iMGP Alternative Strategies Fund

Fund Profile

Fund profile

Tickers

MASFX, MASNX

Fund manager

Litman Gregory Funds Trust

Total assets

$477.42 mm

Liabilities

$41.48 mm

Net assets

$435.94 mm

Number of holdings

1.13 k

Top 200 of 1131 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
U.S. Treasury Bills	68.90 mm	69.50 mm principal	15.80	Short-term investment vehicle	Long	USA
FIXED INC CLEARING CORP.REPO Fixed Income Clearing Corp.	22.26 mm	22.26 mm principal	5.11	Repurchase agreement	Long	USA
AMED Amedisys, Inc.	4.33 mm	44.90 k shares	0.99	Common equity	Long	USA
HES Hess Corporation	4.24 mm	31.21 k shares	0.97	Common equity	Long	USA
AXNX Axonics, Inc.	3.88 mm	55.82 k shares	0.89	Common equity	Long	USA
MRO Marathon Oil Corp	3.55 mm	133.23 k shares	0.81	Common equity	Long	USA
HCP HashiCorp, Inc.	3.35 mm	98.92 k shares	0.77	Common equity	Long	USA
CHX ChampionX Corporation	3.11 mm	103.26 k shares	0.71	Common equity	Long	USA
K Kellogg Company	3.08 mm	38.12 k shares	0.71	Common equity	Long	USA
JNPR Juniper Networks, Inc.	2.96 mm	75.81 k shares	0.68	Common equity	Long	USA
AYX Alteryx Inc - Ordinary Shares	2.88 mm	2.80 mm principal	0.66	Debt	Long	USA
EDR Endeavor Group Holdings, Inc.	2.78 mm	97.51 k shares	0.64	Common equity	Long	USA
VZIO Vizio Holding Corp.	2.60 mm	232.50 k shares	0.60	Common equity	Long	USA
CTLT Catalent, Inc.	2.58 mm	42.58 k shares	0.59	Common equity	Long	USA
U.S. Treasury Notes	2.47 mm	2.48 mm principal	0.57	Debt	Long	USA
TTGT TechTarget, Inc.	2.35 mm	2.40 mm principal	0.54	Debt	Long	USA
Progress Residential 2021-SFR2 Trust	2.34 mm	2.43 mm principal	0.54	ABS-other	Long	USA
X United States Steel Corporation	2.31 mm	65.41 k shares	0.53	Common equity	Long	USA
AMSR 2021-SFR1 Trust	2.31 mm	2.50 mm principal	0.53	ABS-other	Long	USA
FMC GMSR Issuer Trust	2.29 mm	2.50 mm principal	0.53	ABS-other	Long	USA
EVRI Everi Holdings Inc.	2.27 mm	2.28 mm principal	0.52	Debt	Long	USA
PRFT Perficient, Inc.	2.12 mm	28.10 k shares	0.49	Common equity	Long	USA
ANSS ANSYS, Inc.	2.01 mm	6.32 k shares	0.46	Common equity	Long	USA
GEAR Vista Outdoor Inc.	1.97 mm	1.98 mm principal	0.45	Debt	Long	USA
ACI Albertsons Companies, Inc.	1.89 mm	102.54 k shares	0.43	Common equity	Long	USA
New Residential Mortgage Loan Trust 2021-NQM1R	1.89 mm	2.25 mm principal	0.43	ABS-mortgage backed security	Long	USA
VGR Vector Group Ltd.	1.89 mm	1.86 mm principal	0.43	Debt	Long	USA
DISH DISH Network CORP	1.77 mm	2.19 mm principal	0.41	Debt	Long	USA
AMSR 2020-SFR5 Trust	1.77 mm	1.80 mm principal	0.41	ABS-other	Long	USA
U.S. Treasury Bills	1.76 mm	1.80 mm principal	0.40	Short-term investment vehicle	Long	USA
FMC GMSR Issuer Trust	1.75 mm	1.90 mm principal	0.40	ABS-other	Long	USA
VGR Vector Group Ltd.	1.73 mm	115.87 k shares	0.40	Common equity	Long	USA
MGRC McGrath RentCorp	1.71 mm	16.21 k shares	0.39	Common equity	Long	USA
DISH DBS Corp	1.63 mm	1.76 mm principal	0.37	Debt	Long	USA
Verus Securitization Trust 2021-7	1.53 mm	2.00 mm principal	0.35	ABS-mortgage backed security	Long	USA
Imperial Fund Mortgage Trust 2021-NQM3	1.52 mm	2.00 mm principal	0.35	ABS-mortgage backed security	Long	USA
Delivery Hero SE	1.42 mm	1.40 mm principal	0.32	Debt	Long	Germany
Cologix Data Centers US Issuer LLC	1.41 mm	1.50 mm principal	0.32	ABS-other	Long	USA
U.S. Treasury Bills	1.37 mm	1.40 mm principal	0.31	Short-term investment vehicle	Long	USA
Castlelake Aircraft Securitization Trust 2018-1	1.37 mm	4.35 mm principal	0.31	ABS-other	Long	USA
U.S. Treasury Notes	1.36 mm	1.60 mm principal	0.31	Debt	Long	USA
U.S. Treasury Bills	1.36 mm	1.38 mm principal	0.31	Short-term investment vehicle	Long	USA
Government National Mortgage Association	1.34 mm	9.50 mm principal	0.31	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	1.32 mm	9.22 mm principal	0.30	ABS-mortgage backed security	Long	USA
RUSHA Rush Enterprises, Inc.	1.31 mm	24.85 k shares	0.30	Common equity	Long	USA
W Wayfair Inc.	1.30 mm	1.36 mm principal	0.30	Debt	Long	USA
Frontier Communications Holdings LLC	1.29 mm	1.21 mm principal	0.30	Debt	Long	USA
State Street Navigator Securities Lending Government Money Market Portfolio	1.26 mm	1.26 mm shares	0.29	Short-term investment vehicle	Long	USA
Deutsche Mortgage & Asset Receiving Corp	1.26 mm	1.56 mm principal	0.29	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	1.24 mm	40.13 mm principal	0.28	ABS-mortgage backed security	Long	USA
Teva Pharmaceutical Finance Netherlands II BV	1.21 mm	1.09 mm principal	0.28	Debt	Long	Netherlands
PETQ PetIQ, Inc.	1.18 mm	38.46 k shares	0.27	Common equity	Long	USA
SMAR Smartsheet Inc.	1.15 mm	20.79 k shares	0.26	Common equity	Long	USA
SRCL Stericycle Inc	1.15 mm	18.87 k shares	0.26	Common equity	Long	USA
U.S. Treasury Bills	1.14 mm	1.14 mm principal	0.26	Short-term investment vehicle	Long	USA
Teva Pharmaceutical Finance Netherlands III BV	1.13 mm	1.52 mm principal	0.26	Debt	Long	Netherlands
Willis Engine Structured Trust VI	1.12 mm	1.14 mm principal	0.26	ABS-other	Long	USA
Fannie Mae-Aces	1.11 mm	26.79 mm principal	0.25	ABS-mortgage backed security	Long	USA
META Meta Platforms, Inc.	1.10 mm	1.92 k shares	0.25	Common equity	Long	USA
SQSP Squarespace, Inc.	1.09 mm	23.57 k shares	0.25	Common equity	Long	USA
SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC	1.06 mm	133.00 k principal	0.24	ABS-other	Long	USA
CSC Holdings LLC	1.06 mm	2.08 mm principal	0.24	Debt	Long	USA
CMCSA Comcast Corporation	1.05 mm	25.22 k shares	0.24	Common equity	Long	USA
CSAIL 2016-C6 Commercial Mortgage Trust	1.04 mm	1.13 mm principal	0.24	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	1.04 mm	16.74 mm principal	0.24	ABS-mortgage backed security	Long	USA
ADI Analog Devices, Inc.	1.03 mm	4.49 k shares	0.24	Common equity	Long	USA
BCAP LLC 2011-RR11 Trust	1.03 mm	1.68 mm principal	0.24	ABS-mortgage backed security	Long	USA
Holcim AG	1.01 mm	10.32 k shares	0.23	Common equity	Long	Switzerland
Select Medical Corp	1.01 mm	1.00 mm principal	0.23	Debt	Long	USA
Canyon CLO 2021-4 Ltd	1.01 mm	1.00 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Apidos CLO XXIV	1.00 mm	1.00 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Spirit AeroSystems Inc	1.00 mm	899.00 k principal	0.23	Debt	Long	USA
Wellfleet CLO 2017-3 Ltd	1.00 mm	1.00 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	Cayman Islands
PFP 2021-8 Ltd	1.00 mm	1.00 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	Cayman Islands
EAT Brinker International, Inc.	1.00 mm	1.00 mm principal	0.23	Debt	Long	USA
EVRI Everi Holdings Inc.	998.81 k	76.01 k shares	0.23	Common equity	Long	USA
Cook Park CLO Ltd	997.50 k	1.00 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	Cayman Islands
U.S. Treasury Bonds	992.06 k	1.40 mm principal	0.23	Debt	Long	USA
CitiMortgage Alternative Loan Trust Series 2007-A6	989.70 k	1.14 mm principal	0.23	ABS-mortgage backed security	Long	USA
Galaxy XIX CLO Ltd	989.43 k	1.00 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	Cayman Islands
U.S. Treasury Bills	986.79 k	1.00 mm principal	0.23	Short-term investment vehicle	Long	USA
GLS Auto Receivables Issuer Trust 2021-4	971.14 k	1.00 mm principal	0.22	ABS-other	Long	USA
U.S. Treasury Bills	966.71 k	1.00 mm principal	0.22	Short-term investment vehicle	Long	USA
Canyon Capital CLO 2016-1 Ltd	962.50 k	1.00 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Blue Stream Issuer LLC	956.35 k	1.00 mm principal	0.22	ABS-other	Long	USA
Freddie Mac REMICS	951.91 k	6.19 mm principal	0.22	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	949.94 k	8.50 mm principal	0.22	ABS-mortgage backed security	Long	USA
RVNC Revance Therapeutics, Inc.	942.83 k	181.66 k shares	0.22	Common equity	Long	USA
ARCC Ares Capital Corporation	935.20 k	1.01 mm principal	0.21	Debt	Long	USA
Hilton Domestic Operating Co Inc	934.38 k	1.03 mm principal	0.21	Debt	Long	USA
FICO Fair Isaac Corporation	933.58 k	964.00 k principal	0.21	Debt	Long	USA
UBER Uber Technologies, Inc.	933.40 k	940.00 k principal	0.21	Debt	Long	USA
Allison Transmission Inc	932.76 k	1.02 mm principal	0.21	Debt	Long	USA
Government National Mortgage Association	932.49 k	6.10 mm principal	0.21	ABS-mortgage backed security	Long	USA
MetroNet Infrastructure Issuer LLC	928.92 k	887.00 k principal	0.21	ABS-other	Long	USA
Octagon Investment Partners XVI Ltd	926.99 k	1.00 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GOOG Alphabet Inc.	919.47 k	5.54 k shares	0.21	Common equity	Long	USA
BLCO Bausch + Lomb Corporation	910.53 k	860.00 k principal	0.21	Debt	Long	Canada
COMM 2018-HCLV Mortgage Trust	909.82 k	1.99 mm principal	0.21	ABS-mortgage backed security	Long	USA
CSAIL 2020-C19 Commercial Mortgage Trust	909.42 k	1.40 mm principal	0.21	ABS-mortgage backed security	Long	USA
Dryden 40 Senior Loan Fund	907.50 k	1.00 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	Cayman Islands
POST Post Holdings, Inc.	894.95 k	957.00 k principal	0.21	Debt	Long	USA
C Citigroup Inc.	893.93 k	14.28 k shares	0.21	Common equity	Long	USA
Benchmark 2021-B31 Mortgage Trust	888.47 k	1.64 mm principal	0.20	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	880.19 k	14.44 mm principal	0.20	ABS-mortgage backed security	Long	USA
PARA Paramount Global	877.69 k	82.65 k shares	0.20	Common equity	Long	USA
TE Connectivity PLC	874.23 k	5.79 k shares	0.20	Common equity	Long	Ireland
IFF International Flavors & Fragrances Inc.	874.07 k	8.33 k shares	0.20	Common equity	Long	USA
Freddie Mac REMICS	866.05 k	5.03 mm principal	0.20	ABS-mortgage backed security	Long	USA
Affirm Asset Securitization Trust 2023-A	857.27 k	850.00 k principal	0.20	ABS-other	Long	USA
Enstar Group Ltd	849.64 k	2.64 k shares	0.19	Common equity	Long	Bermuda
UBS-Barclays Commercial Mortgage Trust 2013-C5	843.14 k	1.00 mm principal	0.19	ABS-mortgage backed security	Long	USA
WFRBS Commercial Mortgage Trust 2012-C10	840.75 k	1.02 mm principal	0.19	ABS-mortgage backed security	Long	USA
Hess Midstream Operations LP	840.00 k	880.00 k principal	0.19	Debt	Long	USA
GS Mortgage Securities Trust 2014-GC26	827.50 k	1.34 mm principal	0.19	ABS-mortgage backed security	Long	USA
Freddie Mac REMICS	824.02 k	1.36 mm principal	0.19	ABS-mortgage backed security	Long	USA
GS Mortgage Securities Corp Trust 2013-PEMB	809.53 k	1.13 mm principal	0.19	ABS-mortgage backed security	Long	USA
Constant Contact Inc Second Lien Term Loan	809.38 k	875.00 k principal	0.19	Loan	Long	USA
Government National Mortgage Association	807.89 k	4.95 mm principal	0.19	ABS-mortgage backed security	Long	USA
Bollore SE	806.20 k	120.88 k shares	0.18	Common equity	Long	France
Spirent Communications PLC	802.46 k	351.08 k shares	0.18	Common equity	Long	UK
RCM R1 RCM Inc.	787.88 k	55.60 k shares	0.18	Common equity	Long	USA
LCM XVII LP	786.52 k	1.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Government National Mortgage Association	774.26 k	5.08 mm principal	0.18	ABS-mortgage backed security	Long	USA
SCI Service Corporation International	772.40 k	834.00 k principal	0.18	Debt	Long	USA
Atlantica Sustainable Infrastructure PLC	771.76 k	35.11 k shares	0.18	Common equity	Long	UK
U.S. Treasury Bills	771.15 k	800.00 k principal	0.18	Short-term investment vehicle	Long	USA
Cineplex Inc	769.03 k	991.00 k principal	0.18	Debt	Long	Canada
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21	768.90 k	858.00 k principal	0.18	ABS-mortgage backed security	Long	USA
Navient Private Education Refi Loan Trust 2019-F	758.09 k	855.00 k principal	0.17	ABS-other	Long	USA
CSMC 2014-USA OA LLC	757.41 k	1.48 mm principal	0.17	ABS-mortgage backed security	Long	USA
CSMC 2021-NQM1	755.92 k	1.10 mm principal	0.17	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	753.06 k	6.68 mm principal	0.17	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	748.81 k	5.95 mm principal	0.17	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	748.62 k	5.71 mm principal	0.17	ABS-mortgage backed security	Long	USA
Buttermilk Park CLO Ltd	747.10 k	750.00 k principal	0.17	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Lehman Mortgage Trust 2007-1	745.59 k	742.79 k principal	0.17	ABS-mortgage backed security	Long	USA
YUM Yum! Brands, Inc.	740.13 k	749.00 k principal	0.17	Debt	Long	USA
Murphy Oil USA Inc	735.11 k	815.00 k principal	0.17	Debt	Long	USA
TPX Tempur Sealy International, Inc.	731.76 k	820.00 k principal	0.17	Debt	Long	USA
Ocean Trails CLO V	700.89 k	700.00 k principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Glencore Funding LLC	689.27 k	625.00 k principal	0.16	Debt	Long	USA
Government National Mortgage Association	687.62 k	9.44 mm principal	0.16	ABS-mortgage backed security	Long	USA
VOLT XCIV LLC	685.52 k	700.47 k principal	0.16	ABS-other	Long	USA
Government National Mortgage Association	684.81 k	4.58 mm principal	0.16	ABS-mortgage backed security	Long	USA
BBCMS Trust 2018-CBM	679.54 k	750.00 k principal	0.16	ABS-mortgage backed security	Long	USA
CLR Continental Resources Inc (OKLA)	679.37 k	665.00 k principal	0.16	Debt	Long	USA
Government National Mortgage Association	671.65 k	9.73 mm principal	0.15	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	659.87 k	9.87 mm principal	0.15	ABS-mortgage backed security	Long	USA
Octagon Investment Partners 26 Ltd	659.19 k	1.00 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	Cayman Islands
IndyMac INDX Mortgage Loan Trust 2007-AR5	658.80 k	825.07 k principal	0.15	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	641.41 k	5.48 mm principal	0.15	ABS-mortgage backed security	Long	USA
Go Daddy Operating Co LLC / GD Finance Co Inc	636.76 k	678.00 k principal	0.15	Debt	Long	USA
WFC Wells Fargo & Company	633.25 k	11.21 k shares	0.15	Common equity	Long	USA
AMZN Amazon.com, Inc.	631.66 k	3.39 k shares	0.14	Common equity	Long	USA
PBI Pitney Bowes Inc.	624.40 k	635.00 k principal	0.14	Debt	Long	USA
Mosaic Solar Loans 2017-2 LLC	624.35 k	693.53 k principal	0.14	ABS-other	Long	USA
WCN Waste Connections, Inc.	622.80 k	725.00 k principal	0.14	Debt	Long	Canada
MHO M/I Homes, Inc.	620.00 k	660.00 k principal	0.14	Debt	Long	USA
TransDigm Inc	617.67 k	635.00 k principal	0.14	Debt	Long	USA
PPC Pilgrim's Pride Corporation	611.32 k	550.00 k principal	0.14	Debt	Long	USA
GOOG Alphabet Inc.	602.55 k	3.60 k shares	0.14	Common equity	Long	USA
Fannie Mae-Aces	600.82 k	67.86 mm principal	0.14	ABS-mortgage backed security	Long	USA
Aon PLC	599.25 k	1.73 k shares	0.14	Common equity	Long	Ireland
GS Mortgage Securities Corp Trust 2021-ARDN	593.86 k	600.00 k principal	0.14	ABS-mortgage backed security	Long	USA
TPH Tri Pointe Homes, Inc.	590.97 k	580.00 k principal	0.14	Debt	Long	USA
Lealand Finance Company BV 2020 Take Back Term Loan	590.85 k	1.54 mm principal	0.14	Loan	Long	Netherlands
Heineken Holding NV	585.56 k	7.75 k shares	0.13	Common equity	Long	Netherlands
Government National Mortgage Association	583.74 k	5.43 mm principal	0.13	ABS-mortgage backed security	Long	USA
PATK Patrick Industries, Inc.	580.84 k	610.00 k principal	0.13	Debt	Long	USA
HOLX Hologic, Inc.	577.86 k	620.00 k principal	0.13	Debt	Long	USA
Prime Mortgage Trust 2006-DR1	571.67 k	635.98 k principal	0.13	ABS-mortgage backed security	Long	USA
Iron Mountain Information Management Services Inc	561.72 k	582.00 k principal	0.13	Debt	Long	USA
Wells Fargo Commercial Mortgage Trust 2016-C34	559.88 k	600.00 k principal	0.13	ABS-mortgage backed security	Long	USA
CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10	556.60 k	2.26 mm principal	0.13	ABS-mortgage backed security	Long	USA
Chase Mortgage Finance Trust Series 2007-S3	552.45 k	1.26 mm principal	0.13	ABS-mortgage backed security	Long	USA
Safran SA	546.72 k	2.32 k shares	0.13	Common equity	Long	France
DTM DT Midstream, Inc.	543.74 k	568.00 k principal	0.12	Debt	Long	USA
GS Mortgage Securities Trust 2011-GC5	537.74 k	1.01 mm principal	0.12	ABS-mortgage backed security	Long	USA
BHG Securitization Trust 2022-A	532.93 k	545.00 k principal	0.12	ABS-other	Long	USA
Government National Mortgage Association	529.92 k	9.74 mm principal	0.12	ABS-mortgage backed security	Long	USA
Cinemark USA Inc	526.59 k	504.00 k principal	0.12	Debt	Long	USA
STWD Starwood Property Trust, Inc.	525.31 k	540.00 k principal	0.12	Debt	Long	USA
RKUNY Rakuten Group, Inc.	521.49 k	477.00 k principal	0.12	Debt	Long	Japan
Benchmark 2020-B18 Mortgage Trust	518.75 k	547.00 k principal	0.12	ABS-mortgage backed security	Long	USA
Bayer AG	510.66 k	15.11 k shares	0.12	Common equity	Long	Germany
Lehman Mortgage Trust 2006-2	508.77 k	505.73 k principal	0.12	ABS-mortgage backed security	Long	USA
Roper Technologies Inc	507.62 k	600.00 k principal	0.12	Debt	Long	USA
Government National Mortgage Association	507.05 k	6.98 mm principal	0.12	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	504.40 k	3.92 mm principal	0.12	ABS-mortgage backed security	Long	USA
CIFC Funding 2019-III Ltd	502.88 k	500.00 k principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Neuberger Berman Loan Advisers CLO 37 Ltd	502.02 k	500.00 k principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Neuberger Berman CLO XVI-S Ltd	501.92 k	500.00 k principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Fillmore Park CLO Ltd 2018-1A	501.88 k	500.00 k principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Milos CLO Ltd	501.45 k	500.00 k principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Madison Park Funding XXXVIII Ltd	501.34 k	500.00 k principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Jamestown CLO XVIII Ltd	501.04 k	500.00 k principal	0.11	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Marble Point CLO XII Ltd	500.52 k	500.00 k principal	0.11	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Voya CLO 2019-1 Ltd	500.03 k	500.00 k principal	0.11	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Stewart Park CLO Ltd	498.83 k	500.00 k principal	0.11	ABS-collateralized bond/debt obligation	Long	Cayman Islands