Current holdings
Data for period
31 May 24
(Last reporting period)
Total assets
$702.70 mm
Liabilities
$1.84 mm
Net assets
$700.86 mm
Number of holdings
211.00
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 | Aug 23 | Nov 23 | Feb 24 | May 24 |
---|---|---|---|---|
20 Times Square Trust | ||||
ACHV ABS TRUST | ||||
ACRE Commercial Mortgage Ltd. | ||||
Alternative Loan Trust Alternative Loan Trust, Series 2004-J4, Class 1A6 | ||||
Alternative Loan Trust Alternative Loan Trust, Series 2004-33, Class 3A3 | ||||
American Credit Acceptance Receivables Trust | ||||
American Honda Finance Corp. | ||||
Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates | ||||
Amortizing Residential Collateral Trust | ||||
AMSR Trust AMSR Trust, Series 2020-SFR3, Class A | ||||
AMSR Trust AMSR Trust, Series 2021-SFR2, Class A | ||||
Apidos CLO XXXI | ||||
Arivo Acceptance Auto Loan Receivables Trust | ||||
AT&T, Inc. | ||||
Auxilior Term Funding LLC | ||||
Ballyrock CLO Ltd. Ballyrock CLO Ltd., Series 2020-2A, Class A1R | ||||
Ballyrock CLO Ltd. Ballyrock CLO Ltd., Series 2019-1A, Class A1R | ||||
BAMLL Commercial Mortgage Securities Trust | ||||
Banc of America Funding Trust | ||||
Banc of America Mortgage Trust | ||||
BANK | ||||
Bayview Commercial Asset Trust Bayview Commercial Asset Trust, Series 2005-2A, Class M1 | ||||
Bayview Commercial Asset Trust Bayview Commercial Asset Trust, Series 2005-2A, Class A2 | ||||
Bayview Commercial Asset Trust Bayview Commercial Asset Trust, Series 2007-3, Class A2 | ||||
BBCMS Mortgage Trust | ||||
BBCMS Trust | ||||
Bear Stearns Asset-Backed Securities I Trust Bear Stearns Asset-Backed Securities I Trust, Series 2004-AC6, Class M1 | ||||
Bear Stearns Asset-Backed Securities I Trust Bear Stearns Asset-Backed Securities I Trust, Series 2005-HE1, Class M2 | ||||
Bear Stearns Asset-Backed Securities Trust | ||||
BHMS | ||||
BNP Paribas SA | ||||
BPR Trust | ||||
BRE Grand Islander Timeshare Issuer LLC | ||||
BSPRT Issuer Ltd. | ||||
Business Jet Securities LLC Business Jet Securities LLC, Series 2024-1A, Class A | ||||
Business Jet Securities LLC Business Jet Securities LLC, Series 2022-1A, Class A | ||||
Business Jet Securities LLC Business Jet Securities LLC, Series 2021-1A, Class A | ||||
Business Jet Securities LLC Business Jet Securities LLC, Series 2020-1A, Class A | ||||
BX | ||||
BX Trust BX Trust, Series 2021-LBA, Class AJV | ||||
BX Trust BX Trust, Series 2021-BXMF, Class A | ||||
BXG Receivables Note Trust | ||||
BXMT Ltd. | ||||
CarMax Auto Owner Trust CarMax Auto Owner Trust, Series 2022-2, Class A3 | ||||
CarMax Auto Owner Trust CarMax Auto Owner Trust, Series 2020-4, Class A3 | ||||
CarMax Auto Owner Trust CarMax Auto Owner Trust, Series 2020-3, Class A3 | ||||
Carvana Auto Receivables Trust Carvana Auto Receivables Trust, Series 2020-P1, Class A4 | ||||
Carvana Auto Receivables Trust Carvana Auto Receivables Trust, Series 2023-N4, Class A | ||||
Carvana Auto Receivables Trust Carvana Auto Receivables Trust, Series 2020-P1, Class A3 | ||||
Centex Home Equity Loan Trust | ||||
CF Hippolyta Issuer LLC | ||||
Commercial Mortgage Trust | ||||
Connecticut Avenue Securities Trust Connecticut Avenue Securities Trust, Series 2024-R02, Class 1M1 | ||||
Connecticut Avenue Securities Trust Connecticut Avenue Securities Trust, Series 2022-R08, Class 1M1 | ||||
Connecticut Avenue Securities Trust Connecticut Avenue Securities Trust, Series 2022-R07, Class 1M1 | ||||
Connecticut Avenue Securities Trust Connecticut Avenue Securities Trust, Series 2022-R06, Class 1M1 | ||||
Connecticut Avenue Securities Trust Connecticut Avenue Securities Trust, Series 2022-R01, Class 1M1 | ||||
Connecticut Avenue Securities Trust Connecticut Avenue Securities Trust, Series 2021-R03, Class 1M1 | ||||
Connecticut Avenue Securities Trust Connecticut Avenue Securities Trust, Series 2024-R01, Class 1M1 | ||||
Connecticut Avenue Securities Trust Connecticut Avenue Securities Trust, Series 2021-R01, Class 1M1 | ||||
Cooperatieve Rabobank UA | ||||
CoreVest American Finance Trust CoreVest American Finance Trust, Series 2020-2, Class A | ||||
CoreVest American Finance Trust CoreVest American Finance Trust, Series 2020-4, Class A | ||||
CoreVest American Finance Trust CoreVest American Finance Trust, Series 2019-1, Class A | ||||
Countrywide Asset-Backed Certificates Countrywide Asset-Backed Certificates, Series 2003-BC2, Class 2A1 | ||||
Countrywide Asset-Backed Certificates Countrywide Asset-Backed Certificates, Series 2004-S1, Class M2 | ||||
CPS Auto Receivables Trust CPS Auto Receivables Trust, Series 2023-A, Class A | ||||
CPS Auto Receivables Trust CPS Auto Receivables Trust, Series 2022-C, Class A | ||||
Credit Acceptance Auto Loan Trust Credit Acceptance Auto Loan Trust, Series 2023-3A, Class A | ||||
Credit Acceptance Auto Loan Trust Credit Acceptance Auto Loan Trust, Series 2021-2A, Class A | ||||
Credit Acceptance Auto Loan Trust Credit Acceptance Auto Loan Trust, Series 2020-3A, Class A | ||||
Credit Suisse First Boston Mortgage Securities Corp. Credit Suisse First Boston Mortgage Securities Corp., Series 2005-5, Class 1A1 | ||||
Credit Suisse First Boston Mortgage Securities Corp. Credit Suisse First Boston Mortgage Securities Corp., Series 2004-5, Class 4A1 | ||||
CSFB Mortgage-Backed Pass-Through Certificates | ||||
Deutsche Alt-A Securities, Inc. Mortgage Loan Trust | ||||
Diamond Resorts Owner Trust Diamond Resorts Owner Trust, Series 2021-1A, Class A | ||||
Diamond Resorts Owner Trust Diamond Resorts Owner Trust, Series 2019-1A, Class A | ||||
DLLST LLC | ||||
DT Auto Owner Trust DT Auto Owner Trust, Series 2021-1A, Class C | ||||
DT Auto Owner Trust DT Auto Owner Trust, Series 2023-1A, Class A | ||||
DT Auto Owner Trust DT Auto Owner Trust, Series 2022-2A, Class A | ||||
Elmwood CLO V Ltd. | ||||
Enterprise Fleet Financing LLC | ||||
Exeter Automobile Receivables Trust Exeter Automobile Receivables Trust, Series 2024-3A, Class A2 | ||||
Exeter Automobile Receivables Trust Exeter Automobile Receivables Trust, Series 2023-4A, Class C | ||||
Exeter Automobile Receivables Trust Exeter Automobile Receivables Trust, Series 2022-3A, Class A3 | ||||
FHLMC | ||||
FHLMC Multi-Family Structured Credit Risk | ||||
FHLMC Seasoned Credit Risk Transfer Trust | ||||
FHLMC STACR REMIC Trust | ||||
First Franklin Mortgage Loan Trust First Franklin Mortgage Loan Trust, Series 2004-FF8, Class M4 | ||||
First Franklin Mortgage Loan Trust First Franklin Mortgage Loan Trust, Series 2002-FF1, Class M1 | ||||
First Franklin Mortgage Loan Trust First Franklin Mortgage Loan Trust, Series 2002-FF4, Class M1 | ||||
First Franklin Mortgage Loan Trust First Franklin Mortgage Loan Trust, Series 2003-FFH1, Class M2 | ||||
First Horizon Mortgage Pass-Through Trust | ||||
FirstKey Homes Trust | ||||
Flagstar Mortgage Trust | ||||
FNMA | ||||
Foundation Finance Trust | ||||
Fremont Home Loan Trust | ||||
FS Rialto | ||||
Galaxy XV CLO Ltd. | ||||
GNMA | ||||
Goodgreen Goodgreen, Series 2019-1A, Class A | ||||
Goodgreen Goodgreen, Series 2018-1A, Class A | ||||
Goodgreen Trust | ||||
GreenPoint Mortgage Funding Trust | ||||
GSAA Trust | ||||
GSR Mortgage Loan Trust | ||||
HERO Funding | ||||
Hilton Grand Vacations Trust Hilton Grand Vacations Trust, Series 2018-AA, Class A | ||||
Hilton Grand Vacations Trust Hilton Grand Vacations Trust, Series 2020-AA, Class A | ||||
Hilton Grand Vacations Trust Hilton Grand Vacations Trust, Series 2022-2A, Class A | ||||
Hyundai Auto Lease Securitization Trust | ||||
ILPT Commercial Mortgage Trust | ||||
Impac CMB Trust Impac CMB Trust, Series 2005-5, Class A1 | ||||
Impac CMB Trust Impac CMB Trust, Series 2004-6, Class 1A2 | ||||
IndyMac INDA Mortgage Loan Trust | ||||
JPMorgan Mortgage Trust | ||||
JPMorgan Prime Money Market Fund | ||||
LCM 29 Ltd. | ||||
Lendingpoint Asset Securitization Trust Lendingpoint Asset Securitization Trust, Series 2022-B, Class A | ||||
Lendingpoint Asset Securitization Trust Lendingpoint Asset Securitization Trust, Series 2022-C, Class A | ||||
LendingPoint Asset Securitization Trust | ||||
Lendmark Funding Trust | ||||
LP LMS Asset Securitization Trust LP LMS Asset Securitization Trust, Series 2023-1A, Class A | ||||
LP LMS Asset Securitization Trust LP LMS Asset Securitization Trust, Series 2021-2A, Class A | ||||
Mariner Finance Issuance Trust Mariner Finance Issuance Trust, Series 2020-AA, Class A | ||||
Mariner Finance Issuance Trust Mariner Finance Issuance Trust, Series 2021-AA, Class A | ||||
Marlin Receivables LLC | ||||
MASTR Adjustable Rate Mortgages Trust MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 3A7B | ||||
MASTR Adjustable Rate Mortgages Trust MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 2A1 | ||||
MASTR Seasoned Securitization Trust | ||||
Mellon Residential Funding Corp. Mortgage Pass-Through Certificates Mellon Residential Funding Corp. Mortgage Pass-Through Certificates, Series 2001-TBC1, Class B1 | ||||
Mellon Residential Funding Corp. Mortgage Pass-Through Certificates Mellon Residential Funding Corp. Mortgage Pass-Through Certificates, Series 2002-TBC1, Class B1 | ||||
Mellon Residential Funding Corp. Mortgage Pass-Through Certificates Mellon Residential Funding Corp. Mortgage Pass-Through Certificates, Series 2002-TBC1, Class B2 | ||||
Merrill Lynch Mortgage Investors Trust Merrill Lynch Mortgage Investors Trust, Series 2004-1, Class 2A3 | ||||
Merrill Lynch Mortgage Investors Trust Merrill Lynch Mortgage Investors Trust, Series 2004-D, Class A1 | ||||
Metlife Securitization Trust Metlife Securitization Trust, Series 2018-1A, Class A | ||||
Metlife Securitization Trust Metlife Securitization Trust, Series 2017-1A, Class A | ||||
Metropolitan Life Global Funding I | ||||
MF1 Ltd. MF1 Ltd., Series 2021-FL7, Class A | ||||
MF1 Ltd. MF1 Ltd., Series 2022-FL8, Class A | ||||
Morgan Stanley Dean Witter Capital I, Inc. Trust Morgan Stanley Dean Witter Capital I, Inc. Trust, Series 2003-HYB1, Class A4 | ||||
Morgan Stanley Dean Witter Capital I, Inc. Trust Morgan Stanley Dean Witter Capital I, Inc. Trust, Series 2003-HYB1, Class B1 | ||||
Morgan Stanley Mortgage Loan Trust Morgan Stanley Mortgage Loan Trust, Series 2004-5AR, Class 3A3 | ||||
Morgan Stanley Mortgage Loan Trust Morgan Stanley Mortgage Loan Trust, Series 2004-3, Class 4A | ||||
Morgan Stanley Mortgage Loan Trust Morgan Stanley Mortgage Loan Trust, Series 2004-11AR, Class 1A2A | ||||
Morgan Stanley Mortgage Loan Trust Morgan Stanley Mortgage Loan Trust, Series 2004-5AR, Class 3A5 | ||||
MRFC Mortgage Pass-Through Trust | ||||
MVW LLC | ||||
NAAC Reperforming Loan REMIC Trust Certificates | ||||
Neuberger Berman Loan Advisers CLO 37 Ltd. | ||||
New Century Home Equity Loan Trust | ||||
New Residential Mortgage Loan Trust | ||||
Nomura Asset Acceptance Corp. Alternative Loan Trust | ||||
OAKST Commercial Mortgage Trust | ||||
OCP CLO Ltd. | ||||
One Bryant Park Trust | ||||
ONE Mortgage Trust | ||||
OneMain Financial Issuance Trust OneMain Financial Issuance Trust, Series 2021-1A, Class A1 | ||||
OneMain Financial Issuance Trust OneMain Financial Issuance Trust, Series 2020-1A, Class A | ||||
Oportun Issuance Trust | ||||
Pagaya AI Debt Selection Trust | ||||
Pagaya AI Technology in Housing Trust | ||||
Palmer Square Loan Funding Ltd. Palmer Square Loan Funding Ltd., Series 2021-4A, Class A1 | ||||
Palmer Square Loan Funding Ltd. Palmer Square Loan Funding Ltd., Series 2022-2A, Class A1 | ||||
Palmer Square Loan Funding Ltd. Palmer Square Loan Funding Ltd., Series 2021-3A, Class A1 | ||||
PRET LLC | ||||
Prime Mortgage Trust | ||||
Progress Residential Progress Residential, Series 2021-SFR4, Class A | ||||
Progress Residential Progress Residential, Series 2021-SFR1, Class A | ||||
Progress Residential Trust Progress Residential Trust, Series 2020-SFR3, Class A | ||||
Progress Residential Trust Progress Residential Trust, Series 2021-SFR8, Class A | ||||
Progress Residential Trust Progress Residential Trust, Series 2023-SFR1, Class A | ||||
Progress Residential Trust Progress Residential Trust, Series 2020-SFR2, Class A | ||||
Progress Residential Trust Progress Residential Trust, Series 2024-SFR1, Class A | ||||
Progress Residential Trust Progress Residential Trust, Series 2024-SFR2, Class A | ||||
Progress Residential Trust Progress Residential Trust, Series 2019-SFR4, Class A | ||||
Protective Life Global Funding | ||||
PRPM LLC PRPM LLC, Series 2020-6, Class A1 | ||||
PRPM LLC PRPM LLC, Series 2021-10, Class A1 | ||||
RASC Trust | ||||
RFMSI Trust RFMSI Trust, Series 2005-SA2, Class 2A2 | ||||
RFMSI Trust RFMSI Trust, Series 2006-SA4, Class 2A1 | ||||
Santander Consumer Auto Receivables Trust | ||||
Santander Drive Auto Receivables Trust Santander Drive Auto Receivables Trust, Series 2022-4, Class A3 | ||||
Santander Drive Auto Receivables Trust Santander Drive Auto Receivables Trust, Series 2022-6, Class A2 | ||||
Santander Drive Auto Receivables Trust Santander Drive Auto Receivables Trust, Series 2022-5, Class A2 | ||||
SCF Equipment Leasing LLC | ||||
SDR Commercial Mortgage Trust | ||||
Sequoia Mortgage Trust Sequoia Mortgage Trust, Series 11, Class A | ||||
Sequoia Mortgage Trust Sequoia Mortgage Trust, Series 2003-3, Class A2 | ||||
Sequoia Mortgage Trust Sequoia Mortgage Trust, Series 2004-11, Class A2 | ||||
Sierra Timeshare Receivables Funding LLC Sierra Timeshare Receivables Funding LLC, Series 2020-2A, Class A | ||||
Sierra Timeshare Receivables Funding LLC Sierra Timeshare Receivables Funding LLC, Series 2019-2A, Class A | ||||
SMR Mortgage Trust | ||||
SoFi Professional Loan Program Trust SoFi Professional Loan Program Trust, Series 2018-B, Class A2FX | ||||
SoFi Professional Loan Program Trust SoFi Professional Loan Program Trust, Series 2021-B, Class AFX | ||||
Southern Power Co. | ||||
Structured Asset Investment Loan Trust | ||||
Structured Asset Mortgage Investments II Trust | ||||
Structured Asset Mortgage Investments Trust | ||||
Structured Asset Securities Corp. Mortgage Pass-Through Certificates Structured Asset Securities Corp. Mortgage Pass-Through Certificates, Series 2003-40A, Class 4A | ||||
Structured Asset Securities Corp. Mortgage Pass-Through Certificates Structured Asset Securities Corp. Mortgage Pass-Through Certificates, Series 2003-24A, Class 2A | ||||
STWD Mortgage Trust | ||||
Sumitomo Mitsui Financial Group, Inc. | ||||
Symphony CLO XVIII Ltd. | ||||
Tesla Auto Lease Trust Tesla Auto Lease Trust, Series 2024-A, Class B | ||||
Tesla Auto Lease Trust Tesla Auto Lease Trust, Series 2021-B, Class A4 | ||||
Tesla Auto Lease Trust Tesla Auto Lease Trust, Series 2021-A, Class A3 | ||||
Thornburg Mortgage Securities Trust | ||||
Towd Point Mortgage Trust | ||||
Toyota Auto Receivables Owner Trust | ||||
Tricon American Homes | ||||
Tricon American Homes Trust | ||||
Tricon Residential Trust Tricon Residential Trust, Series 2024-SFR1, Class A | ||||
Tricon Residential Trust Tricon Residential Trust, Series 2024-SFR2, Class A | ||||
Truist Financial Corp. | ||||
Two Harbors Msr Frn | ||||
UBS AG | ||||
UBS-BAMLL Trust | ||||
Upstart Securitization Trust Upstart Securitization Trust, Series 2022-4, Class A | ||||
Upstart Securitization Trust Upstart Securitization Trust, Series 2023-1, Class A | ||||
Upstart Securitization Trust Upstart Securitization Trust, Series 2021-4, Class A | ||||
US Auto Funding Trust | ||||
VCAT LLC | ||||
Verdant Receivables LLC | ||||
VOLT C LLC | ||||
VOLT XCII LLC | ||||
VOLT XCIII LLC | ||||
VOLT XCIV LLC | ||||
VOLT XCIX LLC | ||||
VOLT XCV LLC | ||||
VOLT XCVI LLC | ||||
VOLT XCVII LLC | ||||
WaMu Mortgage Pass-Through Certificates Trust WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR3, Class A1 | ||||
WaMu Mortgage Pass-Through Certificates Trust WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR11, Class A | ||||
Wells Fargo Commercial Mortgage Trust Wells Fargo Commercial Mortgage Trust, Series 2021-SAVE, Class A | ||||
Wells Fargo Commercial Mortgage Trust Wells Fargo Commercial Mortgage Trust, Series 2020-C58, Class A1 | ||||
Westgate Resorts LLC | ||||
Westlake Automobile Receivables Trust Westlake Automobile Receivables Trust, Series 2022-2A, Class A3 | ||||
Westlake Automobile Receivables Trust Westlake Automobile Receivables Trust, Series 2023-3A, Class A3 | ||||
Westlake Automobile Receivables Trust Westlake Automobile Receivables Trust, Series 2022-3A, Class A2 | ||||
World Omni Auto Receivables Trust | ||||
World Omni Select Auto Trust |