Current holdings
Data for period
30 Sep 23
(Last reporting period)
Total assets
$424.84 mm
Liabilities
$1.01 mm
Net assets
$423.84 mm
Number of holdings
137.00
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 | Jun 22 | Sep 22 | Dec 22 | Mar 23 | Jun 23 | Sep 23 |
---|---|---|---|---|---|---|
Abbott Laboratories | ||||||
ABBVIE INC | ||||||
AERCAP IRELAND CAP/GLOBA AerCap Ireland Capital DAC / AerCap Global Aviation Trust | ||||||
AERCAP IRELAND CAP/GLOBA AerCap Ireland Capital DAC / AerCap Global Aviation Trust | ||||||
AERCAP IRELAND CAP/GLOBA AerCap Ireland Capital DAC / AerCap Global Aviation Trust | ||||||
AIR LEASE CORP | ||||||
ALABAMA POWER CO | ||||||
Aligned Data Centers Issuer LLC | ||||||
Allegro CLO Ltd | ||||||
Ally Auto Receivables Trust | ||||||
AMAZON.COM INC | ||||||
AMEREN ILLINOIS CO | ||||||
AMERICAN EXPRESS CO | ||||||
AMERICAN TOWER CORP | ||||||
AmeriCredit Automobile Receivables Trust | ||||||
AMGEN INC | ||||||
Anchorage Capital CLO LTD Anchorage Capital Clo 17 Ltd | ||||||
Anchorage Capital CLO LTD Anchorage Capital CLO 21 Ltd | ||||||
ANHEUSER-BUSCH INBEV WOR | ||||||
AON CORP/AON GLOBAL HOLD | ||||||
APPLE INC | ||||||
ARES CLO Ltd Ares XXVIIIR CLO Ltd | ||||||
ARES CLO Ltd Ares XXVII CLO Ltd | ||||||
ASB BANK LIMITED | ||||||
AT&T INC | ||||||
ATHENE HOLDING LTD | ||||||
AutoZone Inc | ||||||
AVALONBAY COMMUNITIES | ||||||
Avis Budget Rental Car Funding AESOP LLC | ||||||
Babson CLO Ltd | ||||||
Bank | ||||||
Bank of America Corp | ||||||
Bank of America Credit Card Trust | ||||||
BARCLAYS PLC | ||||||
BAT CAPITAL CORP | ||||||
Battery Park CLO Ltd | ||||||
BENCHMARK Mortgage Trust | ||||||
Benefit Street Partners CLO Ltd | ||||||
BMW Vehicle Owner Trust | ||||||
BNP PARIBAS | ||||||
BOEING CO | ||||||
BP CAP MARKETS AMERICA | ||||||
BRISTOL-MYERS SQUIBB CO | ||||||
BROADCOM INC | ||||||
Canyon Capital CLO Ltd | ||||||
CAPITAL ONE FINANCIAL CO | ||||||
CARGILL INC | ||||||
CarMax Auto Owner Trust | ||||||
CATERPILLAR INC | ||||||
Cathedral Lake LTD | ||||||
CENOVUS ENERGY INC | ||||||
CENTERPOINT ENERGY RES | ||||||
CHARLES SCHWAB CORP | ||||||
CHARTER COMM OPT LLC/CAP Charter Communications Operating LLC / Charter Communications Operating Capital | ||||||
CHARTER COMM OPT LLC/CAP Charter Communications Operating LLC / Charter Communications Operating Capital | ||||||
CHARTER COMM OPT LLC/CAP Charter Communications Operating LLC / Charter Communications Operating Capital | ||||||
CHARTER COMM OPT LLC/CAP Charter Communications Operating LLC / Charter Communications Operating Capital | ||||||
CHENIERE ENERGY PARTNERS | ||||||
Chicago Board of Trade | ||||||
CHUBB INA HOLDINGS INC | ||||||
CIFC Funding Ltd | ||||||
Citigroup Commercial Mortgage Trust | ||||||
CNA FINANCIAL CORP | ||||||
COMCAST CORP | ||||||
COMM Mortgage Trust COMM 2017-COR2 Mortgage Trust | ||||||
COMM Mortgage Trust COMM 2019-GC44 Mortgage Trust | ||||||
COMMONWEALTH EDISON CO | ||||||
CONSUMERS ENERGY CO | ||||||
COREBRIDGE FINANCIAL INC | ||||||
CREDIT AGRICOLE SA | ||||||
Credit Suisse Group AG | ||||||
CVS HEALTH CORP | ||||||
DBGS Mortgage Trust | ||||||
DBUBS Mortgage Trust | ||||||
DEUTSCHE BANK NY | ||||||
Discover Bank | ||||||
Dryden Senior Loan Fund Dryden Senior Loan Fund | ||||||
Dryden Senior Loan Fund Dryden 80 CLO Ltd | ||||||
DUKE ENERGY CAROLINAS | ||||||
DUKE ENERGY CORP | ||||||
ELECTRONIC ARTS INC | ||||||
ELEVANCE HEALTH INC | ||||||
ENERGY TRANSFER LP | ||||||
ESSEX PORTFOLIO LP | ||||||
ESTEE LAUDER CO INC | ||||||
EVERSOURCE ENERGY | ||||||
EXELON CORP | ||||||
Exeter Automobile Receivables Trust | ||||||
EXTRA SPACE STORAGE LP | ||||||
Fannie Mae | ||||||
FED HOME LN DISCOUNT NT | ||||||
FIFTH THIRD BANK | ||||||
Fixed Income Clearing Corp | ||||||
Ford Credit Auto Owner Trust/Ford Credit | ||||||
Ford Credit Floorplan Master Owner Trust | ||||||
Freddie Mac | ||||||
Freddie Mac - STACR Freddie Mac STACR REMIC Trust 2021-HQA4 | ||||||
Freddie Mac - STACR Freddie Mac STACR REMIC Trust 2022-HQA3 | ||||||
Freddie Mac - STACR Freddie Mac STACR REMIC Trust 2021-DNA7 | ||||||
Freddie Mac - STACR Freddie Mac STACR REMIC Trust 2022-DNA1 | ||||||
GILEAD SCIENCES INC | ||||||
GM Financial Automobile Leasing Trust | ||||||
GM Financial Securitized Term Auto Receivables Tr | ||||||
GOLDMAN SACHS GROUP INC | ||||||
Gulf Stream Meridian 1 Ltd. | ||||||
HALEON US CAPITAL LLC | ||||||
HARTFORD FINL SVCS GRP | ||||||
Hertz Vehicle Financing LLC | ||||||
Hess Corp | ||||||
Hilton USA Trust | ||||||
HOME DEPOT INC | ||||||
HONEYWELL INTERNATIONAL | ||||||
HUNTINGTON BANCSHARES | ||||||
HUNTINGTON NATIONAL BANK | ||||||
Hyundai Auto Lease Securitization Trust | ||||||
Hyundai Auto Receivables Trust | ||||||
ICG US CLO Ltd | ||||||
INTEL CORP | ||||||
Intercontinental Exchange, Inc. | ||||||
INVITATION HOMES OP | ||||||
iShares MBS ETF | ||||||
Jamestown CLO Ltd | ||||||
JEFFERIES FIN GROUP INC | ||||||
JEFFERIES GRP LLC / CAP | ||||||
JOHN DEERE CAPITAL CORP | ||||||
JPMORGAN CHASE & CO | ||||||
KANSAS CITY SOUTHERN | ||||||
KENVUE INC | ||||||
KIMCO REALTY CORP | ||||||
KINDER MORGAN INC | ||||||
KKR Financial CLO Ltd | ||||||
KRAFT HEINZ FOODS CO | ||||||
KROGER CO | ||||||
LAM RESEARCH CORP | ||||||
LOCKHEED MARTIN CORP | ||||||
LOWE'S COS INC | ||||||
Marathon Oil Corp | ||||||
MARVELL TECHNOLOGY INC | ||||||
Master Credit Card Trust | ||||||
MASTERCARD INC | ||||||
MATTEL INC | ||||||
MERCK & CO INC | ||||||
METLIFE INC | ||||||
MICROSOFT CORP | ||||||
MID-AMERICA APARTMENTS | ||||||
MITSUBISHI UFJ FIN GRP | ||||||
MIZUHO FINANCIAL GROUP | ||||||
MORGAN STANLEY | ||||||
Morgan Stanley BAML Trust | ||||||
NATWEST GROUP PLC | ||||||
NETFLIX INC | ||||||
Neuberger Berman CLO Ltd Neuberger Berman Loan Advisers CLO 26 Ltd | ||||||
Neuberger Berman CLO Ltd Neuberger Berman Loan Advisers Clo 40 Ltd | ||||||
NEXTERA ENERGY CAPITAL | ||||||
NIKE INC | ||||||
Nissan Auto Lease Trust | ||||||
NORTHROP GRUMMAN CORP | ||||||
NUTRIEN LTD | ||||||
NVIDIA CORP | ||||||
NXP BV/NXP FDG/NXP USA | ||||||
O'REILLY AUTOMOTIVE INC | ||||||
Oak Hill Credit Partners | ||||||
OCCIDENTAL PETROLEUM COR | ||||||
One Bryant Park Trust | ||||||
ONEOK INC | ||||||
ORACLE CORP | ||||||
OSCAR US Funding Trust | ||||||
PACIFIC GAS & ELECTRIC | ||||||
PACIFICORP | ||||||
PARKER-HANNIFIN CORP | ||||||
PEPSICO INC | ||||||
PFIZER INC | ||||||
PFIZER INVESTMENT ENTER | ||||||
PHILIP MORRIS INTL INC | ||||||
PILGRIM'S PRIDE CORP | ||||||
PNC FINANCIAL SERVICES | ||||||
PPL ELECTRIC UTILITIES | ||||||
PPM CLO 2 Ltd. | ||||||
PROCTER & GAMBLE CO/THE | ||||||
PROGRESSIVE CORP | ||||||
PROLOGIS LP | ||||||
PRUDENTIAL FINANCIAL INC | ||||||
PUBLIC SERVICE ELECTRIC | ||||||
RAYTHEON TECH CORP | ||||||
REALTY INCOME CORP | ||||||
S&P GLOBAL INC | ||||||
Santander Drive Auto Receivables Trust | ||||||
SCHLUMBERGER INVESTMENT | ||||||
SIMON PROPERTY GROUP LP | ||||||
SOUTHERN CO | ||||||
Synchrony Card Issuance Trust | ||||||
T-MOBILE USA INC | ||||||
TAMPA ELECTRIC CO | ||||||
TARGA RESOURCES PARTNERS | ||||||
TCW CLO 2021-1, Ltd. | ||||||
TIAA CLO Ltd | ||||||
TORONTO-DOMINION BANK | ||||||
Toyota Auto Loan Extended Note Trust | ||||||
TRUIST FINANCIAL CORP | ||||||
UBS GROUP AG | ||||||
UMBS, TBA | ||||||
UNION PACIFIC CORP | ||||||
UNITED PARCEL SERVICE | ||||||
United States Treasury | ||||||
UNITEDHEALTH GROUP INC | ||||||
VALERO ENERGY CORP | ||||||
Vanguard Mortgage-Backed Securities ETF | ||||||
Vanguard Short-Term Inflation-Protected Securities ETF | ||||||
VERIZON COMMUNICATIONS | ||||||
Verizon Owner Trust | ||||||
Vodafone Group PLC | ||||||
Volkswagen Auto Lease Trust | ||||||
Voya CLO Ltd | ||||||
WALMART INC | ||||||
WARNERMEDIA HOLDINGS INC | ||||||
WASTE MANAGEMENT INC | ||||||
Wells Fargo Commercial Mortgage Trust Wells Fargo Commercial Mortgage Trust 2015-NXS4 | ||||||
Wells Fargo Commercial Mortgage Trust Wells Fargo Commercial Mortgage Trust 2018-C43 | ||||||
Wells Fargo Commercial Mortgage Trust Wells Fargo Commercial Mortgage Trust 2016-LC25 | ||||||
WESTERN MIDSTREAM OPERAT | ||||||
Westlake Automobile Receivables Trust | ||||||
WF-RBS Commercial Mortgage Trust | ||||||
WILLIS NORTH AMERICA INC | ||||||
WISCONSIN PUBLIC SERVICE | ||||||
World Omni Auto Receivables Trust | ||||||
WRKCO INC | ||||||
XCEL ENERGY INC |