lending Fund CLO II LLC | 2.98 mm | 3.00 mm principal | 0.58 | ABS-other | Long | Cayman Islands |
PRPM LLC | 2.97 mm | 3.08 mm principal | 0.58 | ABS-mortgage backed security | Long | USA |
Legacy Mortgage Asset Trust | 2.91 mm | 3.06 mm principal | 0.57 | ABS-mortgage backed security | Long | USA |
Legacy Mortgage Asset Trust | 2.87 mm | 2.99 mm principal | 0.56 | ABS-mortgage backed security | Long | USA |
Taco Bell Funding LLC | 2.86 mm | 3.19 mm principal | 0.56 | ABS-other | Long | USA |
Woodmont Trust | 2.74 mm | 2.75 mm principal | 0.54 | ABS-other | Long | USA |
BRAVO Residential Funding Trust | 2.65 mm | 2.84 mm principal | 0.52 | ABS-mortgage backed security | Long | USA |
GS Goldman Sachs Group, Inc. | 2.60 mm | 2.60 mm principal | 0.51 | Debt | Long | USA |
Citigroup, Inc. | 2.53 mm | 2.55 mm principal | 0.50 | Debt | Long | USA |
STWD Starwood Property Trust Inc | 2.50 mm | 2.55 mm principal | 0.49 | Debt | Long | USA |
Jackson National Life Global Funding | 2.49 mm | 2.60 mm principal | 0.49 | Debt | Long | USA |
Cerberus Loan Funding XXXII, LP | 2.48 mm | 2.50 mm principal | 0.49 | ABS-other | Long | Cayman Islands |
Morgan Stanley Bank North America | 2.47 mm | 2.40 mm principal | 0.48 | Debt | Long | USA |
Madison Avenue Secured Funding Trust | 2.45 mm | 2.45 mm principal | 0.48 | ABS-other | Long | USA |
Rocket Mortgage LLC / Rocket Mortgage Company-Issuer, Inc. | 2.44 mm | 2.65 mm principal | 0.48 | Debt | Long | USA |
Bank of Nova Scotia | 2.40 mm | 2.40 mm principal | 0.47 | Debt | Long | Canada |
FS KKR Capital Corp. | 2.39 mm | 2.45 mm principal | 0.47 | Debt | Long | USA |
BXMT Ltd. | 2.34 mm | 2.55 mm principal | 0.46 | ABS-other | Long | Cayman Islands |
SNX TD Synnex Corp | 2.34 mm | 2.40 mm principal | 0.46 | Debt | Long | USA |
BXMT Ltd. | 2.33 mm | 2.50 mm principal | 0.46 | ABS-other | Long | Cayman Islands |
Life Mortgage Trust | 2.33 mm | 2.41 mm principal | 0.46 | ABS-mortgage backed security | Long | USA |
RCI Rogers Communications Inc. - Ordinary Shares | 2.33 mm | 2.40 mm principal | 0.46 | Debt | Long | Canada |
JP Morgan Chase Commercial Mortgage Securities Trust | 2.31 mm | 2.70 mm principal | 0.45 | ABS-mortgage backed security | Long | USA |
THL Credit Lake Shore MM CLO I Ltd. | 2.23 mm | 2.25 mm principal | 0.44 | ABS-other | Long | Cayman Islands |
ABPCI Direct Lending Fund CLO I LLC | 2.23 mm | 2.25 mm principal | 0.44 | ABS-other | Long | Cayman Islands |
Cerberus Loan Funding XXXIII, LP | 2.23 mm | 2.25 mm principal | 0.44 | ABS-other | Long | Cayman Islands |
U.S. Secured Overnight Financing Rate | 2.23 mm | -61.00 mm other units | 0.44 | Interest rate derivative | N/A | USA |
SLGN Silgan Holdings Inc. | 2.15 mm | 2.35 mm principal | 0.42 | Debt | Long | USA |
WMRK Commercial Mortgage Trust | 2.10 mm | 2.10 mm principal | 0.41 | ABS-mortgage backed security | Long | USA |
BX Commercial Mortgage Trust | 2.08 mm | 2.15 mm principal | 0.41 | ABS-mortgage backed security | Long | USA |
CFMT LLC | 2.08 mm | 2.26 mm principal | 0.41 | ABS-mortgage backed security | Long | USA |
AEL American Equity Investment Life Holding Co | 2.06 mm | 2.15 mm principal | 0.41 | Debt | Long | USA |
CSMC Trust | 2.05 mm | 2.14 mm principal | 0.40 | ABS-mortgage backed security | Long | USA |
CLI Funding VIII LLC | 2.02 mm | 2.29 mm principal | 0.40 | ABS-other | Long | USA |
Triton Container International Ltd. | 2.01 mm | 2.20 mm principal | 0.39 | Debt | Long | Bermuda |
VNT Vontier Corporation | 1.98 mm | 2.15 mm principal | 0.39 | Debt | Long | USA |
Qorvo, Inc. | 1.97 mm | 2.05 mm principal | 0.39 | Debt | Long | USA |
BDS Ltd. | 1.93 mm | 2.00 mm principal | 0.38 | ABS-other | Long | Cayman Islands |
CSMC Trust | 1.84 mm | 1.82 mm principal | 0.36 | ABS-mortgage backed security | Long | USA |
Madison Avenue Secured Funding Trust Series 2023-2 | 1.80 mm | 1.80 mm principal | 0.35 | ABS-other | Long | USA |
CF Hippolyta Issuer LLC | 1.80 mm | 2.12 mm principal | 0.35 | ABS-other | Long | USA |
Madison Park Funding LIII Ltd. | 1.73 mm | 1.75 mm principal | 0.34 | ABS-other | Long | Cayman Islands |
NYMT Loan Trust | 1.71 mm | 1.77 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
Structured Asset Securities Corporation Mortgage Loan Trust | 1.71 mm | 1.80 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
Triton Container International Ltd. | 1.66 mm | 1.70 mm principal | 0.33 | Debt | Long | Bermuda |
PRPM LLC | 1.65 mm | 2.00 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
Verus Securitization Trust | 1.64 mm | 2.00 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
MidOcean Credit CLO VII | 1.60 mm | 1.60 mm principal | 0.31 | ABS-other | Long | Cayman Islands |
Mileage Plus Holdings LLC | 1.59 mm | 1.54 mm principal | 0.31 | Loan | Long | USA |
Fortress Credit Opportunities XI CLO Ltd. | 1.56 mm | 1.56 mm principal | 0.31 | ABS-other | Long | Cayman Islands |
PRPM LLC | 1.55 mm | 1.61 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
T-Mobile USA, Inc. | 1.52 mm | 1.60 mm principal | 0.30 | Debt | Long | USA |
Allegro CLO IX Ltd. | 1.50 mm | 1.50 mm principal | 0.29 | ABS-other | Long | Cayman Islands |
Cerberus Loan Funding XXXI, LP | 1.47 mm | 1.48 mm principal | 0.29 | ABS-other | Long | Cayman Islands |
Verus Securitization Trust | 1.44 mm | 1.76 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
Textainer Marine Containers VII Ltd. | 1.42 mm | 1.62 mm principal | 0.28 | ABS-other | Long | Bermuda |
Palmer Square Loan Funding Ltd. | 1.34 mm | 1.35 mm principal | 0.26 | ABS-other | Long | Cayman Islands |
BXHPP Trust | 1.34 mm | 1.50 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
Legacy Mortgage Asset Trust | 1.34 mm | 1.38 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
MHP | 1.33 mm | 1.37 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
Verus Securitization Trust | 1.30 mm | 1.41 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
CSMC | 1.27 mm | 1.55 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
LSTAR Securities Investment Ltd. | 1.26 mm | 1.29 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
BCC Middle Market CLO LLC | 1.24 mm | 1.25 mm principal | 0.24 | ABS-other | Long | Cayman Islands |
Angel Oak Mortgage Trust | 1.22 mm | 1.42 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
CSMC Trust | 1.22 mm | 1.25 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
GA Global Funding Trust | 1.20 mm | 1.30 mm principal | 0.23 | Debt | Long | USA |
Wingstop Funding LLC | 1.20 mm | 1.33 mm principal | 0.23 | ABS-other | Long | USA |
CHCP Ltd. | 1.14 mm | 1.16 mm principal | 0.22 | ABS-other | Long | Cayman Islands |
Morgan Stanley Capital I Trust | 1.07 mm | 38.70 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
OneMain Finance Corp. | 1.06 mm | 1.15 mm principal | 0.21 | Debt | Long | USA |
Soundview Home Loan Trust | 1.05 mm | 1.11 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
Berry Global, Inc. | 990.36 k | 1.10 mm principal | 0.19 | Debt | Long | USA |
Palmer Square Loan Funding Ltd. | 987.57 k | 1.00 mm principal | 0.19 | ABS-other | Long | Cayman Islands |
BDS Ltd. | 963.72 k | 1.00 mm principal | 0.19 | ABS-other | Long | Cayman Islands |
New Residential Mortgage Loan Trust | 962.38 k | 1.03 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
Greystone Commercial Real Estate Notes | 955.68 k | 1.00 mm principal | 0.19 | ABS-other | Long | Cayman Islands |
LCCM Trust | 950.18 k | 1.00 mm principal | 0.19 | ABS-other | Long | USA |
Citigroup Commercial Mortgage Trust | 927.09 k | 24.53 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
STWD Ltd. | 916.59 k | 1.00 mm principal | 0.18 | ABS-other | Long | Cayman Islands |
BENCHMARK Mortgage Trust | 913.68 k | 34.36 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
SERVPRO Master Issuer LLC | 901.74 k | 960.00 k principal | 0.18 | ABS-other | Long | USA |
Station Place Securitization Trust 2023-SP1 | 900.00 k | 900.00 k principal | 0.18 | ABS-other | Long | USA |
CSMC Trust | 899.23 k | 991.04 k principal | 0.18 | ABS-mortgage backed security | Long | USA |
Brighthouse Financial Global Funding | 898.15 k | 900.00 k principal | 0.18 | Debt | Long | USA |
Legacy Mortgage Asset Trust | 888.29 k | 920.10 k principal | 0.17 | ABS-mortgage backed security | Long | USA |
Penske Truck Leasing Company LP / PTL Finance Corp. | 875.28 k | 900.00 k principal | 0.17 | Debt | Long | USA |
ACRE Commercial Mortgage Ltd. | 835.79 k | 850.00 k principal | 0.16 | ABS-other | Long | Cayman Islands |
Credit Suisse Mortgage Capital Certificates | 773.91 k | 806.62 k principal | 0.15 | ABS-mortgage backed security | Long | USA |
Verus Securitization Trust | 762.48 k | 966.67 k principal | 0.15 | ABS-mortgage backed security | Long | USA |
BRAVO Residential Funding Trust | 713.16 k | 717.21 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
Wellfleet CLO Ltd. | 690.93 k | 690.79 k principal | 0.14 | ABS-other | Long | Cayman Islands |
Peachtree Corners Funding Trust | 639.19 k | 650.00 k principal | 0.13 | Debt | Long | USA |
JBL Jabil Inc | 601.99 k | 650.00 k principal | 0.12 | Debt | Long | USA |
Cerberus Loan Funding XXXVI, LP | 585.29 k | 585.56 k principal | 0.11 | ABS-other | Long | Cayman Islands |
JBL Jabil Inc | 584.41 k | 600.00 k principal | 0.11 | Debt | Long | USA |
T-Mobile USA, Inc. | 568.55 k | 600.00 k principal | 0.11 | Debt | Long | USA |
New Residential Mortgage Loan Trust | 555.64 k | 596.55 k principal | 0.11 | ABS-mortgage backed security | Long | USA |
SRCL Stericycle Inc. | 547.25 k | 550.00 k principal | 0.11 | Debt | Long | USA |
Textainer Marine Containers VII Ltd. | 527.68 k | 565.49 k principal | 0.10 | ABS-other | Long | USA |
IFF International Flavors & Fragrances Inc. | 499.85 k | 540.00 k principal | 0.10 | Debt | Long | USA |
FAF First American Financial Corp | 494.64 k | 500.00 k principal | 0.10 | Debt | Long | USA |
Verus Securitization Trust | 476.04 k | 574.02 k principal | 0.09 | ABS-mortgage backed security | Long | USA |
Anglo American Capital plc | 447.72 k | 450.00 k principal | 0.09 | Debt | Long | UK |
Argent Securities Incorporated Asset-Backed Pass-Through Certificates Series | 439.36 k | 451.83 k principal | 0.09 | ABS-mortgage backed security | Long | USA |
Morgan Stanley ABS Capital I Incorporated Trust | 436.75 k | 443.22 k principal | 0.09 | ABS-mortgage backed security | Long | USA |
Cogent Communications Group, Inc. | 415.50 k | 434.00 k principal | 0.08 | Debt | Long | USA |
Weir Group plc | 409.06 k | 440.00 k principal | 0.08 | Debt | Long | UK |
JPMDB Commercial Mortgage Securities Trust | 396.37 k | 21.19 mm principal | 0.08 | ABS-mortgage backed security | Long | USA |
Fidelity & Guaranty Life Holdings, Inc. | 395.05 k | 400.00 k principal | 0.08 | Debt | Long | USA |
SG Residential Mortgage Trust | 390.65 k | 441.92 k principal | 0.08 | ABS-mortgage backed security | Long | USA |
Verus Securitization Trust | 371.85 k | 383.45 k principal | 0.07 | ABS-mortgage backed security | Long | USA |
Banc of America Funding Trust | 358.17 k | 363.46 k principal | 0.07 | ABS-mortgage backed security | Long | USA |
Towd Point Mortgage Trust | 352.96 k | 364.36 k principal | 0.07 | ABS-mortgage backed security | Long | USA |
Apollo Management Holdings, LP | 347.24 k | 350.00 k principal | 0.07 | Debt | Long | USA |
Venture XIV CLO Ltd. | 320.48 k | 320.60 k principal | 0.06 | ABS-other | Long | Cayman Islands |
BRAVO Residential Funding Trust | 318.41 k | 322.41 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
Residential Mortgage Loan Trust | 308.71 k | 324.02 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
Ellington Financial Mortgage Trust | 305.96 k | 347.67 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
Towd Point Mortgage Trust | 305.65 k | 319.38 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
Outcomes Group Holdings, Inc. | 292.66 k | 292.81 k principal | 0.06 | Loan | Long | USA |
AES AES Corp. | 288.94 k | 300.00 k principal | 0.06 | Debt | Long | USA |
GS Mortgage-Backed Securities Trust | 286.33 k | 314.55 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
Sprint Spectrum Company LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC | 278.81 k | 281.25 k principal | 0.05 | Debt | Long | USA |
Verus Securitization Trust | 274.51 k | 287.57 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
NRG NRG Energy Inc. | 271.80 k | 275.00 k principal | 0.05 | Debt | Long | USA |
Golub Capital Partners CLO 17 Ltd. | 259.27 k | 259.24 k principal | 0.05 | ABS-other | Long | Cayman Islands |
Fortress Credit Opportunities VI CLO Ltd. | 247.31 k | 250.00 k principal | 0.05 | ABS-other | Long | Cayman Islands |
Verus Securitization Trust | 184.08 k | 190.04 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
Ellington Financial Mortgage Trust | 178.98 k | 200.27 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
Fortress Credit Opportunities VI CLO Ltd. | 151.39 k | 152.47 k principal | 0.03 | ABS-other | Long | Cayman Islands |
CSMC Series | 111.73 k | 112.20 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
Towd Point Mortgage Trust | 93.71 k | 92.78 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
Cascade Funding Mortgage Trust | 78.63 k | 80.68 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
Starwood Mortgage Residential Trust | 43.90 k | 47.37 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
Dreyfus Treasury Obligations Cash Management Fund - Institutional Shares | 26.37 k | 26.37 k shares | 0.01 | Short-term investment vehicle | Long | USA |