Current holdings
Data for period
31 Mar 24
(Last reporting period)
Total assets
$8.62 bn
Liabilities
$110.83 mm
Net assets
$8.51 bn
Number of holdings
188.00
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 | Sep 23 | Dec 23 | Mar 24 |
---|---|---|---|
A10 Securitization | |||
ABPCI Direct Lending Fund ABS ABPCI Direct Lending Fund ABS II LLC | |||
ABPCI Direct Lending Fund ABS ABPCI Direct Lending Fund ABS I Ltd. | |||
ABPCI Direct Lending Fund CLO ABPCI Direct Lending Fund CLO X LP | |||
ABPCI Direct Lending Fund CLO ABPCI Direct Lending Fund IX LLC | |||
ACRE COMMERCIAL MORTGAGE TRUST | |||
Acres PLC ACRES Commercial Realty 2021-FL1 Ltd. | |||
Acres PLC ACRES Commercial Realty 2021-FL2 Ltd. | |||
Ally Auto Receivables Trust | |||
AMAZON.COM INC | |||
American Express Credit Accoun American Express Credit Account Master Trust 2023-2 | |||
American Express Credit Accoun American Express Credit Account Master Trust | |||
AMERICAN TOWER TRUST I | |||
Arbor Realty Collateralized Lo Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd. | |||
Arbor Realty Collateralized Lo Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd. | |||
Arbor Realty Collateralized Lo Arbor Realty Commercial Real Estate Notes 2021-FL2 Ltd. | |||
Arbor Realty Collateralized Lo Arbor Realty Commercial Real Estate Notes 2022-FL2 Ltd. | |||
Arbor Realty Collateralized Lo Arbor Realty Commercial Real Estate Notes 2021-FL1 Ltd. | |||
ARES CAPITAL CORP | |||
ARI Fleet Lease Trust | |||
Avis Budget Rental Car Funding | |||
AXIOM GLOBAL INC | |||
Barclays Commercial Mortgage S | |||
BDS Ltd | |||
BlackRock Mt. Adams CLO IX LP | |||
BLACKSTONE PRIVATE CRE | |||
BLUE OWL CREDIT INCOME | |||
BMW Vehicle Owner Trust BMW Vehicle Owner Trust 2023-A | |||
BMW Vehicle Owner Trust BMW Vehicle Owner Trust 2022-A | |||
BRAZOS SECURITIZATN LLC | |||
Brightwood Capital MM CLO 2021 | |||
BTC HOLDINGS BANK DEBT 01/28/2027 / | |||
BTC OFFSHORE HLDGS BANK DEBT 10/20/2029 / | |||
BX Trust | |||
Capital One Prime Auto Receiva | |||
CAPSTONE ACQ HLDGS BANK DEBT 11/12/2027 / CAPSTONE ACQ HLDGS BANK DEBT 11/12/2027 / | |||
CAPSTONE ACQ HLDGS BANK DEBT 11/12/2027 / CAPSTONE ACQ HLDGS BANK DEBT 11/12/2027 / | |||
CarMax Auto Owner Trust Carmax Auto Owner Trust 2023-2 | |||
CarMax Auto Owner Trust CarMax Auto Owner Trust 2023-1 | |||
CarMax Auto Owner Trust Carmax Auto Owner Trust 2022-3 | |||
CarMax Auto Owner Trust Carmax Auto Owner Trust 2022-3 | |||
CarMax Auto Owner Trust Carmax Auto Owner Trust 2023-3 | |||
CarMax Auto Owner Trust CarMax Auto Owner Trust 2020-3 | |||
Cascade Funding Mortgage Trust Cascade Funding Mortgage Trust 2021-HB6 | |||
Cascade Funding Mortgage Trust CFMT 2021-HB7 LLC | |||
Cascade Funding Mortgage Trust CFMT 2021-HB7 LLC | |||
Cascade Funding Mortgage Trust CFMT 2021-HB5 LLC | |||
Cerberus Cerberus Loan Funding XLI LLC | |||
Cerberus Cerberus Loan Funding XL LLC | |||
Cerberus Cerberus Loan Funding XLIII LLC | |||
Cerberus Cerberus Loan Funding XXIX LP | |||
Chase Issuance Trust | |||
Citigroup Mortgage Loan Trust | |||
CLECO SECURITIZATION I | |||
CNH Equipment Trust CNH Equipment Trust 2022-B | |||
CNH Equipment Trust CNH Equipment Trust 2023-A | |||
CNH Equipment Trust CNH Equipment Trust 2023-B | |||
CNH Equipment Trust CNH Equipment Trust 2021-B | |||
CNH Equipment Trust CNH Equipment Trust 2022-A | |||
Coinstar Funding, LLC | |||
Cologix Data Centers Issuer LL | |||
CONSUMERS 23 SECURE FUND | |||
COPPER EARNOUT Trust SHS / | |||
Copper Property CTL Pass Throu | |||
DataBank Issuer LLC | |||
Dell Equipment Finance Trust Dell Equipment Finance Trust 2022-2 | |||
Dell Equipment Finance Trust Dell Equipment Finance Trust 2022-2 | |||
Dell Equipment Finance Trust Dell Equipment Finance Trust | |||
Discover Card Execution Note T | |||
Drive Auto Receivables Trust | |||
DT Auto Owner Trust DT Auto Owner Trust 2021-3 | |||
DT Auto Owner Trust DT Auto Owner Trust 2022-1 | |||
DT Auto Owner Trust DT Auto Owner Trust 2021-4 | |||
DTE ELECT SECUR FND II | |||
Elm Trust Elm 2020-4 Trust | |||
Elm Trust Elm 2020-3 Trust | |||
Enterprise Fleet Financing LLC Enterprise Fleet Financing 2022-3 LLC | |||
Enterprise Fleet Financing LLC Enterprise Fleet Financing 2022-4 LLC | |||
Enterprise Fleet Financing LLC Enterprise Fleet Financing 2022-2 LLC | |||
Enterprise Fleet Financing LLC Enterprise Fleet Financing 2023-3 LLC | |||
Enterprise Fleet Financing LLC Enterprise Fleet Financing 2023-1 LLC | |||
Enterprise Fleet Financing LLC Enterprise Fleet Financing 2023-2 LLC | |||
Enterprise Fleet Financing LLC Enterprise Fleet Funding 2021-1 LLC | |||
Exeter Automobile Receivables | |||
Fannie Mae | |||
FCI Funding, LLC | |||
Flagship Credit Auto Trust | |||
Ford Credit Auto Owner Trust Ford Credit Auto Owner Trust 2023-A | |||
Ford Credit Auto Owner Trust Ford Credit Auto Owner Trust 2023-B | |||
Ford Credit Auto Owner Trust Ford Credit Auto Owner Trust 2020-B | |||
Ford Credit Floorplan Master O | |||
Fortress Credit Opportunities | |||
Freddie Mac | |||
FRONTIER COMMUNICATIONS Frontier Communications Holdings LLC | |||
FRONTIER COMMUNICATIONS Frontier Communications Holdings LLC | |||
General Motors GMF Floorplan Owner Revolving Trust | |||
General Motors GMF Floorplan Owner Revolving Trust | |||
GM Financial Revolving Receiva GM Financial Revolving Receivables Trust 2021-1 | |||
GM Financial Revolving Receiva GM Financial Revolving Receivables Trust 2023-2 | |||
GM Financial Revolving Receiva GM Financial Revolving Receivables Trust 2024-1 | |||
GM Financial Revolving Receiva GM Financial Revolving Receivables Trust 2023-1 | |||
GM Financial Securitized Term GM Financial Consumer Automobile Receivables Trust 2022-3 | |||
GM Financial Securitized Term GM Financial Consumer Automobile Receivables Trust 2023-3 | |||
GM Financial Securitized Term GM Financial Consumer Automobile Receivables Trust 2023-1 | |||
Golub Capital Partners CLO Ltd Golub Capital Partners Clo 45M Ltd. | |||
Golub Capital Partners CLO Ltd Golub Capital Partners Clo 46M Ltd. | |||
Golub Capital Partners CLO Ltd Golub Capital Partners CLO 67M | |||
Golub Capital Partners CLO Ltd Golub Capital Partners Clo 42M-R | |||
Golub Capital Partners CLO Ltd Golub Capital Partners Clo 36m Ltd. | |||
Golub Capital Partners Funding Golub Capital Partners ABS Funding 2020-1 Ltd. | |||
Golub Capital Partners Funding Golub Capital Partners ABS Funding 2021-1 Ltd. | |||
Golub Capital Partners Funding Golub Capital Partners ABS Funding 2021-2 Ltd. | |||
Government National Mortgage A | |||
GREAT AMERICA LEASING RECEIVAB GreatAmerica Leasing Receivables Funding LLC Series 2022-1 | |||
GREAT AMERICA LEASING RECEIVAB GreatAmerica Leasing Receivables | |||
GS Mortgage-Backed Securities GS Mortgage-Backed Securities Trust 2021-PJ7 | |||
GS Mortgage-Backed Securities GS Mortgage-Backed Securities Trust 2021-PJ6 | |||
GS Mortgage-Backed Securities GS Mortgage-Backed Securities Corp. Trust 2022-PJ2 | |||
HERA Commercial Mortgage Ltd | |||
Hertz Vehicle Financing LLC Hertz Vehicle Financing III LP | |||
Hertz Vehicle Financing LLC Hertz Vehicle Financing LLC | |||
Hertz Vehicle Financing LLC Hertz Vehicle Financing III LLC | |||
HLEND SENIOR NOTES DUE 3/15/2028 / | |||
Honda Auto Receivables Owner T | |||
HPEFS Equipment Trust Hpefs Equipment Trust 2022-2 | |||
HPEFS Equipment Trust Hpefs Equipment Trust 2022-2 | |||
HPS CORPORATE LENDING FU | |||
HRT DNT / HRT DNT FIN | |||
Hyundai Auto Receivables Trust Hyundai Auto Receivables Trust 2022-B | |||
Hyundai Auto Receivables Trust Hyundai Auto Receivables Trust 2023-B | |||
Independence Plaza Trust | |||
JC PENNEY CORP INC | |||
John Deere Owner Trust John Deere Owner Trust 2023-C | |||
John Deere Owner Trust John Deere Owner Trust 2023-B | |||
John Deere Owner Trust John Deere Owner Trust 2022-B | |||
John Deere Owner Trust John Deere Owner Trust 2023 | |||
JP Morgan Mortgage Trust JP Morgan Mortgage Trust 2021-13 | |||
JP Morgan Mortgage Trust JP Morgan Mortgage Trust 2022-3 | |||
JP Morgan Mortgage Trust JP Morgan Mortgage Trust Series 2024-3 | |||
JPMBB Commercial Mortgage Secu JPMBB Commercial Mortgage Securities Trust 2015-C31 | |||
JPMBB Commercial Mortgage Secu JPMBB Commercial Mortgage Securities Trust 2015-C30 | |||
KANSAS GAS SVC SEC I LLC | |||
KREF 2021-FL2 Ltd | |||
Kubota Credit Owner Trust Kubota Credit Owner Trust 2023-2 | |||
Kubota Credit Owner Trust Kubota Credit Owner Trust 2022-2 | |||
Kubota Credit Owner Trust Kubota Credit Owner Trust 2023-1 | |||
Kubota Credit Owner Trust Kubota Credit Owner Trust 2022-1 | |||
Ladder Capital Commercial Mort | |||
Lake Shore MM CLO IV LLC | |||
LCM Ltd Partnership | |||
LEALAND FINANCE Co. B.V. SUPER SNR EXIT LC / | |||
LoanCore 2018-CRE1 Issuer, Ltd | |||
LoanCore 2021-CRE5 Issuer, Ltd | |||
LOUISIANA ST LOCAL GOVT ENVRNM | |||
M&T Equipment Notes | |||
MERCEDES-BENZ AUTO RECEIVABLES Mercedes-Benz Auto Receivables Trust 2023-1 | |||
MERCEDES-BENZ AUTO RECEIVABLES Mercedes-Benz Auto Receivables Trust 2024-1 | |||
MF1 Multifamily Housing Mortga | |||
MMAF Equipment Finance LLC MMAF Equipment Finance LLC 2023-A | |||
MMAF Equipment Finance LLC MMAF Equipment Finance LLC 2024-A | |||
MMAF Equipment Finance LLC MMAF Equipment Finance LLC 2020-A | |||
Monroe Capital ABS Funding LTD | |||
MSILF Treasury Portfolio | |||
NextGear Floorplan Master Owne | |||
Nissan Auto Receivables Owner Nissan Auto Receivables 2022-B Owner Trust | |||
Nissan Auto Receivables Owner Nissan Auto Receivables 2023-A Owner Trust | |||
OAKTREE STRATEGIC CREDIT | |||
OCREDIT BDC SENIOR NOTE DDTL / | |||
OKLAHOMA ST DEV FIN AUTH | |||
Oportun Funding LLC Oportun Issuance Trust 2021-C | |||
Oportun Funding LLC Oportun Funding XIV LLC | |||
Owl Rock CLO Ltd | |||
Parliament CLO Ltd | |||
Parliament Funding II Ltd | |||
PFS Financing Corp. PFS Financing Corp. | |||
PFS Financing Corp. PFS Financing Corp. | |||
PFS Financing Corp. PFS Financing Corp. | |||
PFS Financing Corp. PFS Financing Corp. | |||
PFS Financing Corp. PFS Financing Corp. | |||
PG&E RECOVERY FND LLC | |||
PG&E WILDFIRE RECOVERY | |||
PHI Group Inc/DE | |||
Porsche Financial Auto Securit | |||
Prestige Auto Receivables Trus | |||
Pretium Mortgage Credit Partne PRET 2021-NPL6 LLC | |||
Pretium Mortgage Credit Partne PRET 2024-RPL1 Trust | |||
Pretium Mortgage Credit Partne Pretium Mortgage Credit Partners I 2021-NPL2 LLC | |||
Pretium Mortgage Credit Partne Pretium Mortgage Credit Partners I 2021-NPL4 LLC | |||
Pretium Mortgage Credit Partne PRET 2021-NPL5 LLC | |||
Progress Residential Trust Progress Residential 2023-SFR2 Trust | |||
Progress Residential Trust Progress Residential 2021-SFR7 Trust | |||
Progress Residential Trust Progress Residential 2021-SFR9 Trust | |||
Progress Residential Trust Progress Residential 2021-SFR10 Trust | |||
Progress Residential Trust Progress Residential 2021-SFR11 Trust | |||
PROP SERIES 2017 1A 5.30% 3/15/2042 / | |||
PRP Advisors, LLC PRPM 2021-2 LLC | |||
PRP Advisors, LLC PRPM 2021-10 LLC | |||
PRP Advisors, LLC PRPM 2021-9 LLC | |||
PRP Advisors, LLC PRPM 2021-11 LLC | |||
ReadyCap Commercial Mortgage T | |||
Santander Drive Auto Receivabl | |||
Saranac CLO LTD | |||
SBA TOWER TRUST SBA Tower Trust | |||
SBA TOWER TRUST SBA Tower Trust | |||
SBA TOWER TRUST SBA Tower Trust | |||
SFS Auto Receivables Securitiz | |||
Shelter Growth CRE | |||
Springcastle SPV | |||
Starwood Commercial Mortgage T | |||
Sunnova Hestia I Issuer, LLC | |||
TEXAS NATURAL GAS SECURITIZTN | |||
THL Credit Lake Shore MM CLO I Lake Shore MM CLO III LLC | |||
THL Credit Lake Shore MM CLO I Lake Shore MM CLO III LLC | |||
Towd Point Mortgage Trust Towd Point Mortgage Trust 2020-4 | |||
Towd Point Mortgage Trust Towd Point Mortgage Trust 2023-1 | |||
Towd Point Mortgage Trust Towd Point Mortgage Trust 2018-2 | |||
Towd Point Mortgage Trust Towd Point Mortgage Trust 2018-5 | |||
Toyota Auto Loan Extended Note Toyota Auto Loan Extended Note Trust 2022-1 | |||
Toyota Auto Loan Extended Note Toyota Auto Loan Extended Note Trust 2023-1 | |||
Toyota Auto Receivables Owner Toyota Auto Receivables 2023-A Owner Trust | |||
Toyota Auto Receivables Owner Toyota Auto Receivables 2023-B Owner Trust | |||
Toyota Auto Receivables Owner Toyota Auto Receivables 2022-C Owner Trust | |||
Toyota Auto Receivables Owner Toyota Auto Receivables 2023-C Owner Trust | |||
TPG Real Estate Finance | |||
TREASURY BILL | |||
TVEST 2020A, LLC | |||
Vantage Data Centers LLC | |||
VCAT Asset Securitization, LLC VCAT 2021-NPL1 LLC | |||
VCAT Asset Securitization, LLC VCAT 2021-NPL2 LLC | |||
VCP CLO Ltd | |||
VCP RRL ABS I, Ltd | |||
Vericrest Opportunity Loan Tra VOLT C LLC | |||
Vericrest Opportunity Loan Tra VOLT XCIV LLC | |||
Vericrest Opportunity Loan Tra VOLT XCV LLC | |||
Verizon Master Trust | |||
VIRGINIA POWER FUEL SEC | |||
VMC Finance LLC | |||
Volkswagen Auto Loan Enhanced | |||
WEPCo Environmental Trust Fina | |||
Westlake Automobile Receivable Westlake Automobile Receivables Trust 2022-1 | |||
Westlake Automobile Receivable Westlake Automobile Receivables Trust 2021-3 | |||
WINDSTREAM SERVICES LLC | |||
Woodmont Trust Woodmont 2019-6 Trust | |||
Woodmont Trust Woodmont 2019-6 Trust | |||
World Omni Auto Receivables Tr World Omni Auto Receivables Trust 2023-C | |||
World Omni Auto Receivables Tr World Omni Auto Receivables Trust 2023-A | |||
World Omni Auto Receivables Tr World Omni Auto Receivables Trust 2023-B | |||
World Omni Auto Receivables Tr World Omni Auto Receivables Trust 2020-C |