Current holdings
Data for period
28 Jun 24
(Last reporting period)
Total assets
$90.28 mm
Liabilities
$307.71 k
Net assets
$89.97 mm
Number of holdings
84.00
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 |
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Aegis Asset Backed Securities | |||||||||||||||||||
AMERICAN TOWER TRUST I | |||||||||||||||||||
AmeriCredit Automobile Receiva Americredit Automobile Receivables Trust 2019-2 | |||||||||||||||||||
AmeriCredit Automobile Receiva AmeriCredit Automobile Receivables Trust 2021-2 | |||||||||||||||||||
AmeriCredit Automobile Receiva AmeriCredit Automobile Receivables Trust 2020-3 | |||||||||||||||||||
AmeriCredit Automobile Receiva Americredit Automobile Receivables Trust 2019-2 | |||||||||||||||||||
AmeriCredit Automobile Receiva Americredit Automobile Receivables Trust 2019-1 | |||||||||||||||||||
AmeriCredit Automobile Receiva AmeriCredit Automobile Receivables Trust 2017-1 | |||||||||||||||||||
AmeriCredit Automobile Receiva Americredit Automobile Receivables Trust 2018-1 | |||||||||||||||||||
Argent Securities Inc. | |||||||||||||||||||
ARI Fleet Lease Trust ARI Fleet Lease Trust 2021-A | |||||||||||||||||||
ARI Fleet Lease Trust ARI Fleet Lease Trust 2022-A | |||||||||||||||||||
ARI Fleet Lease Trust ARI Fleet Lease Trust 2020-A | |||||||||||||||||||
ARI Fleet Lease Trust ARI Fleet Lease Trust 2018-A | |||||||||||||||||||
Avis Budget Rental Car Funding | |||||||||||||||||||
Banc of America Funding Corpor | |||||||||||||||||||
Banc of America Mortgage Secur | |||||||||||||||||||
Bank | |||||||||||||||||||
Bank5 BANK5 Trust 2024-5YR6 | |||||||||||||||||||
Bank5 BANK5 Trust 2024-5YR6 | |||||||||||||||||||
Barclays Commercial Mortgage S BBCMS Mortgage Trust 2020-C7 | |||||||||||||||||||
Barclays Commercial Mortgage S BBCMS Mortgage Trust 2024-C26 | |||||||||||||||||||
Barclays Commercial Mortgage S BBCMS Mortgage Trust 2024-5C25 | |||||||||||||||||||
Barclays Commercial Mortgage S BBCMS Mortgage Trust 2024-5C25 | |||||||||||||||||||
Bear Stearns Asset Backed Secu Bear Stearns Asset Backed Securities I Trust 2004-HE11 | |||||||||||||||||||
Bear Stearns Asset Backed Secu Bear Stearns Asset Backed Securities I Trust 2004-BO1 | |||||||||||||||||||
BENCHMARK Mortgage Trust Benchmark 2024-V7 Mortgage Trust | |||||||||||||||||||
BENCHMARK Mortgage Trust Benchmark 2020-B21 Mortgage Trust | |||||||||||||||||||
BENCHMARK Mortgage Trust Benchmark 2024-V5 Mortgage Trust | |||||||||||||||||||
BENCHMARK Mortgage Trust Benchmark 2020-B18 Mortgage Trust | |||||||||||||||||||
BENCHMARK Mortgage Trust Benchmark 2024-V6 Mortgage Trust | |||||||||||||||||||
BENCHMARK Mortgage Trust Benchmark 2024-V7 Mortgage Trust | |||||||||||||||||||
BENCHMARK Mortgage Trust Benchmark 2024-V6 Mortgage Trust | |||||||||||||||||||
BENCHMARK Mortgage Trust Benchmark 2023-V2 Mortgage Trust | |||||||||||||||||||
BX Trust BX Trust 2021-RISE | |||||||||||||||||||
BX Trust BX Commercial Mortgage Trust 2021-ACNT | |||||||||||||||||||
BX Trust BX Commercial Mortgage Trust 2021-21M | |||||||||||||||||||
BX Trust BX Commercial Mortgage Trust 2022-LP2 | |||||||||||||||||||
BX Trust BX Commercial Mortgage Trust 2021-XL2 | |||||||||||||||||||
BX Trust BX Commercial Mortgage Trust 2021-CIP | |||||||||||||||||||
BX Trust BX 2021-LBA3 Mortgage Trust | |||||||||||||||||||
Capital Auto Receivables Asset | |||||||||||||||||||
Carvana Auto Receivables Trust Carvana Auto Receivables Trust 2021-P3 | |||||||||||||||||||
Carvana Auto Receivables Trust Carvana Auto Receivables Trust 2021-P2 | |||||||||||||||||||
Carvana Auto Receivables Trust Carvana Auto Receivables Trust 2021-P1 | |||||||||||||||||||
CD Commercial Mortgage Trust CD 2016-CD2 Mortgage Trust | |||||||||||||||||||
CD Commercial Mortgage Trust CD 2017-CD3 Mortgage Trust | |||||||||||||||||||
CFCRE Commercial Mortgage Trus | |||||||||||||||||||
Chase Mortgage Finance Corpora | |||||||||||||||||||
Chesapeake Funding II LLC | |||||||||||||||||||
Citibank Credit Card Issuance | |||||||||||||||||||
Citicorp Mortgage Securities, | |||||||||||||||||||
Citicorp Residential Mortgage | |||||||||||||||||||
Citigroup Commercial Mortgage Citigroup Commercial Mortgage Trust 2015-GC33 | |||||||||||||||||||
Citigroup Commercial Mortgage Citigroup Commercial Mortgage Trust 2013-GC17 | |||||||||||||||||||
Citigroup Commercial Mortgage Citigroup Commercial Mortgage Trust 2013-GC15 | |||||||||||||||||||
Citigroup Mortgage Loan Trust | |||||||||||||||||||
COMM Mortgage Trust COMM 2014-CCRE20 Mortgage Trust | |||||||||||||||||||
COMM Mortgage Trust COMM 2014-UBS4 Mortgage Trust | |||||||||||||||||||
COMM Mortgage Trust COMM 2017-COR2 Mortgage Trust | |||||||||||||||||||
COMM Mortgage Trust COMM 2014-CCRE18 Mortgage Trust | |||||||||||||||||||
COMM Mortgage Trust Comm 2013-CCRE13 Mortgage Trust | |||||||||||||||||||
COMM Mortgage Trust Comm 2014-UBS2 Mortgage Trust | |||||||||||||||||||
COMM Mortgage Trust COMM 2014-CCRE15 Mortgage Trust | |||||||||||||||||||
COMM Mortgage Trust COMM 2013-CCRE11 Mortgage Trust | |||||||||||||||||||
COMM Mortgage Trust COMM 2012-CCRE3 Mortgage Trust | |||||||||||||||||||
COMM Mortgage Trust COMM 2015-CCRE23 Mortgage Trust | |||||||||||||||||||
COMM Mortgage Trust COMM 2012-CCRE1 Mortgage Trust | |||||||||||||||||||
COMM Mortgage Trust COMM 2012-CCRE1 Mortgage Trust | |||||||||||||||||||
Countrywide Alternative Loan T | |||||||||||||||||||
Countrywide Home Loans | |||||||||||||||||||
Credit Suisse First Boston Mor | |||||||||||||||||||
Credit-Based Asset Servicing a | |||||||||||||||||||
CSAIL Commercial Mortgage Trus | |||||||||||||||||||
DBUBS Mortgage Trust | |||||||||||||||||||
ELP 2021-ELP | |||||||||||||||||||
Encore Credit Receivables Trus | |||||||||||||||||||
Enterprise Fleet Financing LLC Enterprise Fleet Funding 2021-1 LLC | |||||||||||||||||||
Enterprise Fleet Financing LLC Enterprise Fleet Financing 2021-3 LLC | |||||||||||||||||||
Enterprise Fleet Financing LLC Enterprise Fleet Financing 2023-1 LLC | |||||||||||||||||||
Enterprise Fleet Financing LLC Enterprise Fleet Financing 2021-2 LLC | |||||||||||||||||||
Enterprise Fleet Financing LLC Enterprise Fleet Financing 2020-2 LLC | |||||||||||||||||||
Enterprise Fleet Financing LLC Enterprise Fleet Financing 2019-2 LLC | |||||||||||||||||||
Enterprise Fleet Financing LLC Enterprise Fleet Financing 2019-2 LLC | |||||||||||||||||||
Fannie Mae Fannie Mae Pool | |||||||||||||||||||
Fannie Mae Fannie Mae REMICS | |||||||||||||||||||
Fannie Mae Fannie Mae REMICS | |||||||||||||||||||
Fannie Mae Fannie Mae REMICS | |||||||||||||||||||
Fannie Mae Fannie Mae REMICS | |||||||||||||||||||
Fannie Mae Fannie Mae REMICS | |||||||||||||||||||
FANNIE MAE | |||||||||||||||||||
Fannie Mae or Freddie Mac Fannie Mae or Freddie Mac | |||||||||||||||||||
Fannie Mae or Freddie Mac Fannie Mae or Freddie Mac | |||||||||||||||||||
Fannie Mae or Freddie Mac Fannie Mae or Freddie Mac | |||||||||||||||||||
Fannie Mae or Freddie Mac Fannie Mae or Freddie Mac | |||||||||||||||||||
Fannie Mae or Freddie Mac Fannie Mae or Freddie Mac | |||||||||||||||||||
FEDERAL HOME LOAN BANK | |||||||||||||||||||
Federated Hermes Treasury Obligations Fund | |||||||||||||||||||
Fifth Third Auto Trust | |||||||||||||||||||
FirstKey Mortgage Trust | |||||||||||||||||||
Ford Credit Auto Owner Trust/F Ford Credit Auto Owner Trust 2021-REV2 | |||||||||||||||||||
Ford Credit Auto Owner Trust/F Ford Credit Auto Owner Trust 2020-REV2 | |||||||||||||||||||
Ford Credit Auto Owner Trust/F Ford Credit Auto Owner Trust 2020-REV1 | |||||||||||||||||||
Ford Credit Auto Owner Trust/F Ford Credit Auto Owner Trust 2018-REV1 | |||||||||||||||||||
Ford Credit Auto Owner Trust/F Ford Credit Auto Owner Trust 2017-REV1 | |||||||||||||||||||
Ford Credit Auto Owner Trust/F Ford Credit Auto Owner Trust 2019-REV1 | |||||||||||||||||||
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 Pool | |||||||||||||||||||
Freddie Mac Freddie Mac Gold Pool | |||||||||||||||||||
Freddie Mac Freddie Mac REMICS | |||||||||||||||||||
Freddie Mac Freddie Mac REMICS | |||||||||||||||||||
Freddie Mac Freddie Mac Gold Pool | |||||||||||||||||||
Freddie Mac Freddie Mac REMICS | |||||||||||||||||||
Freddie Mac Freddie Mac Gold Pool | |||||||||||||||||||
Freddie Mac Freddie Mac REMICS | |||||||||||||||||||
Freddie Mac Freddie Mac Gold Pool | |||||||||||||||||||
Freddie Mac Freddie Mac REMICS | |||||||||||||||||||
Freddie Mac Freddie Mac Gold Pool | |||||||||||||||||||
Freddie Mac Freddie Mac REMICS | |||||||||||||||||||
Freddie Mac Freddie Mac Gold Pool | |||||||||||||||||||
Freddie Mac Freddie Mac Gold Pool | |||||||||||||||||||
Freddie Mac Freddie Mac Gold Pool | |||||||||||||||||||
Freddie Mac Freddie Mac REMICS | |||||||||||||||||||
Freddie Mac Freddie Mac Gold Pool | |||||||||||||||||||
Freddie Mac Freddie Mac Gold Pool | |||||||||||||||||||
Freddie Mac Freddie Mac Gold Pool | |||||||||||||||||||
Freddie Mac Freddie Mac Gold Pool | |||||||||||||||||||
Freddie Mac Freddie Mac REMICS | |||||||||||||||||||
Freddie Mac Freddie Mac REMICS | |||||||||||||||||||
Freddie Mac Freddie Mac REMICS | |||||||||||||||||||
Freddie Mac Freddie Mac REMICS | |||||||||||||||||||
Freddie Mac Freddie Mac Gold Pool | |||||||||||||||||||
Freddie Mac Freddie Mac Gold Pool | |||||||||||||||||||
Freddie Mac Freddie Mac Gold Pool | |||||||||||||||||||
Freddie Mac Freddie Mac REMICS | |||||||||||||||||||
Freddie Mac Freddie Mac Pool | |||||||||||||||||||
Freddie Mac Freddie Mac REMICS | |||||||||||||||||||
Freddie Mac Freddie Mac REMICS | |||||||||||||||||||
Freddie Mac Freddie Mac Gold Pool | |||||||||||||||||||
Freddie Mac Freddie Mac Pool | |||||||||||||||||||
Freddie Mac Freddie Mac Pool | |||||||||||||||||||
Freddie Mac Freddie Mac Pool | |||||||||||||||||||
Freddie Mac Freddie Mac Gold Pool | |||||||||||||||||||
Freddie Mac Freddie Mac Pool | |||||||||||||||||||
FREDDIE MAC | |||||||||||||||||||
FRESB Multifamily Mortgage Pas | |||||||||||||||||||
GMRF Mortgage Acquisition Co., Galton Funding Mortgage Trust 2017-1 | |||||||||||||||||||
GMRF Mortgage Acquisition Co., Galton Funding Mortgage Trust 2018-2 | |||||||||||||||||||
Government National Mortgage A | |||||||||||||||||||
GREAT AMERICA LEASING RECEIVAB GreatAmerica Leasing Receivables Funding LLC Series 2021-1 | |||||||||||||||||||
GREAT AMERICA LEASING RECEIVAB GreatAmerica Leasing Receivables Funding LLC Series 2021-1 | |||||||||||||||||||
GS Mortgage Securities Trust GS Mortgage Securities Trust 2020-GSA2 | |||||||||||||||||||
GS Mortgage Securities Trust GS Mortgage Securities Trust 2010-C1 | |||||||||||||||||||
GS Mortgage Securities Trust GS Mortgage Securities Trust 2014-GC24 | |||||||||||||||||||
GS Mortgage Securities Trust GS Mortgage Securities Trust 2020-GC47 | |||||||||||||||||||
GS Mortgage Securities Trust GS Mortgage Securities Trust 2016-GS4 | |||||||||||||||||||
GS Mortgage Securities Trust GS Mortgage Securities Trust 2013-GCJ14 | |||||||||||||||||||
GS Mortgage Securities Trust GS Mortgage Securities Trust 2012-GCJ7 | |||||||||||||||||||
GSAMP Trust | |||||||||||||||||||
Hertz Vehicle Financing LLC Hertz Vehicle Financing III LP | |||||||||||||||||||
Hertz Vehicle Financing LLC Hertz Vehicle Financing II LP | |||||||||||||||||||
Home Equity Asset Trust Home Equity Asset Trust 2005-7 | |||||||||||||||||||
Home Equity Asset Trust Home Equity Asset Trust 2005-8 | |||||||||||||||||||
JP Morgan Chase Commercial Mor JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 | |||||||||||||||||||
JP Morgan Chase Commercial Mor JP Morgan Chase Commercial Mortgage Securities Trust 2011-C3 | |||||||||||||||||||
JP Morgan Chase Commercial Mor JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20 | |||||||||||||||||||
JP Morgan Chase Commercial Mor JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11 | |||||||||||||||||||
JP Morgan Chase Commercial Mor JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 | |||||||||||||||||||
JP Morgan Chase Commercial Mor JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX | |||||||||||||||||||
JP Morgan Mortgage Acquisition | |||||||||||||||||||
JP Morgan Mortgage Trust | |||||||||||||||||||
MASTR Alternative Loans Trust MASTR Alternative Loan Trust 2003-5 | |||||||||||||||||||
MASTR Alternative Loans Trust MASTR Alternative Loan Trust 2004-13 | |||||||||||||||||||
MASTR Seasoned Securitization | |||||||||||||||||||
MED Trust | |||||||||||||||||||
Morgan Stanley BAML Trust Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32 | |||||||||||||||||||
Morgan Stanley BAML Trust Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 | |||||||||||||||||||
Morgan Stanley BAML Trust Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18 | |||||||||||||||||||
Morgan Stanley Capital I Trust Morgan Stanley Capital I Trust 2020-HR8 | |||||||||||||||||||
Morgan Stanley Capital I Trust Morgan Stanley Capital I Trust 2018-H3 | |||||||||||||||||||
Morgan Stanley Capital I Trust Morgan Stanley Capital I Trust 2016-BNK2 | |||||||||||||||||||
Morgan Stanley Capital I Trust Morgan Stanley Capital I Trust 2011-C2 | |||||||||||||||||||
New Century Home Equity Loan T | |||||||||||||||||||
OneMain Direct Auto Receivable OneMain Direct Auto Receivables Trust 2023-1 | |||||||||||||||||||
OneMain Direct Auto Receivable OneMain Direct Auto Receivables Trust 2021-1 | |||||||||||||||||||
OneMain Financial Issuance Tru OneMain Financial Issuance Trust 2019-2 | |||||||||||||||||||
OneMain Financial Issuance Tru OneMain Financial Issuance Trust 2021-1 | |||||||||||||||||||
OneMain Financial Issuance Tru OneMain Financial Issuance Trust 2020-A | |||||||||||||||||||
OPG Trust | |||||||||||||||||||
Park Place Securities Inc Park Place Securities Inc Asset-Backed Pass-Through Ctfs Ser 2005-WCW3 | |||||||||||||||||||
Park Place Securities Inc Park Place Securities Inc Asset-Backed Pass-Through Ctfs Ser 2005-WHQ2 | |||||||||||||||||||
RBSGC Mortgage Pass Through Ce | |||||||||||||||||||
Residential Asset Mortgage Pro | |||||||||||||||||||
Santander Drive Auto Receivabl Santander Drive Auto Receivables Trust 2023-3 | |||||||||||||||||||
Santander Drive Auto Receivabl Santander Drive Auto Receivables Trust 2020-3 | |||||||||||||||||||
Santander Drive Auto Receivabl Santander Drive Auto Receivables Trust 2020-3 | |||||||||||||||||||
Santander Drive Auto Receivabl Santander Drive Auto Receivables Trust 2020-4 | |||||||||||||||||||
Santander Drive Auto Receivabl Santander Drive Auto Receivables Trust 2020-2 | |||||||||||||||||||
Santander Drive Auto Receivabl Santander Drive Auto Receivables Trust 2018-4 | |||||||||||||||||||
Saxon Asset Securities Trust | |||||||||||||||||||
Small Business Administration | |||||||||||||||||||
SMR 2022-IND Mortgage Trust | |||||||||||||||||||
Social Professional Loan Progr | |||||||||||||||||||
SPRINT SPECTRUM / SPEC I | |||||||||||||||||||
Synchrony Card Issuance Trust | |||||||||||||||||||
Toyota Auto Loan Extended Note Toyota Auto Loan Extended Note Trust 2022-1 | |||||||||||||||||||
Toyota Auto Loan Extended Note Toyota Auto Loan Extended Note Trust 2021-1 | |||||||||||||||||||
UBS-Barclays Commercial Mortga | |||||||||||||||||||
US TREASURY N/B | |||||||||||||||||||
Wells Fargo Commercial Mortgag Wells Fargo Commercial Mortgage Trust 2020-C57 | |||||||||||||||||||
Wells Fargo Commercial Mortgag Wells Fargo Commercial Mortgage Trust 2015-P2 | |||||||||||||||||||
Wells Fargo Commercial Mortgag Wells Fargo Commercial Mortgage Trust 2016-C37 | |||||||||||||||||||
Wells Fargo Commercial Mortgag Wells Fargo Commercial Mortgage Trust 2020-C58 | |||||||||||||||||||
Wells Fargo Commercial Mortgag Wells Fargo Commercial Mortgage Trust 2014-LC18 | |||||||||||||||||||
Wells Fargo Commercial Mortgag Wells Fargo Commercial Mortgage Trust 2020-C56 | |||||||||||||||||||
Wells Fargo Commercial Mortgag Wells Fargo Commercial Mortgage Trust 2017-C40 | |||||||||||||||||||
Wells Fargo Commercial Mortgag Wells Fargo Commercial Mortgage Trust 2010-C1 | |||||||||||||||||||
WF-RBS COMMERCIAL MORTGAGE TRU WFRBS Commercial Mortgage Trust 2014-C23 | |||||||||||||||||||
WF-RBS COMMERCIAL MORTGAGE TRU WFRBS Commercial Mortgage Trust 2014-C20 | |||||||||||||||||||
WF-RBS COMMERCIAL MORTGAGE TRU WFRBS Commercial Mortgage Trust 2013-UBS1 | |||||||||||||||||||
WF-RBS COMMERCIAL MORTGAGE TRU WFRBS Commercial Mortgage Trust 2012-C8 | |||||||||||||||||||
WF-RBS COMMERCIAL MORTGAGE TRU WFRBS Commercial Mortgage Trust 2012-C10 | |||||||||||||||||||
WF-RBS COMMERCIAL MORTGAGE TRU WFRBS Commercial Mortgage Trust 2012-C7 | |||||||||||||||||||
WF-RBS COMMERCIAL MORTGAGE TRU WFRBS Commercial Mortgage Trust 2011-C5 | |||||||||||||||||||
WF-RBS COMMERCIAL MORTGAGE TRU WFRBS Commercial Mortgage Trust 2011-C4 | |||||||||||||||||||
WF-RBS COMMERCIAL MORTGAGE TRU WFRBS Commercial Mortgage Trust 2011-C3 | |||||||||||||||||||
WF-RBS COMMERCIAL MORTGAGE TRU WF-RBS Commercial Mortgage Trust 2011-C2 | |||||||||||||||||||
WF-RBS COMMERCIAL MORTGAGE TRU WF-RBS Commercial Mortgage Trust 2011-C2 | |||||||||||||||||||
WF-RBS COMMERCIAL MORTGAGE TRU WF-RBS Commercial Mortgage Trust 2011-C2 | |||||||||||||||||||
Wheels Fleet Lease Funding LLC | |||||||||||||||||||
Wheels SPV LLC |