Current holdings
Data for period
31 May 24
(Last reporting period)
Total assets
$21.19 mm
Liabilities
$906.99 k
Net assets
$20.29 mm
Number of holdings
98.00
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 23 | Aug 23 | Nov 23 | Feb 24 | May 24 |
---|---|---|---|---|---|
321 Henderson Receivables I LLC | |||||
321 Henderson Receivables LLC | |||||
ACRES Commercial Realty Ltd ACRES Commercial Realty 2021-FL1 Ltd 6.64 | |||||
ACRES Commercial Realty Ltd ACRES Commercial Realty 2021-FL1 Ltd 7.04 | |||||
ACRES Commercial Realty Ltd ACRES Commercial Realty 2021-FL2 Ltd 6.84 | |||||
Affirm Asset Securitization Trust 2024-X1 | |||||
AmeriCredit Automobile Receivables Trust 2024-1 | |||||
AMMC CDO AMMC CLO XI Ltd 7.19 | |||||
AMMC CDO AMMC CLO 22 Ltd 6.62 | |||||
AMMC CDO AMMC CLO 21 LTD 6.84 | |||||
Apidos CLO Apidos Clo Xxv 6.47 | |||||
Apidos CLO Apidos CLO XXVI 7.54 | |||||
Arbor Realty Trust Inc Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd 6.50 | |||||
Arbor Realty Trust Inc Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd 6.78 | |||||
Arbor Realty Trust Inc Arbor Realty Commercial Real Estate Notes 2021-FL1 Ltd 6.40 | |||||
Arbor Realty Trust Inc Arbor Realty Commercial Real Estate Notes 2022-FL2 Ltd 7.17 | |||||
Arbor Realty Trust Inc Arbor Realty Commercial Real Estate Notes 2019-FL2 Ltd 7.62 | |||||
AREIT Trust | |||||
ARES CLO Ares XLIII CLO Ltd 6.75 | |||||
ARES CLO ARES LII CLO Ltd 6.32 | |||||
Babson CLO Ltd/Cayman Islands Barings CLO Ltd 2015-I 6.58 | |||||
Babson CLO Ltd/Cayman Islands Barings CLO Ltd 2018-III 6.54 | |||||
BAMLL Commercial Mortgage Securities Trust 2018-DSNY | |||||
Barings Private Credit Corp CL | |||||
Bean Creek CLO | |||||
Bellemeade Re 2020-2 Ltd | |||||
Benefit Street Partners CLO Lt | |||||
BFLD 2019-DPLO | |||||
Blackstone Inc Grippen Park CLO Ltd 6.85 | |||||
Blackstone Inc Cook Park CLO Ltd 7.06 | |||||
Brazos Higher Education Authority Inc | |||||
BSPRT 2017-FL1 Co-Issuer LLC BSPRT 2021-FL6 Issuer Ltd 6.53 | |||||
BSPRT 2017-FL1 Co-Issuer LLC BSPRT 2023-FL10 Issuer Ltd 7.58 | |||||
Buttermilk Park CLO | |||||
BX 2022-MVRK Mortgage Trust | |||||
BX Commercial Mortgage Trust 2021-XL2 | |||||
BX Trust 2018-BILT | |||||
BX Trust 2018-GW | |||||
BX Trust 2019-CALM | |||||
BX Trust 2021-SDMF | |||||
CBOT 2 Year US Treasury Note US 2YR NOTE (CBT) Sep24 | |||||
CBOT 2 Year US Treasury Note US 2YR NOTE (CBT) Jun24 | |||||
CBOT 2 Year US Treasury Note US 2YR NOTE (CBT) Mar24 | |||||
Cerberus Loan Funding LP | |||||
Chesapeake Funding II LLC | |||||
CIFC Funding Ltd | |||||
Citibank Credit Card Issuance Trust | |||||
CNH Equipment Trust 2024-B | |||||
Connecticut Avenue Securities Trust 2022-R04 | |||||
Connecticut Avenue Securities Trust 2023-R04 | |||||
Connecticut Avenue Securities Trust 2023-R06 | |||||
Connecticut Avenue Securities Trust 2024-R01 | |||||
Connecticut Avenue Securities Trust 2024-R03 | |||||
Credit Suisse Mortgage Capital Certificates 2019-ICE4 | |||||
CSMC 2021-BHAR | |||||
Dryden Senior Loan Fund Dryden 40 Senior Loan Fund 6.47 | |||||
Dryden Senior Loan Fund Dryden 60 CLO Ltd 6.64 | |||||
Eagle RE 2021-1 Ltd | |||||
EQUS 2021-EQAZ Mortgage Trust | |||||
Exeter Automobile Receivables Trust 2020-2 | |||||
Extended Stay America Trust 2021-ESH | |||||
Fannie Mae Connecticut Avenue | |||||
Ford Credit Auto Owner Trust 2024-A | |||||
Freddie Mac REMICS | |||||
Freddie Mac STACR REMIC Trust 2020-DNA5 | |||||
Freddie Mac Stacr Remic Trust 2020-HQA2 | |||||
Freddie Mac STACR REMIC Trust 2021-DNA6 | |||||
Freddie Mac STACR REMIC Trust 2021-DNA7 | |||||
Freddie Mac STACR REMIC Trust 2023-DNA1 | |||||
Freddie Mac STACR REMIC Trust 2023-HQA2 | |||||
FS RIALTO | |||||
Greystone Commercial Real Esta | |||||
GS Mortgage Securities Corp Trust 2018-HULA GS Mortgage Securities Corp Trust 2018-HULA 6.54 | |||||
GS Mortgage Securities Corp Trust 2018-HULA GS Mortgage Securities Corp Trust 2018-HULA 7.07 | |||||
GS Mortgage Securities Corp Trust 2021-ARDN | |||||
GS Mortgage Securities Corp Trust 2021-STAR | |||||
HGI CRE CLO Ltd HGI CRE CLO 2021-FL2 Ltd 6.43 | |||||
HGI CRE CLO Ltd HGI CRE CLO 2021-FL1 Ltd 6.48 | |||||
Hilton Orlando Trust 2018-ORL | |||||
Home RE 2022-1 Ltd | |||||
Hyundai Auto Lease Securitization Trust 2024-B | |||||
Hyundai Auto Receivables Trust 2024-A | |||||
Invitation Homes 2018-SFR4 Trust | |||||
John Deere Owner Trust 2024 | |||||
KKR CLO Trust | |||||
LCM LP LCM XV LP 6.59 | |||||
LCM LP LCM 26 Ltd 6.66 | |||||
Life 2021-BMR Mortgage Trust | |||||
LMREC 2021-CRE4 LLC | |||||
LoanCore | |||||
Madison Park Funding Ltd Madison Park Funding XXIV Ltd 0.00 | |||||
Madison Park Funding Ltd Madison Park Funding XXXIV Ltd 6.38 | |||||
Magnetite CLO Ltd | |||||
MBRT 2019-MBR | |||||
Med Trust 2021-MDLN | |||||
MF1 Multifamily Housing Mortga MF1 2020-FL4 Ltd 7.53 | |||||
MF1 Multifamily Housing Mortga MF1 2021-FL7 Ltd 6.53 | |||||
MMAF Equipment Finance LLC 2021-A | |||||
MTN Commercial Mortgage Trust 2022-LPFL | |||||
Navient Private Education Loan Trust 2015-B | |||||
Navistar Financial Dealer Note Master Owner Trust II | |||||
Neuberger Berman CLO Ltd | |||||
Nissan Auto Receivables 2024-A Owner Trust | |||||
Northstar Education Finance Inc | |||||
Octagon Investment Partners Lt | |||||
OFSI Fund Ltd | |||||
OHA Loan Funding Ltd | |||||
Owl Rock CLO Ltd Owl Rock CLO IV Ltd 7.53 | |||||
Owl Rock CLO Ltd Owl Rock CLO I Ltd 7.43 | |||||
Palmer Square CLO Ltd Palmer Square CLO 2014-1 Ltd 6.71 | |||||
Palmer Square CLO Ltd Palmer Square CLO 2018-3 Ltd 7.16 | |||||
Palmer Square CLO Ltd Palmer Square CLO 2023-4 Ltd 7.56 | |||||
Palmer Square Loan Funding Ltd Palmer Square Loan Funding 2024-3 Ltd 0.00 | |||||
Palmer Square Loan Funding Ltd Palmer Square Loan Funding 2020-1 Ltd 6.18 | |||||
Palmer Square Loan Funding Ltd Palmer Square Loan Funding 2020-1 Ltd 7.28 | |||||
Rad CLO | |||||
Ready Capital Corp Ready Capital Mortgage Financing 2023-FL11 LLC 7.70 | |||||
Ready Capital Corp Ready Capital Mortgage Financing 2021-FL7 LLC 6.64 | |||||
Rockford Tower CLO Ltd | |||||
Saranac CLO | |||||
Shackleton CLO Ltd | |||||
Shelter Growth CRE Issuer Ltd | |||||
SMRT 2022-MINI | |||||
State Street Institutional US Government Money Market Fund | |||||
U.S. TREASURY | |||||
Voya CLO Ltd Voya CLO 2013-2 Ltd 6.56 | |||||
Voya CLO Ltd Voya CLO 2013-3 Ltd 6.74 | |||||
Voya CLO Ltd Voya CLO 2016-2 Ltd 7.34 | |||||
Westlake Automobile Receivables Trust 2023-4 | |||||
Westlake Automobile Receivables Trust 2024-1 | |||||
Wind River CLO Ltd Wind River 2013-1 CLO Ltd 6.57 | |||||
Wind River CLO Ltd THL Credit Wind River 2017-4 Clo Ltd 7.08 | |||||
WMRK 2022-WMRK |