Current holdings
Data for period
31 May 22
(Last reporting period)
Total assets
$29.92 mm
Liabilities
$652.60 k
Net assets
$29.27 mm
Number of holdings
40.00
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 | May 20 | Aug 20 | Nov 20 | Feb 21 | May 21 | Aug 21 | Nov 21 | Feb 22 | May 22 |
|---|---|---|---|---|---|---|---|---|---|
| ABBVIE INC | |||||||||
| ACTIVISION BLIZZARD | |||||||||
| AEGON FUNDING CO LLC | |||||||||
| AIG CLO Ltd | |||||||||
| ALIBABA GROUP HOLDING | |||||||||
| ALLY FINANCIAL INC | |||||||||
| AMAZON.COM INC | |||||||||
| Anchorage Capital CLO LTD | |||||||||
| Angel Oak Mortgage Trust | |||||||||
| ANTHEM INC | |||||||||
| APTIV PLC / APTIV CORP | |||||||||
| AT&T INC | |||||||||
| ATMOS ENERGY CORP | |||||||||
| Atrium Hotel Portfolio Trust Atrium Hotel Portfolio Trust 2017-ATRM | |||||||||
| Atrium Hotel Portfolio Trust Atrium Hotel Portfolio Trust 2018-ATRM | |||||||||
| BANK OF AMERICA CORP | |||||||||
| BARCLAYS BANK PLC | |||||||||
| BARCLAYS PLC | |||||||||
| BAYER US FINANCE II LLC | |||||||||
| BELLEMEADE RE LT | |||||||||
| Bluemountain CLO Ltd BlueMountain CLO XXIX Ltd | |||||||||
| Bluemountain CLO Ltd BlueMountain CLO XXX Ltd | |||||||||
| BOEING CO | |||||||||
| BP CAP MARKETS AMERICA | |||||||||
| BROADCOM INC | |||||||||
| BUNGE LTD FINANCE CORP | |||||||||
| CARDINAL HEALTH INC | |||||||||
| CARLISLE COS INC | |||||||||
| Carlyle Global Market Strategi | |||||||||
| CELANESE US HOLDINGS LLC | |||||||||
| CIFC Funding Ltd | |||||||||
| CIM Trust | |||||||||
| Citigroup Commercial Mortgage | |||||||||
| CITIGROUP INC | |||||||||
| CITIZENS FINANCIAL GROUP | |||||||||
| COOPERATIEVE RABOBANK UA | |||||||||
| Cosmopolitan Hotel Trust | |||||||||
| Crown Point CLO Ltd | |||||||||
| CVS HEALTH CORP | |||||||||
| DELL INT LLC / EMC CORP Dell International LLC / EMC Corp | |||||||||
| DELL INT LLC / EMC CORP Dell International LLC / EMC Corp | |||||||||
| DELL INT LLC / EMC CORP Dell International LLC / EMC Corp | |||||||||
| DISCOVERY COMMUNICATIONS | |||||||||
| Dryden Senior Loan Fund | |||||||||
| DUPONT DE NEMOURS INC | |||||||||
| EDISON INTERNATIONAL | |||||||||
| Educational Services of Americ | |||||||||
| Elmwood CLO IV Ltd | |||||||||
| Fannie Mae - CAS Fannie Mae Connecticut Avenue Securities | |||||||||
| Fannie Mae - CAS Fannie Mae Connecticut Avenue Securities | |||||||||
| FEDERAL FARM CREDIT BANK Federal Farm Credit Banks Funding Corp | |||||||||
| FEDERAL FARM CREDIT BANK Federal Farm Credit Banks Funding Corp | |||||||||
| FIFTH THIRD BANK | |||||||||
| First American Treasury Obliga | |||||||||
| FISERV INC | |||||||||
| FORD MOTOR CREDIT CO LLC | |||||||||
| Freddie Mac - STACR Freddie Mac Structured Agency Credit Risk Debt Notes | |||||||||
| Freddie Mac - STACR Freddie Mac Structured Agency Credit Risk Debt Notes | |||||||||
| Freddie Mac - STACR Freddie Mac Structured Agency Credit Risk Debt Notes | |||||||||
| Freddie Mac - STACR Freddie Mac Structured Agency Credit Risk Debt Notes | |||||||||
| GENERAL ELECTRIC CO | |||||||||
| GENERAL MOTORS FINL CO | |||||||||
| GEORGIA-PACIFIC LLC | |||||||||
| GILEAD SCIENCES INC | |||||||||
| GLENCORE FINANCE CANADA | |||||||||
| GLOBAL PAYMENTS INC | |||||||||
| GLS Auto Receivables Trust | |||||||||
| GoldenTree Loan Management US | |||||||||
| GOLDMAN SACHS GROUP INC | |||||||||
| GS Mortgage-Backed Securities | |||||||||
| HalseyPoint CLO I, Ltd. | |||||||||
| HARLEY-DAVIDSON FINL SER | |||||||||
| Home Partners of America Trust Home Partners of America 2018-1 Trust | |||||||||
| Home Partners of America Trust Home Partners of America 2017-1 Trust | |||||||||
| HORMEL FOODS CORP | |||||||||
| HP INC | |||||||||
| HSBC BANK USA NA | |||||||||
| HUMANA INC | |||||||||
| HYUNDAI CAPITAL AMERICA | |||||||||
| ING GROEP NV | |||||||||
| INTERCONTINENTALEXCHANGE | |||||||||
| Invitation Homes Trust Invitation Homes 2018-SFR2 Trust | |||||||||
| Invitation Homes Trust Invitation Homes 2018-SFR2 Trust | |||||||||
| Invitation Homes Trust Invitation Homes 2018-SFR2 Trust | |||||||||
| Invitation Homes Trust Invitation Homes 2018-SFR1 Trust | |||||||||
| Invitation Homes Trust Invitation Homes 2018-SFR4 Trust | |||||||||
| Invitation Homes Trust Invitation Homes 2018-SFR4 Trust | |||||||||
| Invitation Homes Trust Invitation Homes 2018-SFR3 Trust | |||||||||
| Invitation Homes Trust Invitation Homes 2018-SFR3 Trust | |||||||||
| Invitation Homes Trust Invitation Homes 2018-SFR4 Trust | |||||||||
| Invitation Homes Trust Invitation Homes 2017-SFR2 Trust | |||||||||
| Invitation Homes Trust Invitation Homes 2017-SFR2 Trust | |||||||||
| JMP Credit Advisors CLO Ltd | |||||||||
| JP Morgan Mortgage Trust JP Morgan Mortgage Trust 2019-5 | |||||||||
| JP Morgan Mortgage Trust JP Morgan Mortgage Trust 2014-1 | |||||||||
| JP Morgan Mortgage Trust J.P. Morgan Mortgage Trust 2019-2 | |||||||||
| JP Morgan Mortgage Trust JP Morgan Mortgage Trust 2019-7 | |||||||||
| JPMORGAN CHASE & CO | |||||||||
| L3HARRIS TECH INC | |||||||||
| LLOYDS BANK PLC | |||||||||
| LLOYDS BANKING GROUP PLC | |||||||||
| Loomis Sayles Ltd | |||||||||
| LOWE'S COS INC | |||||||||
| LYONDELLBASELL IND NV | |||||||||
| Madison Park Funding Ltd Madison Park Funding XII Ltd | |||||||||
| Madison Park Funding Ltd Madison Park Funding XVII Ltd | |||||||||
| MAGALLANES INC | |||||||||
| Magnetite CLO Ltd | |||||||||
| MET LIFE GLOB FUNDING I | |||||||||
| METLIFE INC | |||||||||
| MITSUBISHI HC CAPITAL | |||||||||
| MITSUBISHI UFJ FIN GRP | |||||||||
| MIZUHO FINANCIAL GROUP | |||||||||
| MONSANTO CO | |||||||||
| MORGAN STANLEY | |||||||||
| Mount Vernon Liquid Assets Portfolio, LLC Mount Vernon Liquid Assets Portfolio, LLC | |||||||||
| Mount Vernon Liquid Assets Portfolio, LLC Mount Vernon Liquid Assets Portfolio, LLC | |||||||||
| Mount Vernon Liquid Assets Portfolio, LLC Mount Vernon Liquid Assets Portfolio, LLC | |||||||||
| Mount Vernon Liquid Assets Portfolio, LLC Mount Vernon Liquid Assets Portfolio, LLC | |||||||||
| Mount Vernon Liquid Assets Portfolio, LLC Mount Vernon Liquid Assets Portfolio, LLC | |||||||||
| NATIONAL RURAL UTIL COOP | |||||||||
| NATWEST MARKETS PLC | |||||||||
| Navient Student Loan Trust | |||||||||
| New Orleans Hotel Trust | |||||||||
| New Residential Mortgage Loan New Residential Mortgage Loan Trust 2018-4 | |||||||||
| New Residential Mortgage Loan New Residential Mortgage Loan Trust 2017-4 | |||||||||
| New Residential Mortgage Loan New Residential Mortgage Loan Trust 2019-NQM2 | |||||||||
| NEXTERA ENERGY CAPITAL | |||||||||
| NISSAN MOTOR ACCEPTANCE | |||||||||
| Oaktree EIF Ltd | |||||||||
| Oasis Securitisation | |||||||||
| OCCIDENTAL PETROLEUM COR | |||||||||
| OCP CLO Ltd | |||||||||
| ONE GAS INC | |||||||||
| PACIFIC GAS & ELECTRIC | |||||||||
| Parliament CLO Ltd | |||||||||
| PENSKE TRUCK LEASING/PTL | |||||||||
| PNC BANK NA | |||||||||
| PROTECTIVE LIFE GLOBAL | |||||||||
| QORVO INC | |||||||||
| QUANTA SERVICES INC | |||||||||
| SABINE PASS LIQUEFACTION | |||||||||
| Santander Retail Auto Lease Tr | |||||||||
| Saranac CLO LTD | |||||||||
| SCHLUMBERGER OILFIELD UK | |||||||||
| Sequoia Mortgage Trust | |||||||||
| SERVICE PROPERTIES TRUST | |||||||||
| Shackleton CLO LTD | |||||||||
| SHELL INTERNATIONAL FIN | |||||||||
| SLM Student Loan Trust | |||||||||
| SMB Private Education Loan Tru SMB Private Education Loan Trust 2017-B | |||||||||
| SMB Private Education Loan Tru SMB Private Education Loan Trust 2014-A | |||||||||
| Social Professional Loan Progr | |||||||||
| Sonic Capital LLC | |||||||||
| SOUTH CAROLINA ST STUDENT LOAN | |||||||||
| SPECTRA ENERGY PARTNERS | |||||||||
| Starwood Waypoint Homes Trust | |||||||||
| SUMITOMO MITSUI BANKING | |||||||||
| SUMITOMO MITSUI FINL GRP | |||||||||
| SUNCOR ENERGY INC | |||||||||
| Symphony CLO Ltd | |||||||||
| SYSCO CORPORATION | |||||||||
| TAKE-TWO INTERACTIVE SOF | |||||||||
| THERMO FISHER SCIENTIFIC | |||||||||
| Towd Point Mortgage Trust Towd Point Mortgage Trust 2017-1 | |||||||||
| Towd Point Mortgage Trust Towd Point Mortgage Trust 2019-HY1 | |||||||||
| Towd Point Mortgage Trust Towd Point Mortgage Trust 2019-HY2 | |||||||||
| Tralee CDO Ltd | |||||||||
| Tralee CLO Ltd | |||||||||
| TRANSCANADA PIPELINES | |||||||||
| Tricon American Homes Tricon American Homes 2017-SFR1 Trust | |||||||||
| Tricon American Homes Tricon American Homes 2017-SFR2 Trust | |||||||||
| TRUIST FIN CORP | |||||||||
| UBS GROUP AG | |||||||||
| UNION PACIFIC CORP | |||||||||
| UNITED PARCEL SERVICE | |||||||||
| US TREASURY N/B | |||||||||
| VCO CLO LLC | |||||||||
| Venture CDO Ltd | |||||||||
| VERIZON COMMUNICATIONS | |||||||||
| Visio 2019-2 Trust | |||||||||
| VITERRA INC | |||||||||
| VMWARE INC | |||||||||
| VOLKSWAGEN GROUP AMERICA | |||||||||
| WASTE MANAGEMENT INC | |||||||||
| WEC ENERGY GROUP INC | |||||||||
| WELLS FARGO & COMPANY | |||||||||
| WELLS FARGO BANK NA | |||||||||
| Wind River CLO Ltd | |||||||||
| Zais Clo 7 llc |