Current holdings
Data for period
30 Jun 24
(Last reporting period)
Total assets
$26.12 mm
Liabilities
$3.25 mm
Net assets
$22.87 mm
Number of holdings
18.00
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 19 | Dec 19 | Mar 20 | Jun 20 | Sep 20 | Dec 20 | Mar 21 | Jun 21 | Sep 21 | Dec 21 | Mar 22 | Jun 22 | Sep 22 | Dec 22 | Mar 23 | Jun 23 | Sep 23 | Mar 24 | Jun 24 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CarMax Auto Owner Trust | |||||||||||||||||||
Chicago Board of Trade | |||||||||||||||||||
Credit Suisse Mortgage Trust CSMC Mortgage-Backed Trust 2007-4 | |||||||||||||||||||
Credit Suisse Mortgage Trust CSMC Trust 2014-WIN2 | |||||||||||||||||||
Drive Auto Receivables Trust | |||||||||||||||||||
Fannie Mae Fannie Mae REMICS | |||||||||||||||||||
Fannie Mae Fannie Mae REMICS | |||||||||||||||||||
Fannie Mae - CAS Fannie Mae Connecticut Avenue Securities | |||||||||||||||||||
Fannie Mae - CAS Fannie Mae Connecticut Avenue Securities | |||||||||||||||||||
Fannie Mae - CAS Fannie Mae Connecticut Avenue Securities | |||||||||||||||||||
FEDERAL FARM CREDIT BANK | |||||||||||||||||||
Federated Hermes Corporate Bond Strategy Portfolio | |||||||||||||||||||
Federated Hermes Government Obligations Fund | |||||||||||||||||||
FEDERATED MORTGAGE CORE PORTFOLIO | |||||||||||||||||||
Fontainebleau Miami Beach Trust | |||||||||||||||||||
Ford Credit Auto Owner Trust Ford Credit Auto Owner Trust 2020-B | |||||||||||||||||||
Ford Credit Auto Owner Trust Ford Credit Auto Owner Trust 2020-B | |||||||||||||||||||
Freddie Mac Freddie Mac Non Gold Pool | |||||||||||||||||||
Freddie Mac Freddie Mac Pool | |||||||||||||||||||
Freddie Mac Freddie Mac Pool | |||||||||||||||||||
Freddie Mac Freddie Mac Pool | |||||||||||||||||||
Freddie Mac Freddie Mac Pool | |||||||||||||||||||
Freddie Mac Freddie Mac Pool | |||||||||||||||||||
Freddie Mac Freddie Mac Pool | |||||||||||||||||||
Freddie Mac Freddie Mac Pool | |||||||||||||||||||
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 Pool | |||||||||||||||||||
Freddie Mac Freddie Mac Pool | |||||||||||||||||||
Freddie Mac Freddie Mac Pool | |||||||||||||||||||
Freddie Mac Freddie Mac Pool | |||||||||||||||||||
Freddie Mac Freddie Mac Pool | |||||||||||||||||||
Freddie Mac Freddie Mac Pool | |||||||||||||||||||
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 | |||||||||||||||||||
FREMF Mortgage Trust FREMF 2017-K67 Mortgage Trust | |||||||||||||||||||
FREMF Mortgage Trust FREMF 2018-K74 Mortgage Trust | |||||||||||||||||||
FREMF Mortgage Trust FREMF 2018-K75 Mortgage Trust | |||||||||||||||||||
FREMF Mortgage Trust FREMF 2018-K86 Mortgage Trust | |||||||||||||||||||
Goldman Sachs & Co. LLC | |||||||||||||||||||
Government National Mortgage Association | |||||||||||||||||||
JP Morgan Mortgage Trust | |||||||||||||||||||
Lehman Structured Securities Corp. | |||||||||||||||||||
Morgan Stanley & Co. LLC | |||||||||||||||||||
Progress Residential Trust Progress Residential 2024-SFR1 Trust | |||||||||||||||||||
Progress Residential Trust Progress Residential 2023-SFR2 Trust | |||||||||||||||||||
Progress Residential Trust Progress Residential 2021-SFR7 Trust | |||||||||||||||||||
Progress Residential Trust Progress Residential 2022-SFR1 Trust | |||||||||||||||||||
Santander Retail Auto Lease Trust | |||||||||||||||||||
Sequoia Mortgage Trust | |||||||||||||||||||
Sierra Receivables Funding Co LLC | |||||||||||||||||||
UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||||||||||
UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||||||||||
UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||||||||||
UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||||||||||
UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||||||||||
UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||||||||||
UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||||||||||
UMBS, TBA Uniform Mortgage-Backed Security, TBA | |||||||||||||||||||
United States Treasury |