Current holdings
Data for period
29 Feb 24
(Last reporting period)
Total assets
$676.68 mm
Liabilities
$4.10 mm
Net assets
$672.58 mm
Number of holdings
169.00
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 21 | Aug 21 | Nov 21 | Feb 22 | May 22 | Aug 22 | Nov 22 | Feb 23 | May 23 | Aug 23 | Nov 23 | Feb 24 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 2.45% 10/29/2026 | ||||||||||||
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.1% 01/15/2027 | ||||||||||||
AIR LEASE CORP | ||||||||||||
ALABAMA POWER and LIGHT | ||||||||||||
AMERICAN EXPRESS CO | ||||||||||||
AMERICAN EXPRESS CR ACC MST TR AMERICAN EXPRESS CR ACC MST TR 4.87% 05/15/2028 | ||||||||||||
AMERICAN EXPRESS CR ACC MST TR AMERICAN EXPRESS CR ACC MST TR 3.75% 08/15/2027 | ||||||||||||
AMERICAN EXPRESS CR ACC MST TR AMERICAN EXPRESS CR ACC MST TR 5.23% 09/15/2028 | ||||||||||||
AMERICAN EXPRESS CR ACC MST TR AMERICAN EXPRESS CR ACC MST TR 4.95% 10/15/2027 | ||||||||||||
AMERICAN EXPRESS CR ACC MST TR AMERICAN EXPRESS CR ACC MST TR 3.39% 05/15/2027 | ||||||||||||
AMERICAN EXPRESS CR ACC MST TR AMERICAN EXPRESS CR ACC MST TR 0.9% 11/15/2026 | ||||||||||||
AMERICAN INTERNATIONAL GROUP INC | ||||||||||||
AMGEN INC | ||||||||||||
ANHEUSER BUSCH INBEV WORLDWIDE INC | ||||||||||||
ASTRAZENECA FINANCE LLC | ||||||||||||
AT and T INC | ||||||||||||
ATHENE GLOBAL FUNDING | ||||||||||||
BA CR CARD TR BA CR CARD TR 5% 04/15/2028 | ||||||||||||
BA CR CARD TR BA CR CARD TR 4.79% 05/15/2028 | ||||||||||||
BA CR CARD TR BA CR CARD TR 4.98% 11/15/2028 | ||||||||||||
BA CR CARD TR BA CR CARD TR 3.53% 11/15/2027 | ||||||||||||
BA CR CARD TR BA CR CARD TR 0.44% 09/15/2026 | ||||||||||||
BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC BAKER HUGHES A GE CO LLC / CO-OBLIGOR INC 2.061% 12/15/2026 | ||||||||||||
BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC BAKER HUGHES A GE CO LLC / CO-OBLIGOR INC 1.231% 12/15/2023 | ||||||||||||
BANK 2017-BNK9 | ||||||||||||
BANK OF AMERICA CORPORATION | ||||||||||||
BANQUE FED CRED MUTUEL PARIS | ||||||||||||
BARCLAYS PLC | ||||||||||||
BAT CAPITAL CORP | ||||||||||||
BAT INTERNATIONAL FINANCE PLC | ||||||||||||
BMW VECHILE OWNER TRUST 2023-A | ||||||||||||
BNP PARIBAS | ||||||||||||
BOEING CO | ||||||||||||
BRISTOL-MYERS SQUIBB CO | ||||||||||||
BX 2021-BXMF | ||||||||||||
BX COMMERCIAL MORTGAGE TRUST 2019-XL | ||||||||||||
BX COMMERCIAL MORTGAGE TRUST 2021-PAC | ||||||||||||
BX COMMERCIAL MORTGAGE TRUST 2021-VINO | ||||||||||||
BX TR 2021-ACNT | ||||||||||||
BX TR 2021-LGCY | ||||||||||||
CANADIAN IMPERIAL BANK OF COMMERCE | ||||||||||||
CANADIAN NATURAL RESOURCES LTD | ||||||||||||
CANADIAN PACIFIC RAILWAY CO | ||||||||||||
CAPITAL ONE FINANCIAL CORP | ||||||||||||
CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-2 | ||||||||||||
CAPTIAL ONE MULTI-ASSET EXECUT | ||||||||||||
CARMAX AUTO OWNER TR 2023-2 | ||||||||||||
CARMAX AUTO OWNER TR 2023-4 | ||||||||||||
CARMAX AUTO OWNER TRUST 2017-4 | ||||||||||||
CARMAX AUTO OWNER TRUST 2024-1 | ||||||||||||
CARMX 2023-3 A3 | ||||||||||||
CD 2017-CD5 MTG TR | ||||||||||||
CHASE ISSUANCE TR | ||||||||||||
CITIBANK CR CARD ISSUANCE TR | ||||||||||||
CITIGROUP INC | ||||||||||||
CITIZENS AUTO RECEIVABLES TRUST 2024-1 | ||||||||||||
COMCAST CORP | ||||||||||||
CONOCOPHILLIPS COMPANY | ||||||||||||
CONSTELLATION ENERGY GENERATION LLC | ||||||||||||
COOPERATIEVE RABOBANK UA | ||||||||||||
COREBRIDGE FINANCIAL INC | ||||||||||||
CREDIT SUISSE GRP AG | ||||||||||||
CROWN CASTLE INC | ||||||||||||
CSAIL 2015-C2 COML MTG TR | ||||||||||||
CSAIL 2017-CX9 COML MTG TR | ||||||||||||
CSMC 2019-ICE4 | ||||||||||||
CVS HEALTH CORP | ||||||||||||
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC | ||||||||||||
DEERE JOHN CAPITAL CORP | ||||||||||||
DELL EQUIP FIN TR 2023-2 | ||||||||||||
DELL EQUIPMENT FINANCE TRUST 2023-3 | ||||||||||||
DEUTSCHE BANK AG NEW YORK BNCH | ||||||||||||
DISCOVER CARD EXECUTION NT TR | ||||||||||||
DLLAA 2023-1A | ||||||||||||
DNB BANK ASA | ||||||||||||
DOLLAR GEN CORP NEW | ||||||||||||
DUKE ENERGY CORP NEW | ||||||||||||
ELP COMMERCIAL MORTGAGE TRUST 2021-ELP | ||||||||||||
ENBRIDGE INC | ||||||||||||
ENERGY TRANSFER LP | ||||||||||||
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING | ||||||||||||
EVERSOURCE ENERGY | ||||||||||||
EXELON CORP | ||||||||||||
EXXON MOBIL CORP | ||||||||||||
FED HOME LOAN MTG CORP - GOLD | ||||||||||||
Fidelity Revere Street Trust | ||||||||||||
FIFTH THIRD BANCORP | ||||||||||||
FNMA GTD MTG PASS THRU CTF | ||||||||||||
FORD CR AUTO OWNER TR 2019-REV1 | ||||||||||||
FORD CR AUTO OWNER TR 2021-A | ||||||||||||
FORD CR FLOORPLN MAST OWN TR A | ||||||||||||
FORD CREDIT AUTO LEASE TRUST 2023-B | ||||||||||||
FORD CREDIT AUTO OWNER TRUST 2023-B | ||||||||||||
GENERAL MTRS FINL CO INC | ||||||||||||
GEORGIA POWER CO | ||||||||||||
GM FINANCIAL AUTOMOBILE LEASING TRUST 23-2 | ||||||||||||
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2018-1 | ||||||||||||
GM FINANCIAL LEASING TRUST 2023-3 | ||||||||||||
GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TR 2023-4 | ||||||||||||
GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-2 | ||||||||||||
GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-3 | ||||||||||||
GMF FLOORPLAN OWNER REVOLVING TR | ||||||||||||
GOLDMAN SACHS GROUP INC (THE) | ||||||||||||
GS MTG SECS TR 2015-GC28 | ||||||||||||
GS MTG SECS TR 2015-GC32 | ||||||||||||
GS MTG SECS TR 2016-GS2 | ||||||||||||
GS MTG SECS TR 2017-GS7 | ||||||||||||
HAROT 2023-4 | ||||||||||||
HOME DEPOT INC | ||||||||||||
HONDA AUTO RECEIVABLES 2021-1 OWNER TR | ||||||||||||
HSBC HOLDINGS PLC | ||||||||||||
HUMANA INC | ||||||||||||
HUNTINGTON AUTO TR 2024-1 | ||||||||||||
HUNTINGTON BANCSHARES INC/OH | ||||||||||||
HUNTINGTON NATIONAL BANK | ||||||||||||
HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-C | ||||||||||||
HYUNDAI AUTO RECEIVABLES TRUST 2023-A | ||||||||||||
HYUNDAI AUTO RECEIVABLES TRUST 2023-B | ||||||||||||
HYUNDAI AUTO RECEIVABLES TRUST 2023-C | ||||||||||||
HYUNDAI CAPITAL AMERICA | ||||||||||||
INTERCONTINENTAL EXCHANGE INC | ||||||||||||
JPMCC COML MTG SECS TR 2019-COR4 | ||||||||||||
JPMORGAN CHASE and CO | ||||||||||||
KENVUE INC | ||||||||||||
KEYBANK NATL ASSN | ||||||||||||
KEYCORP | ||||||||||||
LIFE FINANCIAL SERVICES TRUST 2022 | ||||||||||||
LLOYDS BANKING GROUP PLC | ||||||||||||
LOWES COS INC | ||||||||||||
MAGALLANES INC | ||||||||||||
MASSMUTUAL GLOBAL FDG II | ||||||||||||
MERCEDES-BENZ AUTO RECEIVABLES TR 2023-2 | ||||||||||||
MERCEDES-BENZ FINANCE NORTH AMERICA LLC | ||||||||||||
MITSUBISHI UFJ FINANCIAL GROUP INC | ||||||||||||
MIZUHO FINANCIAL GROUP INC | ||||||||||||
MOODYS CORP | ||||||||||||
MORGAN STANLEY | ||||||||||||
MORGAN STANLEY BK NA SALT LAKE | ||||||||||||
MPLX LP | ||||||||||||
MSCCG TR 2018-SELF | ||||||||||||
NATIONAL AUSTRALIA BANK LTD NEW YORK BRANCH | ||||||||||||
NATWEST GROUP PLC | ||||||||||||
NISOURCE INC | ||||||||||||
NISSAN AUTO RECEIVABLES 2023-B OWNER TR | ||||||||||||
OREILLY AUTOMOTIVE INC | ||||||||||||
PARKER-HANNIFIN CORP | ||||||||||||
PHILIP MORRIS INTERNATIONAL INC | ||||||||||||
PHILLIPS 66 | ||||||||||||
PNC FINANCIAL SERVICES GRP INC | ||||||||||||
PORSCHE FINL AUTO SECURITIZATION TR 2023-2 | ||||||||||||
RAYTHEON TECHNOLOGIES CORP | ||||||||||||
RGA GLOBAL FUNDING | ||||||||||||
ROGERS COMMUNICATIONS INC ROGERS COMMUNICATIONS INC 3.2% 03/15/2027 | ||||||||||||
ROGERS COMMUNICATIONS INC ROGERS COMMUNICATIONS INC 3.2% 03/15/2027 144A | ||||||||||||
ROPER TECHNOLOGIES INC | ||||||||||||
S and P GLOBAL INC | ||||||||||||
SANTANDER HLDGS USA INC | ||||||||||||
SEMPRA | ||||||||||||
SFS AUTO RECEIVABLES SECURITIZATION TR 2024-1 | ||||||||||||
SOCIETE GENERALE | ||||||||||||
SOUTHERN COMPANY | ||||||||||||
SREIT TR 2021-MFP | ||||||||||||
SUMITOMO MITSUI FINANCIAL GROUP INC | ||||||||||||
SYNCHRONY FINANCIAL | ||||||||||||
TESLA ELEC VEH TR 2023-1 | ||||||||||||
THE TORONTO DOMINION BANK | ||||||||||||
TOYOTA AUTO RECEIVABLES 2023-D OWNER TR | ||||||||||||
TOYOTA LEASE OWNER TRUST 2023-B | ||||||||||||
TOYOTA MOTOR CORP | ||||||||||||
TRUIST BANK | ||||||||||||
TRUIST FINANCIAL CORP | ||||||||||||
UBS GROUP AG | ||||||||||||
UNITEDHEALTH GROUP INC | ||||||||||||
USAA AUTO OWNER TRUST 2023-A | ||||||||||||
UST NOTES | ||||||||||||
VENTAS RLTY LTD PARTNERSHIP | ||||||||||||
VERIZON COMMUNICATIONS INC | ||||||||||||
VERIZON MASTER TRUST VERIZON MASTER TRUST 5.16% 06/20/2029 | ||||||||||||
VERIZON MASTER TRUST VERIZON MASTER TRUST 5.61% 09/08/2028 | ||||||||||||
VERIZON MASTER TRUST VERIZON MASTER TRUST 4.89% 04/13/2028 | ||||||||||||
VERIZON MASTER TRUST VERIZON MASTER TRUST 2021-1 A 0.99% 04/20/2028 | ||||||||||||
VERIZON MASTER TRUST VERIZON MASTER TRUST 3.72% 07/20/2027 | ||||||||||||
VERIZON MASTER TRUST VERIZON MASTER TRUST 2021-1 A 0.5% 05/20/2027 | ||||||||||||
VIRGINIA ELECTRIC AND POWER CO | ||||||||||||
VOLKSWAGEN AUTO LEASE TRUST 2023-A | ||||||||||||
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1 | ||||||||||||
VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2 | ||||||||||||
VOLKSWAGEN GROUP AMER FIN LLC | ||||||||||||
WALT DISNEY CO | ||||||||||||
WELLS FARGO and CO | ||||||||||||
WELLS FARGO BANK NATIONAL ASSOCIATION | ||||||||||||
WELLS FARGO CARD ISSUANCE TRUST | ||||||||||||
WELLS FARGO COML MTG TR 2015-C27 | ||||||||||||
WELLS FARGO COML MTG TR 2019-C50 | ||||||||||||
WFRBS COML MTG TR 2014-C20 | ||||||||||||
WORLD OMNI AUTO RECEIVABLES TR 2023-D | ||||||||||||
WORLD OMNI AUTO RECEIVABLES TR 2024-A | ||||||||||||
WORLD OMNI AUTO RECEIVABLES TRUST 2023-C |