Current holdings
Data for period
30 Sep 23
(Last reporting period)
Total assets
$165.96 mm
Liabilities
$578.93 k
Net assets
$165.38 mm
Number of holdings
144.00
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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
AERCAP IRELAND CAP/GLOBA | |||||||||||||||||
AGILENT TECHNOLOGIES INC | |||||||||||||||||
ALBEMARLE CORP | |||||||||||||||||
Aligned Data Centers Issuer LL | |||||||||||||||||
ALPHABET INC | |||||||||||||||||
ALTITUDE INVEST 16 LLC | |||||||||||||||||
AMC NETWORKS INC | |||||||||||||||||
American Homes 4 Rent | |||||||||||||||||
AMERICAN TOWER TRUST I | |||||||||||||||||
AMSR Trust | |||||||||||||||||
APPLIED MATERIALS INC | |||||||||||||||||
ARM Master Trust | |||||||||||||||||
AT&T INC | |||||||||||||||||
Banc of America Merrill Lynch | |||||||||||||||||
Bank | |||||||||||||||||
BANK OF AMERICA CORP | |||||||||||||||||
Bayview Commercial Asset Trust | |||||||||||||||||
Bayview Financial Acquisition Bayview Financial Acquisition Trust REMIC | |||||||||||||||||
Bayview Financial Acquisition Bayview Financial Acquisition Trust REMIC | |||||||||||||||||
Bayview Financial Acquisition Bayview Financial Acquisition Trust REMIC | |||||||||||||||||
BECTON DICKINSON AND CO | |||||||||||||||||
BELLEVUE NE REDEV REVENUE | |||||||||||||||||
BMW FINANCE NV | |||||||||||||||||
BOEING CO | |||||||||||||||||
BRAVO Residential Funding Trus | |||||||||||||||||
Brean Asset Backed Securities | |||||||||||||||||
BUFFALO CNTY NE SCH DIST #7 | |||||||||||||||||
BURLINGTN NORTH SANTA FE | |||||||||||||||||
BX Trust BX Trust | |||||||||||||||||
BX Trust BX Trust | |||||||||||||||||
Cabela's Master Credit Card Tr | |||||||||||||||||
Capital Automotive Reit | |||||||||||||||||
Cascade Funding Mortgage Trust | |||||||||||||||||
CBRE SERVICES INC | |||||||||||||||||
CD Commercial Mortgage Trust | |||||||||||||||||
CF Hippolyta Issuer LLC | |||||||||||||||||
CFCRE Commercial Mortgage Trus | |||||||||||||||||
CHARLES SCHWAB CORP | |||||||||||||||||
CHUBB CORP | |||||||||||||||||
CHURCH & DWIGHT CO INC | |||||||||||||||||
Citicorp Residential Mortgage | |||||||||||||||||
Citigroup Commercial Mortgage | |||||||||||||||||
CITIGROUP INC | |||||||||||||||||
Citigroup Mortgage Loan Trust Citigroup Mortgage Loan Trust | |||||||||||||||||
Citigroup Mortgage Loan Trust Citigroup Mortgage Loan Trust, Inc. REMIC | |||||||||||||||||
Citigroup Mortgage Loan Trust Citigroup Mortgage Loan Trust REMIC | |||||||||||||||||
Citigroup Mortgage Loan Trust Citigroup Mortgage Loan Trust | |||||||||||||||||
CME GROUP INC | |||||||||||||||||
COMCAST CORP | |||||||||||||||||
COMM Mortgage Trust | |||||||||||||||||
COMMONBOND STUDENT LOAN TRUST | |||||||||||||||||
CONNECTICUT ST | |||||||||||||||||
CoreVest American Finance Ltd CoreVest American Finance, Ltd. | |||||||||||||||||
CoreVest American Finance Ltd CoreVest American Finance, Ltd. | |||||||||||||||||
Cosmopolitan Hotel Trust | |||||||||||||||||
COSTCO WHOLESALE CORP | |||||||||||||||||
Credit Suisse First Boston Mor Credit Suisse First Boston Mortgage Securities Corp. REMIC | |||||||||||||||||
Credit Suisse First Boston Mor Credit Suisse First Boston Mortgage Securities Corp. REMIC | |||||||||||||||||
Credit Suisse Mortgage Trust Credit Suisse Mortgage Trust | |||||||||||||||||
Credit Suisse Mortgage Trust Credit Suisse Mortgage Trust | |||||||||||||||||
Credit-Based Asset Servicing a Credit-Based Asset Servicing & Securitization, LLC REMIC | |||||||||||||||||
Credit-Based Asset Servicing a Credit-Based Asset Servicing & Securitization, LLC REMIC | |||||||||||||||||
CROWN CASTLE INTL CORP | |||||||||||||||||
CSMLT TRUST | |||||||||||||||||
DBUBS Mortgage Trust | |||||||||||||||||
DOLLAR GENERAL CORP | |||||||||||||||||
DOUGLAS CNTY NE SCH DIST #10 | |||||||||||||||||
EBAY INC | |||||||||||||||||
EDvestinU Private Education Lo | |||||||||||||||||
ERICSSON LM | |||||||||||||||||
EverBank Mortgage Loan Trust | |||||||||||||||||
Fannie Mae Federal National Mortgage Association | |||||||||||||||||
Fannie Mae Federal National Mortgage Association REMIC | |||||||||||||||||
Fannie Mae Federal National Mortgage Association REMIC | |||||||||||||||||
Fannie Mae Federal National Mortgage Association REMIC | |||||||||||||||||
Fannie Mae Federal National Mortgage Association REMIC | |||||||||||||||||
Fannie Mae Federal National Mortgage Association REMIC | |||||||||||||||||
Fannie Mae Federal National Mortgage Association REMIC | |||||||||||||||||
Fannie Mae Federal National Mortgage Association REMIC | |||||||||||||||||
Fannie Mae Federal National Mortgage Association REMIC | |||||||||||||||||
Fannie Mae Federal National Mortgage Association REMIC | |||||||||||||||||
Fannie Mae Federal National Mortgage Association REMIC | |||||||||||||||||
Fannie Mae Federal National Mortgage Association REMIC | |||||||||||||||||
FANNIE MAE | |||||||||||||||||
Fanniemae-Aces Federal National Mortgage Association REMIC | |||||||||||||||||
Fanniemae-Aces Federal National Mortgage Association Interest Only | |||||||||||||||||
Fanniemae-Aces Federal National Mortgage Association Interest Only | |||||||||||||||||
Fanniemae-Aces Federal National Mortgage Association Interest Only | |||||||||||||||||
FHLMC Multifamily Structured P Federal Home Loan Mortgage Corp. | |||||||||||||||||
FHLMC Multifamily Structured P Federal Home Loan Mortgage Corp. | |||||||||||||||||
Finance of America Structured Securities Trust | |||||||||||||||||
Flagstar Mortgage Trust Flagstar Mortgage Trust | |||||||||||||||||
Flagstar Mortgage Trust Flagstar Mortgage Trust | |||||||||||||||||
Flagstar Mortgage Trust Flagstar Mortgage Trust | |||||||||||||||||
FLORIDA POWER & LIGHT CO | |||||||||||||||||
FLORIDA ST HSG FIN CORP REVENU | |||||||||||||||||
Ford Credit Floorplan Master O | |||||||||||||||||
FORD MOTOR CREDIT CO LLC | |||||||||||||||||
Freddie Mac Federal Home Loan Mortgage Corp. Interest Only REMIC | |||||||||||||||||
Freddie Mac Federal Home Loan Mortgage Corp. REMIC | |||||||||||||||||
Freddie Mac Federal Home Loan Mortgage Corp. REMIC | |||||||||||||||||
Freddie Mac Federal Home Loan Mortgage Corp. REMIC | |||||||||||||||||
Freddie Mac Federal Home Loan Mortgage Corp. REMIC | |||||||||||||||||
Freddie Mac Federal Home Loan Mortgage Corp. | |||||||||||||||||
Freddie Mac Federal Home Loan Mortgage Corp. REMIC | |||||||||||||||||
Freddie Mac Federal Home Loan Mortgage Corp. | |||||||||||||||||
Freddie Mac Federal Home Loan Mortgage Corp. REMIC | |||||||||||||||||
Freddie Mac Federal Home Loan Mortgage Corp. | |||||||||||||||||
Freddie Mac Federal Home Loan Mortgage Corp. REMIC | |||||||||||||||||
Freddie Mac Federal Home Loan Mortgage Corp. REMIC | |||||||||||||||||
Freddie Mac Federal Home Loan Mortgage Corp. | |||||||||||||||||
Freddie Mac Federal Home Loan Mortgage Corp. | |||||||||||||||||
Freddie Mac Federal Home Loan Mortgage Corp. | |||||||||||||||||
Freddie Mac Federal Home Loan Mortgage Corp. | |||||||||||||||||
Freddie Mac Federal Home Loan Mortgage Corp. REMIC | |||||||||||||||||
Freddie Mac Federal Home Loan Mortgage Corp. | |||||||||||||||||
Freddie Mac Federal Home Loan Mortgage Corp. REMIC | |||||||||||||||||
Freddie Mac Federal Home Loan Mortgage Corp. | |||||||||||||||||
Freddie Mac Federal Home Loan Mortgage Corp. | |||||||||||||||||
Freddie Mac Federal Home Loan Mortgage Corp. REMIC | |||||||||||||||||
Freddie Mac Federal Home Loan Mortgage Corp. REMIC | |||||||||||||||||
Freddie Mac Federal Home Loan Mortgage Corp. REMIC | |||||||||||||||||
Freddie Mac Federal Home Loan Mortgage Corp. | |||||||||||||||||
Freddie Mac Federal Home Loan Mortgage Corp. | |||||||||||||||||
Freddie Mac Federal Home Loan Mortgage Corp. | |||||||||||||||||
Freddie Mac Federal Home Loan Mortgage Corp. | |||||||||||||||||
Freddie Mac Federal Home Loan Mortgage Corp. | |||||||||||||||||
Freddie Mac Federal Home Loan Mortgage Corp. | |||||||||||||||||
Freddie Mac - SCRT Seasoned Credit Risk Transfer Trust | |||||||||||||||||
Freddie Mac - SCRT Seasoned Credit Risk Transfer Trust | |||||||||||||||||
Freddie Mac - SCRT Seasoned Credit Risk Transfer Trust | |||||||||||||||||
Freddie Mac - SCRT Seasoned Credit Risk Transfer Trust | |||||||||||||||||
Freddie Mac - SCRT Seasoned Credit Risk Transfer Trust | |||||||||||||||||
Freddie Mac - SCRT Seasoned Credit Risk Transfer Trust | |||||||||||||||||
Freddie Mac - SCRT Seasoned Credit Risk Transfer Trust | |||||||||||||||||
Freddie Mac - SCRT Seasoned Credit Risk Transfer Trust | |||||||||||||||||
Freddie Mac - SCRT Seasoned Credit Risk Transfer Trust | |||||||||||||||||
Freddie Mac - SLST Seasoned Loans Structured Transaction Trust | |||||||||||||||||
Freddie Mac - SLST Seasoned Loans Structured Transaction Trust | |||||||||||||||||
Freddie Mac - SLST Seasoned Loans Structured Transaction Trust | |||||||||||||||||
Freddie Mac - SLST Seasoned Loans Structured Transaction Trust | |||||||||||||||||
Freddie Mac Whole Loan Securit | |||||||||||||||||
FREED ABS Trust | |||||||||||||||||
FREMF Mortgage Trust | |||||||||||||||||
FRESB Multifamily Mortgage Pas | |||||||||||||||||
FRTKL | |||||||||||||||||
GOLDEN ST TOBACCO SECURITIZATI | |||||||||||||||||
GOLDMAN SACHS GROUP INC | |||||||||||||||||
GOODYEAR TIRE & RUBBER | |||||||||||||||||
Government National Mortgage A | |||||||||||||||||
GS Mortgage Securities Trust Goldman Sachs Mortgage Securities Trust | |||||||||||||||||
GS Mortgage Securities Trust Goldman Sachs Mortgage Securities Trust Interest Only REMIC | |||||||||||||||||
GS Mortgage Securities Trust Goldman Sachs Mortgage Securities Trust | |||||||||||||||||
GS Mortgage-Backed Securities Goldman Sachs Mortgage-Backed Securities Corp. Trust | |||||||||||||||||
GS Mortgage-Backed Securities Goldman Sachs Mortgage-Backed Securities Corp. Trust | |||||||||||||||||
GSAMP Trust | |||||||||||||||||
HANESBRANDS INC | |||||||||||||||||
HARMAN INTL IND | |||||||||||||||||
HARTFORD FINL SVCS GRP | |||||||||||||||||
HILTON WORLDWIDE FIN LLC | |||||||||||||||||
Home Partners of America Trust | |||||||||||||||||
Hudson Yards | |||||||||||||||||
Hundred Acre Wood Trust | |||||||||||||||||
HUNTINGTON INGALLS INDUS | |||||||||||||||||
INTERCONTINENTALEXCHANGE | |||||||||||||||||
iShares Core U.S. Aggregate Bo | |||||||||||||||||
JP Morgan Mortgage Acquisition | |||||||||||||||||
JP Morgan Mortgage Trust JPMorgan Mortgage Trust | |||||||||||||||||
JP Morgan Mortgage Trust JPMorgan Mortgage Trust | |||||||||||||||||
JPMORGAN CHASE & CO | |||||||||||||||||
KEYCORP | |||||||||||||||||
LAND O LAKES CAP TRST I | |||||||||||||||||
LENNAR CORP | |||||||||||||||||
LEVI STRAUSS & CO | |||||||||||||||||
LINCOLN NE ELEC SYS REVENUE | |||||||||||||||||
LINCOLN W HAYMARKET NE JT PUBL West Haymarket Joint Public Agency | |||||||||||||||||
LINCOLN W HAYMARKET NE JT PUBL West Haymarket Joint Public Agency | |||||||||||||||||
LSTAR Commercial Mortgage Trus | |||||||||||||||||
MCDONALD'S CORP | |||||||||||||||||
MED Trust | |||||||||||||||||
Mello Mortgage Capital Accepta | |||||||||||||||||
Mello Warehouse Securitization | |||||||||||||||||
MET LIFE GLOB FUNDING I | |||||||||||||||||
META PLATFORMS INC | |||||||||||||||||
MFRA Trust | |||||||||||||||||
MHC Commercial Mortgage Trust | |||||||||||||||||
Mill City Mortgage Trust | |||||||||||||||||
MORGAN STANLEY | |||||||||||||||||
Morgan Stanley Capital I Trust | |||||||||||||||||
MOSAIC CO | |||||||||||||||||
N/A | |||||||||||||||||
Navient Student Loan Trust Navient Student Loan Trust | |||||||||||||||||
Navient Student Loan Trust Navient Student Loan Trust | |||||||||||||||||
Nelnet Student Loan Trust Nelnet Student Loan Trust | |||||||||||||||||
Nelnet Student Loan Trust Nelnet Student Loan Trust | |||||||||||||||||
NETFLIX INC | |||||||||||||||||
New Residential Mortgage Loan New Residential Mortgage Loan Trust REMIC | |||||||||||||||||
New Residential Mortgage Loan New Residential Mortgage Loan Trust REMIC | |||||||||||||||||
New Residential Mortgage Loan New Residential Mortgage Loan Trust | |||||||||||||||||
New Residential Mortgage Loan New Residential Mortgage Loan Trust | |||||||||||||||||
New Residential Mortgage Loan New Residential Mortgage Loan Trust REMIC | |||||||||||||||||
NEW YORK CITY NY MUNI WTR FIN | |||||||||||||||||
NEW YORK CITY NY TRANSITIONAL | |||||||||||||||||
NEW YORK ST URBAN DEV CORP REV | |||||||||||||||||
NEWELL BRANDS INC | |||||||||||||||||
NIKE INC | |||||||||||||||||
NNN REIT INC | |||||||||||||||||
Novastar Home Equity Loan | |||||||||||||||||
NVIDIA CORP | |||||||||||||||||
OMAHA NE | |||||||||||||||||
Onslow Bay Financial LLC | |||||||||||||||||
ORACLE CORP | |||||||||||||||||
PACIFICORP | |||||||||||||||||
PAPILLION-LA VISTA NE SCH DIST Papillion-La Vista School District No. 27 | |||||||||||||||||
PAPILLION-LA VISTA NE SCH DIST Papillion-La Vista School District No. 27 | |||||||||||||||||
PIONEER NATURAL RESOURCE | |||||||||||||||||
PREFERRED TERM SECS XII | |||||||||||||||||
Progress Residential Trust | |||||||||||||||||
Provident Funding Mortgage Tru Provident Funding Mortgage Trust | |||||||||||||||||
Provident Funding Mortgage Tru Provident Funding Mortgage Trust | |||||||||||||||||
PSMC Trust | |||||||||||||||||
QUALCOMM INC | |||||||||||||||||
RAYTHEON COMPANY | |||||||||||||||||
RECKITT BENCKISER TSY | |||||||||||||||||
REGIONS FINANCIAL CORP | |||||||||||||||||
Residential Accredit Loans, In Residential Accredit Loans, Inc. Trust REMIC | |||||||||||||||||
Residential Accredit Loans, In Residential Accredit Loans, Inc. Trust REMIC | |||||||||||||||||
Residential Asset Securities C | |||||||||||||||||
RTX CORP | |||||||||||||||||
Sabey Data Center Issuer LLC | |||||||||||||||||
Salomon Brothers Mortgage Secu | |||||||||||||||||
SAN ANTONIO TX ELEC & GAS REVE | |||||||||||||||||
Sequoia Mortgage Trust Sequoia Mortgage Trust REMIC | |||||||||||||||||
Sequoia Mortgage Trust Sequoia Mortgage Trust | |||||||||||||||||
Sequoia Mortgage Trust Sequoia Mortgage Trust REMIC | |||||||||||||||||
Sequoia Mortgage Trust Sequoia Mortgage Trust REMIC | |||||||||||||||||
Sequoia Mortgage Trust Sequoia Mortgage Trust REMIC | |||||||||||||||||
SLM Student Loan Trust SLM Student Loan Trust | |||||||||||||||||
SLM Student Loan Trust SLM Student Loan Trust | |||||||||||||||||
SLM Student Loan Trust SLM Student Loan Trust | |||||||||||||||||
Small Business Administration | |||||||||||||||||
SMB Private Education Loan Tru | |||||||||||||||||
Social Professional Loan Progr Social Professional Loan Program | |||||||||||||||||
Social Professional Loan Progr Social Professional Loan Program | |||||||||||||||||
SOFI CONSUMER LOAN PROGRAM TRU SoFi Consumer Loan Program Trust | |||||||||||||||||
SOFI CONSUMER LOAN PROGRAM TRU SoFi Consumer Loan Program Trust | |||||||||||||||||
SOFI CONSUMER LOAN PROGRAM TRU Sofi Consumer Loan Program Trust | |||||||||||||||||
Stack Infrastructure Issuer LL Stack Infrastructure Issuer, LLC | |||||||||||||||||
Stack Infrastructure Issuer LL Stack Infrastructure Issuer, LLC | |||||||||||||||||
STARBUCKS CORP | |||||||||||||||||
Sutherland Commercial Mortgage Sutherland Commercial Mortgage Trust | |||||||||||||||||
Sutherland Commercial Mortgage Sutherland Commercial Mortgage Trust | |||||||||||||||||
TEXAS ELECTRIC MKT STABL | |||||||||||||||||
TEXTRON INC | |||||||||||||||||
TJX COS INC | |||||||||||||||||
Towd Point Mortgage Trust Towd Point Mortgage Trust REMIC | |||||||||||||||||
Towd Point Mortgage Trust Towd Point Mortgage Trust REMIC | |||||||||||||||||
Towd Point Mortgage Trust Towd Point Mortgage Trust | |||||||||||||||||
Towd Point Mortgage Trust Towd Point Mortgage Trust REMIC | |||||||||||||||||
Tricon American Homes | |||||||||||||||||
Tricon Residential | |||||||||||||||||
TSMC GLOBAL LTD | |||||||||||||||||
TTX CO | |||||||||||||||||
TWDC ENTERPRISES 18 CORP | |||||||||||||||||
UBS Commercial Mortgage Trust UBS Commercial Mortgage Trust | |||||||||||||||||
UBS Commercial Mortgage Trust UBS Commercial Mortgage Trust | |||||||||||||||||
US BANCORP | |||||||||||||||||
US TREASURY N/B | |||||||||||||||||
VANTAGE DATA CENTERS ISSUER, L | |||||||||||||||||
Vantage Data Centers LLC | |||||||||||||||||
VERIZON COMMUNICATIONS | |||||||||||||||||
VOLKSWAGEN GROUP AMERICA | |||||||||||||||||
WALMART INC | |||||||||||||||||
WASTE MANAGEMENT INC | |||||||||||||||||
WELLS FARGO & COMPANY | |||||||||||||||||
Wells Fargo Commercial Mortgag Wells Fargo Commercial Mortgage Trust Interest Only REMIC | |||||||||||||||||
Wells Fargo Commercial Mortgag Wells Fargo Commercial Mortgage Trust REMIC | |||||||||||||||||
Wells Fargo Mortgage Backed Se | |||||||||||||||||
WF-RBS COMMERCIAL MORTGAGE TRU Wells Fargo-RBS Commercial Mortgage Trust REMIC | |||||||||||||||||
WF-RBS COMMERCIAL MORTGAGE TRU Wells Fargo-RBS Commercial Mortgage Trust Interest Only REMIC | |||||||||||||||||
WF-RBS COMMERCIAL MORTGAGE TRU Wells Fargo-RBS Commercial Mortgage Trust REMIC | |||||||||||||||||
WHIRLPOOL CORP | |||||||||||||||||
Woodward Capital Management | |||||||||||||||||
XILINX INC |