Optimum Fixed Income Fund

Optimum Fund Trust · 3 share classes

Actively managed U.S. bond fund
One fund, 3 share classes:OAFIXOCFIXOIFIX
$2.67B NAV
1,330 positions · as of 2026-06-30 · filed 2026-08-26

Fund classification

Classified from what the fund holds · as of 2026 Q2

Optimum Fixed Income Fund is an actively managed U.S. bond fund.

Asset class
Bonds
Region
United States
Management
Actively managed
Fund type
Open-end fund
Credit quality
Investment grade
Rate sensitivity
Intermediate duration

Fund profile

As filed in the prospectus · 2025 Q3

Optimum Fixed Income Fund seeks a high level of income. The Fund may also seek growth of capital.

Strategy · summarised

The fund invests at least 80% of assets in fixed income securities selected by Pacific Investment Management Company LLC (PIMCO), which serves as sub-advisor responsible for day-to-day management of the portion allocated to it, while the Manager retains discretion over the remainder and allocates across US investment grade, US high yield, international developed, and emerging markets sectors based on economic and market conditions. PIMCO employs both top-down analysis of global bond markets and bottom-up security selection, using proprietary software to identify undervalued sectors and individual securities across governments, corporates, mortgages, and asset-backed categories. The fund invests primarily in investment-grade securities but may also hold high yield securities, bank loans, foreign currency-denominated debt, preferred stocks, and derivatives. Because security selection depends on PIMCO's and the Manager's assessments of relative value and economic outlook, results are not guaranteed to match any benchmark.

Expenses
0.79% 1.79%across 3 share classes
Share classExpense ratio
OAFIX1.04%
OCFIX1.79%
OIFIX0.79%

Portfolio turnover 387.00% · as of 2025 Q3

Allocation

Asset groups · long / short shown separately, never netted · 2026 Q2

124.73%
of net assets
Securitized55.67%
Bonds54.15%
Cash & short-term13.62%
Derivatives0.78%
2 smaller0.51%

These positions come to 124.73% of the fund's net assets. This counts only what the fund reported holding — the holdings disclosure covers assets, not liabilities such as borrowings — so it is not expected to reconcile to 100%.

Derivatives are shown at market value, not notional exposure.

Sector allocation

The same holdings as Allocation above, grouped by market sector instead of asset type · as of 2026 Q2

100%
of net assets
Securitized45.1%
Other15.6%
Government15.4%
Financials7.8%
12 smaller16.1%

Government, Securitized and Cash are non-corporate buckets; International is foreign holdings we don’t sector-classify, and Other is the residual (held funds, unresolved names).

Latest quarter

What changed since the fund's previous filing

2026Q2 vs 2026Q1: 221 new275 exited

Largest new: J.P. MORGAN SECURITIES LLC, FEDERAL NATIONAL MORTGAGE ASSOCIATION ×6, UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT

Largest exited: J.P. MORGAN SECURITIES LLC, Federal National Mortgage Association ×7

Return profile

Chart:

Total return as filed — price change plus distributions reinvested · trailing figures to Apr 2026

Share class1-year3-year5-yearVolWorst fall
+4.31%+11.12%-1.21%3.71%-6.29%
+3.55%+8.60%-4.96%3.65%-6.64%
+4.61%+11.89%+0.06%3.65%-6.29%

These classes hold the same portfolio, so the 5.02pp spread over 5 years is the cost difference between them — roughly 1.00pp a year — not a difference in what they own.

Cumulative return· Jul 2023 – Apr 2026

May 2026 and Jun 2026 have been filed since the trailing figures were struck, so they are not in the table above or the curve — every figure here shares one cut-off, which is what makes them comparable with other funds.

Debt profile

What this fund holds — value-weighted across its bond and securitized long positions · as of 2026-06-30

Avg coupon
4.56%
Avg maturity
17.51 yr
Coupon type

Share of the fund's debt by how its coupon behaves — the fact that decides whether a rate move reaches this portfolio at all.

11%
floating
Fixed rate87.9%
Floating rate10.8%
Zero-coupon or unclassified1.3%
Maturity ladder

Share of the fund's debt value in each maturity band, shortest first.

<1yUnknown
<1y2.8%
1-3y7.6%
3-5y10.6%
5-10y20.2%
10y+58.2%
Unknown0.6%
Flagged holdings
Defaulted: 0.03% · $1.02M · 6 positions
In arrears: none reported
Paid in kind: none reported

These three overlap — one holding can be in arrears and paying in kind at once — so they are shown separately and never summed.

Risk profile

Interest-rate and credit-spread sensitivity, both in years · as of 2026Q2

Most of this fund’s sensitivity is to interest rates, with credit spreads carrying about half as much.

Interest-rate duration
6.47 yr
approx. move per 100bp
Credit-spread duration
3.87 yr
approx. move per 100bp
If rates and spreads both rise 100bp

Where the loss would come from. The two shocks are the same size, so this is the balance of the fund's two sensitivities rather than a bet on one moving more.

≈ -10.5%
of value
Interest rates63%
Credit spreads37%

Filers report the impact of a 0.01% move only, so the total is our own scaling of that one number and overstates the loss on most bonds — read it as approximate, never as precise. The two sensitivities overlap rather than add up: they measure the same positions against different shocks, which is why the durations above are shown side by side and never summed.

Credit risk by quality

Share of the fund's spread duration carried by each credit tier.

+3.87
yrs total
Investment grade+3.60 yr
High yield+0.26 yr
Where the risk sits on the curve

Share of duration at each point, shortest first. A positive figure loses value when spreads widen; a negative one offsets — a credit hedge.

Interest rate6.47 yr total
3 mo30 yr
3 mo0.04 yr1%
1 yr0.75 yr12%
5 yr1.97 yr30%
10 yr2.70 yr42%
30 yr1.01 yr16%
Credit spread3.87 yr total
3 mo10 yr
3 mo0.04 yr1%
1 yr0.50 yr13%
5 yr2.57 yr65%
10 yr0.83 yr21%

30 yr is NEGATIVE (-0.08 yr) — a deliberate hedge at that point on the curve, so it is not part of the band above.

The two bands measure the same positions against different shocks and do not add — a Treasury carries rate duration and no spread duration, a floating-rate credit the reverse. Rate tenors are also summed across every currency the fund discloses.

Show the numbers
TenorRate yrsIG yrsHY yrsIG $/bpHY $/bp
3 mo+0.04+0.04+0.00$10.7k$210
1 yr+0.75+0.45+0.05$119.1k$14.1k
5 yr+1.97+2.41+0.16$644.7k$43.4k
10 yr+2.70+0.78+0.05$208.7k$12.4k
30 yr+1.01-0.08+0.00-$20.5k$353

Dollar change per 1bp of spread movement, as filed and sign-anchored. A blank cell was not filed; a zero was.

Rate exposure by currency

Duration contribution in years, summing to the fund's 6.47 yr.

USD+6.40 yr
GBP+0.04 yr
EUR+0.02 yr
BRL+0.01 yr

This is where the fund's rate exposure sits, not its currency risk — most international bond funds hedge the currency back to dollars, and the size of those hedges is not in the filing. Tenors are also summed across curves, so a 5-year JPY point and a 5-year USD point are added together.

Holdings

By % of NAV · equity positions carry filed share counts · every resolvable issuer links to its company page

Issuer%NAVValue
J.P. MORGAN SECURITIES LLC10.36%$276.90M
FEDERAL NATIONAL MORTGAGE ASSOCIATION6.50% · due 2056-08-157.29%$194.78M
FEDERAL NATIONAL MORTGAGE ASSOCIATION4.50% · due 2056-08-156.59%$176.12M
FEDERAL NATIONAL MORTGAGE ASSOCIATION5.50% · due 2056-08-155.34%$142.65M
UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT4.38% · due 2036-05-153.87%$103.44M
FEDERAL NATIONAL MORTGAGE ASSOCIATION5.00% · due 2056-08-152.92%$77.93M
FEDERAL NATIONAL MORTGAGE ASSOCIATION4.00% · due 2056-09-152.46%$65.82M
UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT1.88% · due 2041-02-151.37%$36.65M
FEDERAL NATIONAL MORTGAGE ASSOCIATION6.00% · due 2056-06-151.24%$33.05M
FEDERAL NATIONAL MORTGAGE ASSOCIATION6.00% · due 2056-07-151.24%$33.02M
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Top 10 positions are 42.67% of net assets, top 25 53.49%, across 721 issuers.

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