Optimum Fixed Income Fund

Fund Profile

Fund profile

Tickers

OAFIX, OCFIX, OIFIX

Fund manager

Optimum Fixed Income Fund

Total assets

$4.15 bn

Liabilities

$1.39 bn

Net assets

$2.77 bn

Number of holdings

1.61 k

Top 200 of 1606 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Fannie Mae or Freddie Mac	180.96 mm	184.00 mm principal	6.54	ABS-mortgage backed security	Long	USA
REPURCHASE AGREEMENT	167.76 mm	167.76 mm principal	6.06	Repurchase agreement	Long	USA
Fannie Mae or Freddie Mac	143.75 mm	142.10 mm principal	5.19	ABS-mortgage backed security	Long	USA
Fannie Mae or Freddie Mac	110.34 mm	110.40 mm principal	3.99	ABS-mortgage backed security	Long	USA
REPURCHASE AGREEMENT	73.80 mm	73.80 mm principal	2.67	Repurchase agreement	Long	USA
Fannie Mae or Freddie Mac	67.76 mm	70.50 mm principal	2.45	ABS-mortgage backed security	Long	USA
Fannie Mae or Freddie Mac	67.19 mm	72.10 mm principal	2.43	ABS-mortgage backed security	Long	USA
REPURCHASE AGREEMENT	45.30 mm	45.30 mm principal	1.64	Repurchase agreement	Long	USA
United States Treasury Note/Bond	43.54 mm	43.67 mm principal	1.57	Debt	Long	USA
Fannie Mae or Freddie Mac	42.46 mm	49.20 mm principal	1.53	ABS-mortgage backed security	Long	USA
Fannie Mae or Freddie Mac	41.49 mm	50.20 mm principal	1.50	ABS-mortgage backed security	Long	USA
United States Treasury Note/Bond	38.74 mm	52.80 mm principal	1.40	Debt	Long	USA
United States Treasury Inflation Indexed Bonds	37.32 mm	37.99 mm principal	1.35	Debt	Long	USA
United States Treasury Inflation Indexed Bonds	33.98 mm	34.21 mm principal	1.23	Debt	Long	USA
United States Treasury Inflation Indexed Bonds	33.16 mm	35.40 mm principal	1.20	Debt	Long	USA
Fannie Mae or Freddie Mac	33.01 mm	32.30 mm principal	1.19	ABS-mortgage backed security	Long	USA
Fannie Mae or Freddie Mac	29.47 mm	28.60 mm principal	1.06	ABS-mortgage backed security	Long	USA
United States Treasury Note/Bond	28.37 mm	37.10 mm principal	1.02	Debt	Long	USA
United States Treasury Note/Bond	23.01 mm	23.85 mm principal	0.83	Debt	Long	USA
United States Treasury Note/Bond	22.12 mm	24.30 mm principal	0.80	Debt	Long	USA
United States Treasury Inflation Indexed Bonds	19.52 mm	19.05 mm principal	0.71	Debt	Long	USA
United States Treasury Inflation Indexed Bonds	18.86 mm	19.53 mm principal	0.68	Debt	Long	USA
United States Treasury Floating Rate Note	17.22 mm	17.24 mm principal	0.62	Debt	Long	USA
Fidelity Government Portfolio	16.02 mm	16.02 mm shares	0.58	Short-term investment vehicle	Long	USA
Goldman Sachs Financial Square Government Fund	16.02 mm	16.02 mm shares	0.58	Short-term investment vehicle	Long	USA
MSILF Government Portfolio	16.02 mm	16.02 mm shares	0.58	Short-term investment vehicle	Long	USA
BlackRock Liquidity FedFund	16.02 mm	16.02 mm shares	0.58	Short-term investment vehicle	Long	USA
United States Treasury Note/Bond	15.57 mm	15.65 mm principal	0.56	Debt	Long	USA
United States Treasury Note/Bond	15.53 mm	14.70 mm principal	0.56	Debt	Long	USA
United States Treasury Note/Bond	13.64 mm	13.36 mm principal	0.49	Debt	Long	USA
United States Treasury Note/Bond	13.58 mm	16.70 mm principal	0.49	Debt	Long	USA
Fannie Mae Pool	12.78 mm	14.78 mm principal	0.46	ABS-mortgage backed security	Long	USA
United States Treasury Note/Bond	12.59 mm	12.70 mm principal	0.46	Debt	Long	USA
United States Treasury Note/Bond	12.03 mm	13.20 mm principal	0.43	Debt	Long	USA
Freddie Mac Pool	11.63 mm	11.83 mm principal	0.42	ABS-mortgage backed security	Long	USA
United States Treasury Note/Bond	11.60 mm	11.17 mm principal	0.42	Debt	Long	USA
Fannie Mae Pool	11.09 mm	11.28 mm principal	0.40	ABS-mortgage backed security	Long	USA
United States Treasury Note/Bond	10.83 mm	10.88 mm principal	0.39	Debt	Long	USA
United States Treasury Note/Bond	10.43 mm	16.00 mm principal	0.38	Debt	Long	USA
United States Treasury Note/Bond	9.81 mm	13.70 mm principal	0.35	Debt	Long	USA
Freddie Mac Pool	9.51 mm	9.51 mm principal	0.34	ABS-mortgage backed security	Long	USA
United States Treasury Floating Rate Note	9.50 mm	9.51 mm principal	0.34	Debt	Long	USA
Fannie Mae Pool	8.20 mm	9.83 mm principal	0.30	ABS-mortgage backed security	Long	USA
Nissan Master Owner Trust Receivables	8.15 mm	8.00 mm principal	0.29	ABS-other	Long	USA
United States Treasury Note/Bond	8.09 mm	7.46 mm principal	0.29	Debt	Long	USA
United States Treasury Note/Bond	7.94 mm	13.50 mm principal	0.29	Debt	Long	USA
United States Treasury Note/Bond	7.94 mm	7.89 mm principal	0.29	Debt	Long	USA
Citizens Auto Receivables Trust 2023-1	7.91 mm	7.80 mm principal	0.29	ABS-other	Long	USA
Fannie Mae Pool	7.77 mm	8.14 mm principal	0.28	ABS-mortgage backed security	Long	USA
JPMBB Commercial Mortgage Securities Trust 2015-C31	7.38 mm	7.48 mm principal	0.27	ABS-mortgage backed security	Long	USA
BANK 2019-BNK20	7.31 mm	8.00 mm principal	0.26	ABS-mortgage backed security	Long	USA
United States Treasury Inflation Indexed Bonds	7.25 mm	7.16 mm principal	0.26	Debt	Long	USA
Fannie Mae Pool	7.19 mm	7.04 mm principal	0.26	ABS-mortgage backed security	Long	USA
Cassa Depositi e Prestiti SpA	6.93 mm	6.60 mm principal	0.25	Debt	Long	Italy
Vistra Operations Co LLC	6.84 mm	6.06 mm principal	0.25	Debt	Long	USA
Bank of America Corp	6.78 mm	6.90 mm principal	0.25	Debt	Long	USA
Ford Credit Floorplan Master Owner Trust A Series 2024-1	6.66 mm	6.50 mm principal	0.24	ABS-other	Long	USA
Domino's Pizza Master Issuer LLC	6.63 mm	7.20 mm principal	0.24	ABS-other	Long	USA
Fannie Mae Pool	6.42 mm	6.52 mm principal	0.23	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	6.41 mm	6.36 mm principal	0.23	ABS-mortgage backed security	Long	USA
Province of Quebec Canada	6.24 mm	8.40 mm principal	0.23	Debt	Long	Canada
Fannie Mae Pool	6.22 mm	7.50 mm principal	0.22	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	6.18 mm	6.76 mm principal	0.22	ABS-mortgage backed security	Long	USA
GS The Goldman Sachs Group, Inc.	6.07 mm	6.10 mm principal	0.22	Debt	Long	USA
BA The Boeing Company	6.00 mm	5.47 mm principal	0.22	Debt	Long	USA
Fannie Mae Pool	5.92 mm	6.28 mm principal	0.21	ABS-mortgage backed security	Long	USA
Benchmark 2021-B24 Mortgage Trust	5.91 mm	6.79 mm principal	0.21	ABS-mortgage backed security	Long	USA
Ginnie Mae	5.80 mm	6.00 mm principal	0.21	ABS-mortgage backed security	Long	USA
Tennessee Gas Pipeline Co LLC	5.75 mm	6.28 mm principal	0.21	Debt	Long	USA
Broadcom Pte. Ltd.	5.73 mm	6.36 mm principal	0.21	Debt	Long	USA
Deutsche Bank AG/New York NY	5.69 mm	5.70 mm principal	0.21	Debt	Long	Germany
Freddie Mac Pool	5.64 mm	5.49 mm principal	0.20	ABS-mortgage backed security	Long	USA
Toyota Auto Receivables 2024-B Owner Trust	5.62 mm	5.50 mm principal	0.20	ABS-other	Long	USA
Benchmark 2020-B22 Mortgage Trust	5.62 mm	6.60 mm principal	0.20	ABS-mortgage backed security	Long	USA
GS The Goldman Sachs Group, Inc.	5.60 mm	5.20 mm principal	0.20	Debt	Long	USA
Freddie Mac Pool	5.59 mm	6.39 mm principal	0.20	ABS-mortgage backed security	Long	USA
Air Lease Corp	5.58 mm	6.05 mm principal	0.20	Debt	Long	USA
PCG+A Pacific Gas & Electric Co.	5.57 mm	7.17 mm principal	0.20	Debt	Long	USA
CPB Campbell Soup Company	5.54 mm	5.40 mm principal	0.20	Debt	Long	USA
IRS USD	5.37 mm	1.00 contracts	0.19	Interest rate derivative	N/A	USA
ENB Enbridge Inc.	5.27 mm	5.00 mm principal	0.19	Debt	Long	Canada
Benchmark 2021-B29 Mortgage Trust	5.22 mm	6.00 mm principal	0.19	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	5.20 mm	5.21 mm principal	0.19	ABS-mortgage backed security	Long	USA
Bank of America Corp	5.20 mm	5.00 mm principal	0.19	Debt	Long	USA
Wells Fargo & Co	5.20 mm	5.30 mm principal	0.19	Debt	Long	USA
Freddie Mac Pool	5.19 mm	5.37 mm principal	0.19	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	5.19 mm	5.09 mm principal	0.19	ABS-mortgage backed security	Long	USA
Wells Fargo & Co	5.19 mm	5.00 mm principal	0.19	Debt	Long	USA
BPCE SA	5.17 mm	5.00 mm principal	0.19	Debt	Long	France
Truist Bank	5.16 mm	5.18 mm principal	0.19	Debt	Long	USA
Nationwide Building Society	5.15 mm	5.20 mm principal	0.19	Debt	Long	UK
AMT American Tower Corporation	5.14 mm	5.98 mm principal	0.19	Debt	Long	USA
GDB Debt Recovery Authority of Puerto Rico	5.11 mm	5.25 mm principal	0.18	Debt	Long	USA
Fannie Mae or Freddie Mac	5.11 mm	5.00 mm principal	0.18	ABS-mortgage backed security	Long	USA
Duke Energy Carolinas LLC	5.11 mm	4.95 mm principal	0.18	Debt	Long	USA
FMG Resources August 2006 Pty Ltd	5.10 mm	4.99 mm principal	0.18	Debt	Long	Australia
Fannie Mae Pool	5.09 mm	5.46 mm principal	0.18	ABS-mortgage backed security	Long	USA
Verus Securitization Trust 2023-7	5.05 mm	4.93 mm principal	0.18	ABS-mortgage backed security	Long	USA
Morgan Stanley	5.03 mm	4.40 mm principal	0.18	Debt	Long	USA
NatWest Group PLC	5.02 mm	5.00 mm principal	0.18	Debt	Long	UK
JPMorgan Chase & Co	5.00 mm	5.50 mm principal	0.18	Debt	Long	USA
FANG Diamondback Energy, Inc.	4.99 mm	4.95 mm principal	0.18	Debt	Long	USA
Freddie Mac Pool	4.90 mm	5.32 mm principal	0.18	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	4.89 mm	5.05 mm principal	0.18	ABS-mortgage backed security	Long	USA
CQP Cheniere Energy Partners, L.P.	4.89 mm	4.95 mm principal	0.18	Debt	Long	USA
CyrusOne Data Centers Issuer I LLC	4.86 mm	5.00 mm principal	0.18	ABS-other	Long	USA
UBS Group AG	4.78 mm	4.53 mm principal	0.17	Debt	Long	Switzerland
Freddie Mac Pool	4.78 mm	4.65 mm principal	0.17	ABS-mortgage backed security	Long	USA
Bank of America Corp	4.75 mm	5.63 mm principal	0.17	Debt	Long	USA
Freddie Mac STACR REMIC Trust 2021-HQA2	4.68 mm	4.59 mm principal	0.17	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	4.66 mm	4.60 mm principal	0.17	ABS-mortgage backed security	Long	USA
Energy Transfer LP	4.65 mm	4.42 mm principal	0.17	Debt	Long	USA
Freddie Mac Pool	4.64 mm	5.12 mm principal	0.17	ABS-mortgage backed security	Long	USA
GS Mortgage Securities Trust 2019-GC42	4.63 mm	5.00 mm principal	0.17	ABS-mortgage backed security	Long	USA
United States Treasury Note/Bond	4.60 mm	4.34 mm principal	0.17	Debt	Long	USA
Ford Credit Auto Owner Trust 2024-B	4.60 mm	4.50 mm principal	0.17	ABS-other	Long	USA
Morgan Stanley	4.52 mm	4.50 mm principal	0.16	Debt	Long	USA
Fannie Mae Pool	4.48 mm	4.77 mm principal	0.16	ABS-mortgage backed security	Long	USA
Connecticut Avenue Securities Trust 2024-R04	4.47 mm	4.47 mm principal	0.16	ABS-mortgage backed security	Long	USA
ABBV AbbVie Inc.	4.47 mm	4.30 mm principal	0.16	Debt	Long	USA
Fannie Mae Pool	4.44 mm	5.08 mm principal	0.16	ABS-mortgage backed security	Long	USA
Euro-Galaxy III CLO DAC	4.42 mm	3.99 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	Ireland
Benchmark 2020-B20 Mortgage Trust	4.42 mm	5.25 mm principal	0.16	ABS-mortgage backed security	Long	USA
IRS USD	4.41 mm	1.00 contracts	0.16	Interest rate derivative	N/A	UK
Diamond Infrastructure Funding LLC	4.37 mm	4.70 mm principal	0.16	ABS-other	Long	USA
CCI Crown Castle Inc.	4.34 mm	5.00 mm principal	0.16	Debt	Long	USA
Freddie Mac Pool	4.33 mm	4.72 mm principal	0.16	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	4.29 mm	4.46 mm principal	0.15	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	4.27 mm	4.24 mm principal	0.15	ABS-mortgage backed security	Long	USA
AerCap Ireland Capital DAC / AerCap Global Aviation Trust	4.26 mm	4.50 mm principal	0.15	Debt	Long	Ireland
Astrazeneca Finance LLC	4.25 mm	4.60 mm principal	0.15	Debt	Long	USA
HCA Inc	4.24 mm	4.50 mm principal	0.15	Debt	Long	USA
General Motors Financial Co Inc	4.24 mm	4.10 mm principal	0.15	Debt	Long	USA
CVS CVS Health Corporation	4.22 mm	4.40 mm principal	0.15	Debt	Long	USA
Morgan Stanley	4.20 mm	4.10 mm principal	0.15	Debt	Long	USA
Fannie Mae or Freddie Mac	4.20 mm	4.15 mm principal	0.15	ABS-mortgage backed security	Long	USA
ING Groep NV	4.20 mm	4.00 mm principal	0.15	Debt	Long	Netherlands
CD 2019-CD8 Mortgage Trust	4.18 mm	4.58 mm principal	0.15	ABS-mortgage backed security	Long	USA
NextEra Energy Capital Holdings Inc	4.15 mm	4.50 mm principal	0.15	Debt	Long	USA
UNH UnitedHealth Group Incorporated	4.14 mm	4.00 mm principal	0.15	Debt	Long	USA
Brookfield Capital Finance LLC	4.12 mm	3.80 mm principal	0.15	Debt	Long	USA
Virginia Electric and Power Co	4.10 mm	4.00 mm principal	0.15	Debt	Long	USA
JPMorgan Chase Bank NA	4.09 mm	4.00 mm principal	0.15	Debt	Long	USA
Carvana Auto Receivables Trust 2024-P2	4.09 mm	4.00 mm principal	0.15	ABS-other	Long	USA
NWG NatWest Group plc	4.04 mm	3.80 mm principal	0.15	Debt	Long	UK
Fannie Mae Pool	4.02 mm	4.26 mm principal	0.15	ABS-mortgage backed security	Long	USA
GM Financial Consumer Automobile Receivables Trust 2024-2	4.02 mm	4.00 mm principal	0.15	ABS-other	Long	USA
PFP 2024-11 Ltd	4.01 mm	4.00 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	USA
Cross 2024-H3 Mortgage Trust	4.01 mm	3.94 mm principal	0.14	ABS-mortgage backed security	Long	USA
Anchorage Capital CLO 6 Ltd	4.00 mm	4.00 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
AG Trust 2024-NLP	4.00 mm	4.00 mm principal	0.14	ABS-mortgage backed security	Long	USA
GCAT 2024-NQM2 Trust	3.97 mm	3.92 mm principal	0.14	ABS-mortgage backed security	Long	USA
Brazil Letras do Tesouro Nacional	3.97 mm	22.20 mm principal	0.14	Debt	Long	Brazil
Morgan Stanley	3.96 mm	4.00 mm principal	0.14	Debt	Long	USA
Morgan Stanley	3.96 mm	4.73 mm principal	0.14	Debt	Long	USA
CDW LLC / CDW Finance Corp	3.93 mm	4.14 mm principal	0.14	Debt	Long	USA
Wells Fargo & Co	3.92 mm	3.80 mm principal	0.14	Debt	Long	USA
Towd Point Mortgage Trust 2019-4	3.91 mm	4.07 mm principal	0.14	ABS-mortgage backed security	Long	USA
United States Treasury Note/Bond	3.90 mm	3.88 mm principal	0.14	Debt	Long	USA
Fannie Mae Pool	3.88 mm	4.43 mm principal	0.14	ABS-mortgage backed security	Long	USA
Bank of America Corp	3.87 mm	3.67 mm principal	0.14	Debt	Long	USA
CWABS Asset-Backed Certificates Trust 2005-2	3.86 mm	4.20 mm principal	0.14	ABS-other	Long	USA
Morgan Stanley Capital I Trust 2020-HR8	3.86 mm	4.42 mm principal	0.14	ABS-mortgage backed security	Long	USA
Citigroup Mortgage Loan Trust 2024-1	3.84 mm	3.84 mm principal	0.14	ABS-mortgage backed security	Long	USA
Porsche Innovative Lease Owner Trust 2024-1	3.82 mm	3.80 mm principal	0.14	ABS-other	Long	USA
Freddie Mac Pool	3.82 mm	3.75 mm principal	0.14	ABS-mortgage backed security	Long	USA
Chase Home Lending Mortgage Trust Series 2024-7	3.82 mm	3.84 mm principal	0.14	ABS-mortgage backed security	Long	USA
Verus Securitization Trust 2024-4	3.79 mm	3.72 mm principal	0.14	ABS-mortgage backed security	Long	USA
Charter Communications Operating LLC / Charter Communications Operating Capital	3.78 mm	3.80 mm principal	0.14	Debt	Long	USA
Aviation Capital Group LLC	3.77 mm	3.91 mm principal	0.14	Debt	Long	USA
Logicor Financing Sarl	3.72 mm	3.40 mm principal	0.13	Debt	Long	Luxembourg
Lloyds Banking Group PLC	3.68 mm	3.60 mm principal	0.13	Debt	Long	UK
ABN AMRO Bank NV	3.68 mm	4.00 mm principal	0.13	Debt	Long	Netherlands
Freddie Mac Pool	3.68 mm	3.60 mm principal	0.13	ABS-mortgage backed security	Long	USA
Ginnie Mae I Pool	3.65 mm	3.95 mm principal	0.13	ABS-mortgage backed security	Long	USA
Cantor Commercial Real Estate Lending 2019-CF2	3.64 mm	4.00 mm principal	0.13	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	3.62 mm	3.76 mm principal	0.13	ABS-mortgage backed security	Long	USA
Sculptor European CLO V DAC	3.60 mm	3.24 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	Ireland
Adnoc Murban Rsc Ltd	3.59 mm	3.60 mm principal	0.13	Debt	Long	United Arab Emirates
Sprint Capital Corp	3.58 mm	3.28 mm principal	0.13	Debt	Long	USA
Ford Motor Credit Co LLC	3.56 mm	3.50 mm principal	0.13	Debt	Long	USA
Santander UK Group Holdings PLC	3.55 mm	3.35 mm principal	0.13	Debt	Long	UK
HSBC HSBC Holdings plc	3.55 mm	3.80 mm principal	0.13	Debt	Long	UK
Danske Bank A/S	3.54 mm	3.40 mm principal	0.13	Debt	Long	Denmark
Ares European CLO XIV DAC	3.53 mm	3.17 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	Ireland
GreenState Auto Receivables Trust 2024-1	3.52 mm	3.51 mm principal	0.13	ABS-other	Long	USA
Cellnex Finance Co SA	3.52 mm	4.30 mm principal	0.13	Debt	Long	Spain
Freddie Mac Gold Pool	3.50 mm	3.69 mm principal	0.13	ABS-mortgage backed security	Long	USA
IRB HOLDING CORP	3.50 mm	3.50 mm principal	0.13	Loan	Long	USA
STWD Starwood Property Trust, Inc.	3.48 mm	3.32 mm principal	0.13	Debt	Long	USA
BPCE SA	3.48 mm	3.35 mm principal	0.13	Debt	Long	France
BCS Barclays PLC	3.46 mm	3.00 mm principal	0.13	Debt	Long	UK
Freddie Mac Pool	3.44 mm	3.36 mm principal	0.12	ABS-mortgage backed security	Long	USA
NextEra Energy Capital Holdings Inc	3.43 mm	3.40 mm principal	0.12	Debt	Long	USA
Cooperatieve Rabobank UA	3.43 mm	3.30 mm principal	0.12	Debt	Long	Netherlands
Charter Communications Operating LLC / Charter Communications Operating Capital	3.42 mm	4.00 mm principal	0.12	Debt	Long	USA
FI Fiserv, Inc.	3.38 mm	3.50 mm principal	0.12	Debt	Long	USA
ET Energy Transfer LP	3.38 mm	3.38 mm principal	0.12	Debt	Long	USA
United Airlines Inc	3.37 mm	3.49 mm principal	0.12	Debt	Long	USA
KIOR Kior Inc	3.37 mm	3.39 mm principal	0.12	Debt	Long	USA