Current holdings
Data for period
31 Mar 23
(Last reporting period)
Total assets
$30.87 mm
Liabilities
$86.29 k
Net assets
$30.79 mm
Number of holdings
1.00
Holding trends
Total assets and liabilities
Assets
Liabilities
Total number of holdings
Holdings history data
$Dollar values in millions. Negative values are Short positions. "0" is less than $100,000.
Holding | Sep 19 | Dec 19 | Mar 20 | Jun 20 | Sep 20 | Dec 20 | Mar 21 | Jun 21 | Sep 21 | Dec 21 | Mar 22 | Jun 22 | Sep 22 | Dec 22 | Mar 23 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABBVIE INC | |||||||||||||||
ADT SEC CORP | |||||||||||||||
AIR LEASE CORP | |||||||||||||||
AIRCASTLE LTD | |||||||||||||||
ALLERGAN FUNDING SCS | |||||||||||||||
Ally Auto Receivables Trust Ally Auto Receivables Trust 2022-3 | |||||||||||||||
Ally Auto Receivables Trust Ally Auto Receivables Trust 2016-2 | |||||||||||||||
Ally Master Owner Trust Ally Master Owner Trust | |||||||||||||||
Ally Master Owner Trust Ally Master Owner Trust | |||||||||||||||
AMERICAN CAMPUS CMNTYS | |||||||||||||||
American Credit Acceptance Rec American Credit Acceptance Receivables Trust 2019-3 | |||||||||||||||
American Credit Acceptance Rec American Credit Acceptance Receivables Trust 2020-4 | |||||||||||||||
AMERICAN EXPRESS CO | |||||||||||||||
AMERICAN EXPRESS CREDIT | |||||||||||||||
American Express Credit Accoun | |||||||||||||||
AMERICAN INTL GROUP | |||||||||||||||
AmeriCredit Automobile Receiva AmeriCredit Automobile Receivables Trust 2021-3 | |||||||||||||||
AmeriCredit Automobile Receiva AmeriCredit Automobile Receivables Trust 2021-2 | |||||||||||||||
ANTHEM INC | |||||||||||||||
APPLE INC | |||||||||||||||
ARES CAPITAL CORP | |||||||||||||||
Arroyo Mortgage Trust | |||||||||||||||
AT&T INC | |||||||||||||||
ATHENE GLOBAL FUNDING | |||||||||||||||
AVIATION CAPITAL GROUP | |||||||||||||||
AVOLON HOLDINGS FNDG LTD | |||||||||||||||
BANCO BRADESCO (CAYMAN) | |||||||||||||||
BANK OF AMERICA CORP | |||||||||||||||
Bank of America Credit Card Tr | |||||||||||||||
BANK OF NY MELLON CORP | |||||||||||||||
BARCLAYS BANK PLC | |||||||||||||||
BARCLAYS PLC | |||||||||||||||
BAYER US FINANCE II LLC | |||||||||||||||
BECTON DICKINSON AND CO | |||||||||||||||
BIOGEN INC | |||||||||||||||
BNP PARIBAS SA | |||||||||||||||
BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | |||||||||||||||
BOFA SECURITIES, INC. | |||||||||||||||
BOSTON PROPERTIES LP | |||||||||||||||
BOSTON SCIENTIFIC CORP | |||||||||||||||
BROADCOM INC | |||||||||||||||
BUCKEYE PARTNERS LP | |||||||||||||||
Cabela's Master Credit Card Tr | |||||||||||||||
CAPITAL ONE FINANCIAL CO | |||||||||||||||
Capital One Multi-Asset Execut | |||||||||||||||
CarMax Auto Owner Trust Carmax Auto Owner Trust 2022-4 | |||||||||||||||
CarMax Auto Owner Trust Carmax Auto Owner Trust 2019-2 | |||||||||||||||
CarMax Auto Owner Trust CarMax Auto Owner Trust 2018-1 | |||||||||||||||
CarMax Auto Owner Trust Carmax Auto Owner Trust 2016-3 | |||||||||||||||
Carvana Auto Receivables Trust Carvana Auto Receivables Trust 2021-N4 | |||||||||||||||
Carvana Auto Receivables Trust Carvana Auto Receivables Trust 2022-N1 | |||||||||||||||
CENOVUS ENERGY INC | |||||||||||||||
CENTERPOINT ENERGY RES | |||||||||||||||
CHARLES SCHWAB CORP | |||||||||||||||
CHARTER COMM OPT LLC/CAP | |||||||||||||||
CIG Auto Receivables Trust | |||||||||||||||
CIGNA CORP | |||||||||||||||
Citibank Credit Card Issuance | |||||||||||||||
CITIGROUP GLOBAL MARKETS INC. | |||||||||||||||
CITIGROUP INC | |||||||||||||||
CNH Equipment Trust | |||||||||||||||
COMCAST CORP | |||||||||||||||
Conn Funding II, L.P | |||||||||||||||
CONSTELLATION BRANDS INC | |||||||||||||||
CORPORATE OFFICE PROP LP | |||||||||||||||
CRED SUIS GP FUN LTD | |||||||||||||||
CREDIT SUISSE NEW YORK | |||||||||||||||
D.R. HORTON INC | |||||||||||||||
DAIMLER FINANCE NA LLC | |||||||||||||||
DAIWA CAPITAL MARKETS AMERICA INC. | |||||||||||||||
Deephaven Residential Mortgage | |||||||||||||||
DELL INC | |||||||||||||||
DELL INT LLC / EMC CORP | |||||||||||||||
DELTA AIR LINES INC | |||||||||||||||
DEUTSCHE BANK SECURITIES INC. | |||||||||||||||
Discover Card Execution Note T | |||||||||||||||
DISH DBS CORP DISH DBS Corp | |||||||||||||||
DISH DBS CORP DISH DBS Corp | |||||||||||||||
DISH DBS CORP DISH DBS Corp | |||||||||||||||
DOLLAR TREE INC | |||||||||||||||
DOMINION ENERGY INC | |||||||||||||||
EASTMAN CHEMICAL CO | |||||||||||||||
ECOPETROL SA | |||||||||||||||
EDISON INTERNATIONAL | |||||||||||||||
ELANCO ANIMAL HEALTH INC | |||||||||||||||
EMC CORP | |||||||||||||||
ENBRIDGE ENERGY PARTNERS | |||||||||||||||
ENERGY TRANSFER OPERATNG | |||||||||||||||
ENTERGY CORP | |||||||||||||||
Enterprise Fleet Financing LLC | |||||||||||||||
ENTERPRISE PRODUCTS OPER | |||||||||||||||
EQUIFAX INC | |||||||||||||||
EXELON CORP | |||||||||||||||
EXELON GENERATION CO LLC | |||||||||||||||
Exeter Automobile Receivables Exeter Automobile Receivables Trust 2021-2 | |||||||||||||||
Exeter Automobile Receivables Exeter Automobile Receivables Trust 2021-1 | |||||||||||||||
EXPEDIA GROUP INC | |||||||||||||||
Fannie Mae | |||||||||||||||
Fannie Mae - CAS Fannie Mae Connecticut Avenue Securities | |||||||||||||||
Fannie Mae - CAS Fannie Mae Connecticut Avenue Securities | |||||||||||||||
Fanniemae-Aces | |||||||||||||||
FEDERAL FARM CREDIT BANK | |||||||||||||||
FEDERAL HOME LOAN BANK | |||||||||||||||
First Help Financial LLC | |||||||||||||||
First Investors Auto Owner Tru | |||||||||||||||
First National Master Note Tru | |||||||||||||||
Flagship Credit Auto Trust Flagship Credit Auto Trust 2021-4 | |||||||||||||||
Flagship Credit Auto Trust Flagship Credit Auto Trust 2022-1 | |||||||||||||||
FLORIDA POWER & LIGHT CO | |||||||||||||||
Ford Credit Auto Lease Trust | |||||||||||||||
Ford Credit Floorplan Master O | |||||||||||||||
Freddie Mac Freddie Mac REMICS | |||||||||||||||
Freddie Mac Freddie Mac REMICS | |||||||||||||||
Freddie Mac - STACR | |||||||||||||||
FREEPORT-MCMORAN INC | |||||||||||||||
FREMF Mortgage Trust | |||||||||||||||
GENERAL ELECTRIC CO | |||||||||||||||
GENERAL MILLS INC | |||||||||||||||
GENERAL MOTORS CO | |||||||||||||||
GENERAL MOTORS FINL CO | |||||||||||||||
GILEAD SCIENCES INC | |||||||||||||||
GLS Auto Receivables Trust GLS Auto Receivables Issuer Trust 2021-3 | |||||||||||||||
GLS Auto Receivables Trust GLS Auto Receivables Issuer Trust 2021-4 | |||||||||||||||
GLS Auto Receivables Trust GLS Auto Receivables Issuer Trust 2022-1 | |||||||||||||||
GLS Auto Receivables Trust GLS Auto Receivables Issuer Trust 2021-3 | |||||||||||||||
GM Financial Automobile Leasin GM Financial Automobile Leasing Trust 2020-2 | |||||||||||||||
GM Financial Automobile Leasin GM Financial Automobile Leasing Trust 2018-2 | |||||||||||||||
GM Financial Securitized Term GM Financial Consumer Automobile Receivables Trust 2022-4 | |||||||||||||||
GM Financial Securitized Term GM Financial Consumer Automobile Receivables Trust 2021-2 | |||||||||||||||
GM Financial Securitized Term GM Financial Consumer Automobile Receivables Trust 2017-3 | |||||||||||||||
GOLDMAN SACHS GROUP INC | |||||||||||||||
GREAT AMERICA LEASING RECEIVAB | |||||||||||||||
HALLIBURTON CO | |||||||||||||||
Honda Auto Receivables Owner T Honda Auto Receivables 2021-3 Owner Trust | |||||||||||||||
Honda Auto Receivables Owner T Honda Auto Receivables 2017-1 Owner Trust | |||||||||||||||
Honda Auto Receivables Owner T Honda Auto Receivables 2016-4 Owner Trust | |||||||||||||||
HOST HOTELS & RESORTS LP | |||||||||||||||
HP ENTERPRISE CO | |||||||||||||||
HSBC HOLDINGS PLC | |||||||||||||||
HSBC SECURITIES (USA) INC. | |||||||||||||||
HUMANA INC | |||||||||||||||
Huntington Auto Trust | |||||||||||||||
Hyundai Auto Lease Securitizat | |||||||||||||||
Hyundai Auto Receivables Trust Hyundai Auto Receivables Trust 2020-C | |||||||||||||||
Hyundai Auto Receivables Trust Hyundai Auto Receivables Trust 2016-B | |||||||||||||||
INTERCONTINENTALEXCHANGE | |||||||||||||||
INTL LEASE FINANCE CORP | |||||||||||||||
Invitation Homes Trust | |||||||||||||||
J.P. MORGAN SECURITIES LLC | |||||||||||||||
JABIL INC | |||||||||||||||
JM SMUCKER CO | |||||||||||||||
John Deere Owner Trust | |||||||||||||||
JP MORGAN CHASE BANK NA | |||||||||||||||
JP MORGAN U.S. GOVERNMENT MONEY MARKET INSTITUTIONAL SHARES JP MORGAN U.S. GOVERNMENT MONEY MARKET INSTITUTIONAL SHARES | |||||||||||||||
JP MORGAN U.S. GOVERNMENT MONEY MARKET INSTITUTIONAL SHARES JP MORGAN U.S. GOVERNMENT MONEY MARKET INSTITUTIONAL SHARES | |||||||||||||||
JP MORGAN U.S. GOVERNMENT MONEY MARKET INSTITUTIONAL SHARES JP MORGAN U.S. GOVERNMENT MONEY MARKET INSTITUTIONAL SHARES | |||||||||||||||
JP MORGAN U.S. GOVERNMENT MONEY MARKET INSTITUTIONAL SHARES JP MORGAN U.S. GOVERNMENT MONEY MARKET INSTITUTIONAL SHARES | |||||||||||||||
JP MORGAN U.S. GOVERNMENT MONEY MARKET INSTITUTIONAL SHARES JP MORGAN U.S. GOVERNMENT MONEY MARKET INSTITUTIONAL SHARES | |||||||||||||||
JP MORGAN U.S. GOVERNMENT MONEY MARKET INSTITUTIONAL SHARES JP MORGAN U.S. GOVERNMENT MONEY MARKET INSTITUTIONAL SHARES | |||||||||||||||
JP MORGAN U.S. GOVERNMENT MONEY MARKET INSTITUTIONAL SHARES JP MORGAN U.S. GOVERNMENT MONEY MARKET INSTITUTIONAL SHARES | |||||||||||||||
JP MORGAN U.S. GOVERNMENT MONEY MARKET INSTITUTIONAL SHARES JP MORGAN U.S. GOVERNMENT MONEY MARKET INSTITUTIONAL SHARES | |||||||||||||||
JP MORGAN U.S. GOVERNMENT MONEY MARKET INSTITUTIONAL SHARES JP MORGAN U.S. GOVERNMENT MONEY MARKET INSTITUTIONAL SHARES | |||||||||||||||
JP MORGAN U.S. GOVERNMENT MONEY MARKET INSTITUTIONAL SHARES JP MORGAN U.S. GOVERNMENT MONEY MARKET INSTITUTIONAL SHARES | |||||||||||||||
JP MORGAN U.S. GOVERNMENT MONEY MARKET INSTITUTIONAL SHARES JP MORGAN U.S. GOVERNMENT MONEY MARKET INSTITUTIONAL SHARES | |||||||||||||||
JP MORGAN U.S. GOVERNMENT MONEY MARKET INSTITUTIONAL SHARES JP MORGAN U.S. GOVERNMENT MONEY MARKET INSTITUTIONAL SHARES | |||||||||||||||
JP MORGAN U.S. GOVERNMENT MONEY MARKET INSTITUTIONAL SHARES JP MORGAN U.S. GOVERNMENT MONEY MARKET INSTITUTIONAL SHARES | |||||||||||||||
JP MORGAN U.S. GOVERNMENT MONEY MARKET INSTITUTIONAL SHARES JP MORGAN U.S. GOVERNMENT MONEY MARKET INSTITUTIONAL SHARES | |||||||||||||||
JP MORGAN U.S. GOVERNMENT MONEY MARKET INSTITUTIONAL SHARES JP MORGAN U.S. GOVERNMENT MONEY MARKET INSTITUTIONAL SHARES | |||||||||||||||
JPMORGAN CHASE & CO | |||||||||||||||
KB HOME | |||||||||||||||
KIMCO REALTY CORP | |||||||||||||||
KINDER MORGAN ENER PART | |||||||||||||||
LENNAR CORP | |||||||||||||||
LIBERTY PROPERTY LP | |||||||||||||||
LOCKHEED MARTIN CORP | |||||||||||||||
MANUF & TRADERS TRUST CO | |||||||||||||||
Mello Warehouse Securitization | |||||||||||||||
MET TRANSPRTN AUTH NY REVENUE | |||||||||||||||
MOLINA HEALTHCARE INC | |||||||||||||||
MOODY'S CORPORATION | |||||||||||||||
MORGAN STANLEY | |||||||||||||||
MORGAN STANLEY & CO. LLC | |||||||||||||||
NATIONAL BANK FINANCIAL INC. | |||||||||||||||
NEW JERSEY ST TRANSPRTN TRUST | |||||||||||||||
NEXTERA ENERGY CAPITAL | |||||||||||||||
NGPL PIPECO LLC | |||||||||||||||
Nissan Auto Receivables Owner | |||||||||||||||
NOMURA HOLDINGS INC | |||||||||||||||
NOMURA SECURITIES INTERNATIONAL, INC. | |||||||||||||||
NORDSTROM INC | |||||||||||||||
NORTHROP GRUMMAN CORP | |||||||||||||||
NUSTAR LOGISTICS LP | |||||||||||||||
OCCIDENTAL PETROLEUM COR | |||||||||||||||
OGE ENERGY CORP | |||||||||||||||
ONEMAIN FINANCE CORP | |||||||||||||||
OneMain Financial Issuance Tru | |||||||||||||||
OSCAR US Funding Trust | |||||||||||||||
PACIFIC GAS & ELECTRIC | |||||||||||||||
PENSKE AUTOMOTIVE GROUP | |||||||||||||||
PEPSICO INC | |||||||||||||||
PETROLEOS MEXICANOS | |||||||||||||||
PHILLIPS 66 | |||||||||||||||
PLAINS ALL AMER PIPELINE | |||||||||||||||
QVC INC | |||||||||||||||
QWEST CORP | |||||||||||||||
RBC DOMINION SECURITIES INC. | |||||||||||||||
SABINE PASS LIQUEFACTION | |||||||||||||||
Santander Drive Auto Receivabl Santander Drive Auto Receivables Trust 2020-3 | |||||||||||||||
Santander Drive Auto Receivabl Santander Drive Auto Receivables Trust 2022-1 | |||||||||||||||
Santander Drive Auto Receivabl Santander Drive Auto Receivables Trust 2021-1 | |||||||||||||||
Santander Drive Auto Receivabl Santander Drive Auto Receivables Trust 2020-4 | |||||||||||||||
Santander Drive Auto Receivabl Santander Drive Auto Receivables Trust 2017-3 | |||||||||||||||
SEMPRA ENERGY | |||||||||||||||
SOFI CONSUMER LOAN PROGRAM TRU SoFi Consumer Loan Program 2022-1S Trust | |||||||||||||||
SOFI CONSUMER LOAN PROGRAM TRU SoFi Consumer Loan Program 2020-1 Trust | |||||||||||||||
SOUTHERN CALIF GAS CO | |||||||||||||||
SPIRIT AEROSYSTEMS INC | |||||||||||||||
SPRINT CORP | |||||||||||||||
SUMITOMO MITSUI FINL GRP | |||||||||||||||
Synchrony Credit Card Master N | |||||||||||||||
SYNCHRONY FINANCIAL | |||||||||||||||
Tesla Auto Lease Trust Tesla Auto Lease Trust 2021-A | |||||||||||||||
Tesla Auto Lease Trust Tesla Auto Lease Trust 2018-A | |||||||||||||||
TEVA PHARMA FIN IV LLC | |||||||||||||||
TEVA PHARMACEUTICALS NE | |||||||||||||||
TEXTRON INC | |||||||||||||||
TIME WARNER CABLE LLC | |||||||||||||||
TORONTO-DOMINION BANK | |||||||||||||||
Toyota Auto Receivables Owner Toyota Auto Receivables 2022-B Owner Trust | |||||||||||||||
Toyota Auto Receivables Owner Toyota Auto Receivables 2016-D Owner Trust | |||||||||||||||
TRUIST BANK | |||||||||||||||
TUPPERWARE BRANDS CORP | |||||||||||||||
TYSON FOODS INC | |||||||||||||||
UNITED AIRLINES HOLDINGS | |||||||||||||||
United Auto Credit Securitizat | |||||||||||||||
UNITED TECHNOLOGIES CORP | |||||||||||||||
US TREASURY N/B | |||||||||||||||
UTAH ACQUISITION SUB | |||||||||||||||
Verizon Owner Trust Verizon Owner Trust 2020-A | |||||||||||||||
Verizon Owner Trust Verizon Owner Trust 2019-A | |||||||||||||||
Verizon Owner Trust Verizon Owner Trust 2017-2 | |||||||||||||||
VMWARE INC | |||||||||||||||
VULCAN MATERIALS CO | |||||||||||||||
WALGREENS BOOTS ALLIANCE | |||||||||||||||
WARNERMEDIA HOLDINGS INC | |||||||||||||||
WELLS FARGO & COMPANY | |||||||||||||||
Westlake Automobile Receivable Westlake Automobile Receivables Trust 2020-3 | |||||||||||||||
Westlake Automobile Receivable Westlake Automobile Receivables Trust 2021-3 | |||||||||||||||
Westlake Automobile Receivable Westlake Automobile Receivables Trust 2021-2 | |||||||||||||||
WILLIAMS COMPANIES INC | |||||||||||||||
World Financial Network Credit World Financial Network Credit Card Master Trust | |||||||||||||||
World Financial Network Credit World Financial Network Credit Card Master Trust | |||||||||||||||
World Omni Auto Receivables Tr World Omni Auto Receivables Trust 2018-C | |||||||||||||||
World Omni Auto Receivables Tr World Omni Auto Receivables Trust 2016-A | |||||||||||||||
World Omni Automobile Lease Se | |||||||||||||||
XILINX INC | |||||||||||||||
ZIMMER BIOMET HOLDINGS |