Current holdings
Data for period
31 Jan 23
(Last reporting period)
Total assets
$41.00 mm
Liabilities
$10.25 mm
Net assets
$30.75 mm
Number of holdings
15.00
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 | Oct 19 | Jan 20 | Apr 20 | Jul 20 | Oct 20 | Jan 21 | Apr 21 | Jul 21 | Oct 21 | Jan 22 | Apr 22 | Jul 22 | Oct 22 | Jan 23 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGL CLO 17 Ltd. | ||||||||||||||
AGL CLO Ltd. | ||||||||||||||
Alba Plc Alba 2006-2 PLC | ||||||||||||||
Alba Plc Alba 2007-1 PLC | ||||||||||||||
AMBAC LSNI LLC | ||||||||||||||
American Express Credit Account Master Trust | ||||||||||||||
American Home Mortgage Investment Trust | ||||||||||||||
AmeriCredit Automobile Receivables Trust AmeriCredit Automobile Receivables Trust 2017-4 | ||||||||||||||
AmeriCredit Automobile Receivables Trust Americredit Automobile Receivables Trust 2018-3 | ||||||||||||||
AmeriCredit Automobile Receivables Trust AmeriCredit Automobile Receivables Trust 2017-2 | ||||||||||||||
AMSR Trust | ||||||||||||||
Arbor Realty Collateralized Loan Obligation Ltd Arbor Realty Commercial Real Estate Notes 2021-FL2 Ltd | ||||||||||||||
Arbor Realty Collateralized Loan Obligation Ltd Arbor Realty Commercial Real Estate Notes 2022-FL2 Ltd | ||||||||||||||
Arbor Realty Collateralized Loan Obligation Ltd Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd | ||||||||||||||
Arbor Realty Collateralized Loan Obligation Ltd Arbor Realty Commercial Real Estate Notes 2021-FL2 Ltd | ||||||||||||||
Arbor Realty Collateralized Loan Obligation Ltd Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd | ||||||||||||||
ARES CLO Ltd | ||||||||||||||
Atlas Senior Loan Fund LTD | ||||||||||||||
Atrium CDO Corp | ||||||||||||||
Avery Point CLO Ltd | ||||||||||||||
Avoca CLO Avoca CLO XXI DAC | ||||||||||||||
Avoca CLO Avoca CLO XXIII DAC | ||||||||||||||
Babson CLO Ltd | ||||||||||||||
Banc of America Funding Corporation Banc of America Funding 2014-R3 Trust | ||||||||||||||
Banc of America Funding Corporation Banc of America Funding 2004-B Trust | ||||||||||||||
Bank of America Credit Card Trust | ||||||||||||||
Bank of America N.A. | ||||||||||||||
BANNA RMBS | ||||||||||||||
Barclays Bank PLC | ||||||||||||||
Barings CLO Ltd. 2016-II | ||||||||||||||
Bayview Commercial Asset Trust | ||||||||||||||
BDS Ltd BDS 2021-FL8 | ||||||||||||||
BDS Ltd BDS 2021-FL8 | ||||||||||||||
BDS Ltd BDS 2021-FL10 Ltd | ||||||||||||||
BDS Ltd BDS 2022-FL11 LLC | ||||||||||||||
BELLEMEADE RE LT Bellemeade Re 2019-2 Ltd | ||||||||||||||
BELLEMEADE RE LT Bellemeade Re 2019-4 Ltd | ||||||||||||||
BELLEMEADE RE LT Bellemeade Re 2019-1 Ltd | ||||||||||||||
BELLEMEADE RE LT Bellemeade RE 2021-3 Ltd | ||||||||||||||
BELLEMEADE RE LT Bellemeade Re 2018-1 Ltd | ||||||||||||||
BELLEMEADE RE LT Bellemeade Re 2017-1 Ltd | ||||||||||||||
BELLEMEADE RE LT Bellemeade Re 2020-2 Ltd | ||||||||||||||
BELLEMEADE RE LT Bellemeade Re 2020-1 Ltd | ||||||||||||||
BELLEMEADE RE LT Bellemeade Re 2020-1 Ltd | ||||||||||||||
Benchmark Mortgage Trust | ||||||||||||||
Bluemountain CLO Ltd BLUEMOUNTAIN CLO 2012-2 Ltd | ||||||||||||||
Bluemountain CLO Ltd BlueMountain CLO 2013-1 Ltd | ||||||||||||||
Bluemountain CLO Ltd BlueMountain CLO 2013-2 Ltd | ||||||||||||||
BNP Paribas SA | ||||||||||||||
BX Commercial Mortgage Trust 2019-XL | ||||||||||||||
BX Trust BX Trust 2018-BILT | ||||||||||||||
BX Trust BX Commercial Mortgage Trust 2018-BIOA | ||||||||||||||
BX Trust BX Commercial Mortgage Trust 2018-IND | ||||||||||||||
Cairn CLO BV | ||||||||||||||
CAMB Commercial Mortgage Trust | ||||||||||||||
Canyon Capital CLO Ltd | ||||||||||||||
Capital One Multi-Asset Execution Trust | ||||||||||||||
Carbone CLO, LTD | ||||||||||||||
Carlyle Global Market Strategies Carlyle US CLO 2016-4 Ltd | ||||||||||||||
Carlyle Global Market Strategies Carlyle Global Market Strategies CLO 2013-4 Ltd | ||||||||||||||
Carlyle Global Market Strategies Carlyle Global Market Strategies CLO 2013-2 Ltd | ||||||||||||||
CBAM CLO Management | ||||||||||||||
Chase Auto Credit Linked Notes | ||||||||||||||
Chase Issuance Trust | ||||||||||||||
Chicago Board of Trade | ||||||||||||||
Chicago Mercantile Exchange | ||||||||||||||
CIFC Funding Ltd CIFC Funding 2012-II-R Ltd | ||||||||||||||
CIFC Funding Ltd CIFC Funding 2015-I Ltd | ||||||||||||||
Citibank, National Association | ||||||||||||||
Citigroup Commercial Mortgage Trust Citigroup Commercial Mortgage Trust 2013-375P | ||||||||||||||
Citigroup Commercial Mortgage Trust Citigroup Commercial Mortgage Trust 2018-TBR | ||||||||||||||
Citigroup Commercial Mortgage Trust Citigroup Commercial Mortgage Trust 2018-TBR | ||||||||||||||
CLI Funding LLC CLI Funding VIII LLC | ||||||||||||||
CLI Funding LLC CLI Funding VI LLC | ||||||||||||||
COMM Mortgage Trust COMM 2019-WCM Mortgage Trust | ||||||||||||||
COMM Mortgage Trust COMM 2019-521F Mortgage Trust | ||||||||||||||
COMM Mortgage Trust COMM 2019-521F Mortgage Trust | ||||||||||||||
Cordatus CLO PLC | ||||||||||||||
CORE 2019-CORE MORTGAGE TRUST CORE 2019-CORE Mortgage Trust | ||||||||||||||
CORE 2019-CORE MORTGAGE TRUST CORE 2019-CORE Mortgage Trust | ||||||||||||||
Countrywide Asset-Backed Certificates | ||||||||||||||
Countrywide Home Equity Loan Trust CWHEQ Revolving Home Equity Loan Resuritization Trust Series 2006-RES | ||||||||||||||
Countrywide Home Equity Loan Trust CWHEQ Revolving Home Equity Loan Trust Series 2006-F | ||||||||||||||
Countrywide Home Equity Loan Trust CWHEQ Revolving Home Equity Loan Trust Series 2006-I | ||||||||||||||
Countrywide Home Equity Loan Trust CWABS Revolving Home Equity Loan Trust Series 2004-I | ||||||||||||||
Countrywide Home Equity Loan Trust CWABS Revolving Home Equity Loan Trust Series 2004-K | ||||||||||||||
Countrywide Home Equity Loan Trust CWHEQ Revolving Home Equity Loan Trust Series 2006-C | ||||||||||||||
Credit Suisse Mortgage Trust Credit Suisse Mortgage Capital Certificates 2019-ICE4 | ||||||||||||||
Credit Suisse Mortgage Trust Credit Suisse Mortgage Capital Certificates 2019-ICE4 | ||||||||||||||
Credit Suisse Mortgage Trust CSMC 2019-JR1 Trust | ||||||||||||||
Dryden Euro CLO | ||||||||||||||
Dryden Senior Loan Fund Dryden 53 CLO Ltd | ||||||||||||||
Dryden Senior Loan Fund Dryden 64 CLO Ltd | ||||||||||||||
Dryden Senior Loan Fund Dryden 49 Senior Loan Fund | ||||||||||||||
Dryden Senior Loan Fund Dryden 58 Clo Ltd | ||||||||||||||
Dukinfield | ||||||||||||||
Eagle Re 2018-1 Ltd. | ||||||||||||||
Eagle Re Ltd Eagle RE 2019-1 Ltd | ||||||||||||||
Eagle Re Ltd Eagle RE 2021-2 Ltd | ||||||||||||||
Eagle Re Ltd Eagle RE 2020-2 Ltd | ||||||||||||||
Eagle Re Ltd Eagle RE 2020-2 Ltd | ||||||||||||||
Elmwood CLO 15 Ltd | ||||||||||||||
EMF- UK PLC | ||||||||||||||
Eurosail Plc | ||||||||||||||
Eurosail PLC | ||||||||||||||
Fannie Mae | ||||||||||||||
Fannie Mae - CAS Fannie Mae Connecticut Avenue Securities | ||||||||||||||
Fannie Mae - CAS Fannie Mae Connecticut Avenue Securities | ||||||||||||||
Fannie Mae - CAS Fannie Mae Connecticut Avenue Securities | ||||||||||||||
Fannie Mae - CAS Fannie Mae Connecticut Avenue Securities | ||||||||||||||
Fannie Mae - CAS Fannie Mae Connecticut Avenue Securities | ||||||||||||||
Fannie Mae - CAS Fannie Mae Connecticut Avenue Securities | ||||||||||||||
FHLMC Multifamily Structured Pass Through Certs. Freddie Mac Multifamily Structured Pass Through Certificates | ||||||||||||||
FHLMC Multifamily Structured Pass Through Certs. Freddie Mac Multifamily Structured Pass Through Certificates | ||||||||||||||
FHLMC Multifamily Structured Pass Through Certs. Freddie Mac Multifamily Structured Pass Through Certificates | ||||||||||||||
FHLMC Multifamily Structured Pass Through Certs. Freddie Mac Multifamily Structured Pass Through Certificates | ||||||||||||||
FirstKey Homes 2020-SFR1 Trust | ||||||||||||||
Ford Credit Auto Owner Trust | ||||||||||||||
Ford Credit Auto Owner Trust 2017-C | ||||||||||||||
Freddie Mac Freddie Mac REMICS | ||||||||||||||
Freddie Mac Freddie Mac Pool | ||||||||||||||
Freddie Mac Freddie Mac Pool | ||||||||||||||
Freddie Mac Freddie Mac Pool | ||||||||||||||
Freddie Mac Freddie Mac REMICS | ||||||||||||||
Freddie Mac Freddie Mac Pool | ||||||||||||||
Freddie Mac Freddie Mac Pool | ||||||||||||||
Freddie Mac Freddie Mac REMICS | ||||||||||||||
Freddie Mac Freddie Mac REMICS | ||||||||||||||
Freddie Mac - STACR Freddie Mac Structured Agency Credit Risk Debt Notes | ||||||||||||||
Freddie Mac - STACR Freddie Mac Structured Agency Credit Risk Debt Notes | ||||||||||||||
Freddie Mac - STACR Freddie Mac STACR REMIC Trust 2020-DNA4 | ||||||||||||||
Freddie Mac - STACR Freddie Mac STACR REMIC Trust 2020-HQA4 | ||||||||||||||
Freddie Mac - STACR Freddie Mac Structured Agency Credit Risk Debt Notes | ||||||||||||||
Freddie Mac - STACR Freddie Mac Structured Agency Credit Risk Debt Notes | ||||||||||||||
Freddie Mac - STACR Freddie Mac Structured Agency Credit Risk Debt Notes | ||||||||||||||
Freddie Mac - STACR Freddie Mac Structured Agency Credit Risk Debt Notes | ||||||||||||||
Freddie Mac - STACR Freddie Mac Structured Agency Credit Risk Debt Notes | ||||||||||||||
Freddie Mac - STACR Freddie Mac Structured Agency Credit Risk Debt Notes | ||||||||||||||
Freddie Mac - STACR Freddie Mac Structured Agency Credit Risk Debt Notes | ||||||||||||||
GoldenTree Loan Management US CLO1, LTD Goldentree Loan Management US CLO 1 Ltd | ||||||||||||||
GoldenTree Loan Management US CLO1, LTD GoldentTree Loan Management US CLO 1 Ltd | ||||||||||||||
GoldenTree Loan Management US CLO1, LTD Goldentree Loan Management US Clo 2 Ltd | ||||||||||||||
Government National Mortgage Association | ||||||||||||||
GS Mortgage Securities Trust | ||||||||||||||
Hayfin Emerald CLO | ||||||||||||||
HGI CRE CLO Ltd | ||||||||||||||
Home Re 2018-1 Ltd. | ||||||||||||||
Home Re Ltd Home RE 2021-2 Ltd | ||||||||||||||
Home Re Ltd Home RE 2020-1 Ltd | ||||||||||||||
Home Re Ltd Home RE 2019-1 Ltd | ||||||||||||||
Home Re Ltd Home RE 2020-1 Ltd | ||||||||||||||
Honda Auto Receivables Owner Trust Honda Auto Receivables 2019-2 Owner Trust | ||||||||||||||
Honda Auto Receivables Owner Trust Honda Auto Receivables 2019-1 Owner Trust | ||||||||||||||
Hospitality Mortgage Trust | ||||||||||||||
HSI Asset Securitization Corporation Trust | ||||||||||||||
Hyundai Auto Receivables Trust | ||||||||||||||
Income Contingent Student Loans | ||||||||||||||
IndyMac INDX Mortgage Loan Trust | ||||||||||||||
Invitation Homes Inc | ||||||||||||||
Invitation Homes Trust Invitation Homes 2018-SFR2 Trust | ||||||||||||||
Invitation Homes Trust Invitation Homes 2018-SFR4 Trust | ||||||||||||||
Invitation Homes Trust Invitation Homes 2018-SFR2 Trust | ||||||||||||||
J.P. Morgan Securities LLC | ||||||||||||||
J.P. Morgan Securities PLC | ||||||||||||||
JP Morgan Mortgage Acquisition Corp | ||||||||||||||
JP Morgan Mortgage Trust JP Morgan Mortgage Trust | ||||||||||||||
JP Morgan Mortgage Trust JP Morgan Mortgage Trust 2016-1 | ||||||||||||||
JP Morgan Mortgage Trust JP Morgan Mortgage Trust 2018-4 | ||||||||||||||
JPMorgan Chase & Co. | ||||||||||||||
JPMorgan Chase Bank N.A. | ||||||||||||||
Kilroy Realty Corp | ||||||||||||||
Landmark Mortgage Securities Plc | ||||||||||||||
LCM Ltd Partnership LCM XXIII Ltd | ||||||||||||||
LCM Ltd Partnership LCM XIII LP | ||||||||||||||
LCM Ltd Partnership LCM XXIII Ltd | ||||||||||||||
Legacy Mortgage Asset Trust | ||||||||||||||
Madison Park Funding Ltd Madison Park Funding XIII Ltd | ||||||||||||||
Madison Park Funding Ltd Madison Park Funding X Ltd | ||||||||||||||
Madison Park Funding Ltd Madison Park Funding XXX LTD | ||||||||||||||
Magnetite CLO Ltd Magnetite VII Ltd | ||||||||||||||
Magnetite CLO Ltd Magnetite Xxxiii Ltd | ||||||||||||||
MASTR Asset Backed Securities Trust Mastr Asset Backed Securities Trust 2007-NCW | ||||||||||||||
MASTR Asset Backed Securities Trust Mastr Asset Backed Securities Trust 2005-NC2 | ||||||||||||||
Merrill Lynch International | ||||||||||||||
MF1 Multifamily Housing Mortgage Loan Trust MF1 2022-FL8 Ltd | ||||||||||||||
MF1 Multifamily Housing Mortgage Loan Trust MF1 2022-FL9 LLC | ||||||||||||||
MGIC INVESTMENT CORP | ||||||||||||||
MHC Commercial Mortgage Trust | ||||||||||||||
Mill City Mortgage Trust | ||||||||||||||
Morgan Stanley & Co. International PLC | ||||||||||||||
Morgan Stanley & Co. LLC | ||||||||||||||
Morgan Stanley Capital I Trust Morgan Stanley Capital I Trust 2018-SUN | ||||||||||||||
Morgan Stanley Capital I Trust Morgan Stanley Capital I Trust 2019-NUGS | ||||||||||||||
Morgan Stanley Capital I Trust Morgan Stanley Capital I Trust 2018-BOP | ||||||||||||||
Morgan Stanley Capital I Trust Morgan Stanley Capital I Trust 2018-SUN | ||||||||||||||
Morgan Stanley Capital I Trust Morgan Stanley Capital I Trust 2019-PLND | ||||||||||||||
Morgan Stanley Home Equity Loan Trust | ||||||||||||||
Morgan Stanley Mortgage Capital Holdings LLC | ||||||||||||||
MP Clo VIII, LTD | ||||||||||||||
Nationstar Home Equity Loan Trust | ||||||||||||||
Navient Student Loan Trust Navient Private Education Refi Loan Trust 2020-G | ||||||||||||||
Navient Student Loan Trust Navient Private Education Refi Loan Trust 2020-F | ||||||||||||||
Navient Student Loan Trust Navient Student Loan Trust 2018-EA | ||||||||||||||
Navient Student Loan Trust Navient Private Education Refi Loan Trust 2018-C | ||||||||||||||
Navient Student Loan Trust Navient Private Education Refi Loan Trust 2020-E | ||||||||||||||
Neuberger Berman CLO Ltd | ||||||||||||||
New Century Home Equity Loan Trust | ||||||||||||||
Newgate Funding PLC | ||||||||||||||
Nissan Auto Receivables Owner Trust | ||||||||||||||
NMI HOLDINGS | ||||||||||||||
Novastar Home Equity Loan | ||||||||||||||
NYT Mortgage Trust | ||||||||||||||
Oaktown Re Ltd Oaktown Re VI Ltd | ||||||||||||||
Oaktown Re Ltd Oaktown Re V Ltd | ||||||||||||||
Oaktown Re Ltd Oaktown Re II Ltd | ||||||||||||||
Oaktown Re Ltd Oaktown Re VI Ltd | ||||||||||||||
Oaktown Re Ltd Oaktown Re III Ltd | ||||||||||||||
Oaktown Re Ltd Oaktown Re Ltd | ||||||||||||||
Oaktown Re Ltd Oaktown Re IV Ltd | ||||||||||||||
Oaktown Re Ltd Oaktown Re IV Ltd | ||||||||||||||
OCP CLO Ltd OCP CLO 2015-10 Ltd | ||||||||||||||
OCP CLO Ltd OCP CLO 2017-13 Ltd | ||||||||||||||
ONEMAIN FINANCE CORP | ||||||||||||||
Option One Mortgage Loan Trust | ||||||||||||||
Paragon Mortgages PLC Paragon Mortgages No 13 PLC | ||||||||||||||
Paragon Mortgages PLC Paragon Mortgages No 10 PLC | ||||||||||||||
Park Place Securities Inc | ||||||||||||||
Preston Ridge Partners Mortgage Trust PRPM 2021-5 LLC | ||||||||||||||
Preston Ridge Partners Mortgage Trust PRPM 2021-1 LLC | ||||||||||||||
Preston Ridge Partners Mortgage Trust PRPM 2021-9 LLC | ||||||||||||||
Preston Ridge Partners Mortgage Trust PRPM 2021-10 LLC | ||||||||||||||
Preston Ridge Partners Mortgage Trust PRPM 2021-2 LLC | ||||||||||||||
Preston Ridge Partners Mortgage Trust PRPM 2020-2 LLC | ||||||||||||||
Preston Ridge Partners Mortgage Trust PRPM 2020-1 LLC | ||||||||||||||
Preston Ridge Partners Mortgage Trust PRPM 2020-3 LLC | ||||||||||||||
Preston Ridge Partners Mortgage Trust PRPM 2019-3 LLC | ||||||||||||||
Preston Ridge Partners Mortgage Trust PRPM 2019-4 LLC | ||||||||||||||
Preston Ridge Partners Mortgage Trust PRPM 2019-1 LLC | ||||||||||||||
Preston Ridge Partners Mortgage Trust PRPM 2019-2 LLC | ||||||||||||||
PRPM 2017-3 LLC | ||||||||||||||
Radnor Re LTD Radnor RE 2021-1 Ltd | ||||||||||||||
Radnor Re LTD Radnor RE 2019-1 Ltd | ||||||||||||||
Radnor Re LTD Radnor RE 2020-1 Ltd | ||||||||||||||
Radnor Re LTD Radnor RE 2020-2 Ltd | ||||||||||||||
Residential Asset Securities Corporation | ||||||||||||||
Residential Funding Mortgage Securities II | ||||||||||||||
ResLoC UK PLC | ||||||||||||||
RMAC Securities PLC | ||||||||||||||
ROCKETMTGE C0-ISSUER INC | ||||||||||||||
Santander Bank Auto Credit-Linked Notes | ||||||||||||||
Santander Drive Auto Receivables Trust | ||||||||||||||
SLM Student Loan Trust | ||||||||||||||
Social Professional Loan Program LLC Sofi Professional Loan Program 2019-B LLC | ||||||||||||||
Social Professional Loan Program LLC SoFi Professional Loan Program 2020-C Trust | ||||||||||||||
Springcastle SPV SpringCastle America Funding LLC | ||||||||||||||
Springcastle SPV SpringCastle Funding Asset-Backed Notes 2019-A | ||||||||||||||
Structured Asset Investment Loan Trust | ||||||||||||||
Structured Asset Securities Corporation | ||||||||||||||
TAL Advantage VII LLC | ||||||||||||||
Taurus CMBS | ||||||||||||||
Textainer Marine Containers Limited Textainer Marine Containers VII Ltd | ||||||||||||||
Textainer Marine Containers Limited Textainer Marine Containers VIII Ltd | ||||||||||||||
Textainer Marine Containers Limited Textainer Marine Containers VIII Ltd | ||||||||||||||
Towd Point Mortgage Trust Towd Point Mortgage Trust 2019-SJ1 | ||||||||||||||
Towd Point Mortgage Trust Towd Point Mortgage Trust 2019-SJ2 | ||||||||||||||
Towd Point Mortgage Trust Towd Point Mortgage Trust 2019-SJ2 | ||||||||||||||
Towd Point Mortgage Trust Towd Point Mortgage Trust 2020-4 | ||||||||||||||
Towd Point Mortgage Trust Towd Point Mortgage Trust 2018-SJ1 | ||||||||||||||
Towd Point Mortgage Trust Towd Point Mortgage Trust 2020-MH1 | ||||||||||||||
Towd Point Mortgage Trust Towd Point Mortgage Trust 2018-2 | ||||||||||||||
Towd Point Mortgage Trust Towd Point Mortgage Trust 2018-5 | ||||||||||||||
Toyota Auto Receivables Owner Trust | ||||||||||||||
Treman Park CLO Ltd | ||||||||||||||
Tricon American Homes | ||||||||||||||
Triton Container Finance LLC | ||||||||||||||
UBS AG | ||||||||||||||
UMBS, TBA Uniform Mortgage-Backed Security, TBA | ||||||||||||||
UMBS, TBA Uniform Mortgage-Backed Security, TBA | ||||||||||||||
UMBS, TBA Uniform Mortgage-Backed Security, TBA | ||||||||||||||
United States Treasury | ||||||||||||||
Uropa Securities plc | ||||||||||||||
VCAT Asset Securitization, LLC | ||||||||||||||
Venture CDO Ltd | ||||||||||||||
Vericrest Opportunity Loan Transferee | ||||||||||||||
WAMU Mortgage Pass-Through Certificates | ||||||||||||||
Wells Fargo Mortgage Backed Securities Trust | ||||||||||||||
ZAIS CLO 2 Ltd |