Market Value240,574,424
Total Holdings189
File Date2025-08-29
Original Filing (Click here)

All hedge funds or institutions that manage over $100M are required by the SEC to file quarterly reports on their holdings. These reports are called 13F reports. However, the filings are required the following quarter from the reporting period, which means that by the time the filing is made (and we see them), the information could be five months old.

For funds with long term positions that make few trades, the holdings might closely resemble their current holdings, even after several months. However, for funds that have high turnover, the holdings data we see might differ significantly from their current holdings. Institutions are required to report CALL and PUT options, and those positions are identified in the table. However, they are not required to report short positions.

Click the link icon to see the full transaction history.

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Security Imputed
Share Price
Prev
Shares
Current
Shares
Change
(Percent)
Prev Value
(USD x1000)
Current Value
(USD x1000)
Change
(Percent)
US81745CAB90 / Sequoia Mortgage Trust, Series 2013-7, Class A2
US46649TAC09 / JP Morgan Mortgage Trust 2018-3
US33852AAC18 / Flagstar Mortgage Trust 2019-1
US693652AB59 / PSMC 2020-2 TRUST PSMC 2020-2 A2
US62942KAF30 / NRP MORTGAGE TRUST 2013-1 SER 2013-1 CL B2 V/R REGD 144A P/P 3.31216000
JP Morgan Mortgage Trust 2019-INV3 / ABS-MBS (46591LAJ0)
US16159GAC33 / Chase Home Lending Mortgage Trust, Series 2019-ATR2, Class A3
US46591HCC25 / Chase Mortgage Finance Corp
US36418GAJ31 / Galton Funding Mortgage Trust 2018-2
JP Morgan Seasoned Mortgage Trust 2014-1 / ABS-MBS (46643VAN7)
JP Morgan Trust 2015-3 / ABS-MBS (46644MBE5)
JP Morgan Mortgage Trust 2016-3 / ABS-MBS (46647EAL5)
JP Morgan Mortgage Trust 2016-3 / ABS-MBS (46647EBD2)
Galton Funding Mortgage Trust 2018-1 / ABS-MBS (36417JCA5)
Galton Funding Mortgage Trust 2018-1 / ABS-MBS (36417JCB3)
Galton Funding Mortgage Trust 2018-1 / ABS-MBS (36417JCC1)
Mello Mortgage Capital Acceptance 2018-MTG1 / ABS-MBS (585498BH0)
Morgan Stanley Residential Mortgage Loan Trust 2021-2 / ABS-MBS (61772LBY6)
Morgan Stanley Residential Mortgage Loan Trust 2021-2 / ABS-MBS (61772LCA7)
Morgan Stanley Residential Mortgage Loan Trust 2021-2 / ABS-MBS (61772LCC3)
Oceanview Mortgage Trust 2021-1 / ABS-MBS (67647LCG4)
Oceanview Mortgage Trust 2021-1 / ABS-MBS (67647LCH2)
Oceanview Mortgage Trust 2021-3 / ABS-MBS (67647VCG2)
Oceanview Mortgage Trust 2021-3 / ABS-MBS (67647VCH0)
PSMC 2020-1 Trust / ABS-MBS (693684AM4)
Provident Funding Mortgage Trust 2020-1 / ABS-MBS (743874AG4)
RESI Finance LP 2003-CB1 / ABS-MBS (74951PBJ6)
FMCC / Federal Home Loan Mortgage Corporation
FMCC / Federal Home Loan Mortgage Corporation
First Matrix RMOF Trust / DBT (32082FAA8)
Flagstar Mortgage Trust 2019-2 / ABS-MBS (33852BAJ4)
GS Mortgage-Backed Securities Corp. Trust 2020-PJ3 / ABS-MBS (36258WAM4)
Galton Funding Mortgage Trust 2017-1 / ABS-MBS (36416UBP9)
Galton Funding Mortgage Trust 2018-2 / ABS-MBS (36418GCB8)
Galton Funding Mortgage Trust 2018-2 / ABS-MBS (36418GCC6)
Chase Auto Credit Linked Notes Series 2025-1 / ABS-O (46591HCW8)
Chase Auto Credit Linked Notes Series 2025-1 / ABS-O (46591HCX6)
JP Morgan Mortgage Trust 2020-8 / ABS-MBS (46652TCN8)
JP Morgan Mortgage Trust 2020-8 / ABS-MBS (46652TCP3)
JP Morgan Mortgage Trust 2020-8 / ABS-MBS (46652TCQ1)
JP Morgan Mortgage Trust 2020-5 / ABS-MBS (46653JBK6)
FARM 2024-1 Mortgage Trust / ABS-MBS (30335JAE1)
FARM 2025-1 Mortgage Trust / ABS-MBS (30768CAE2)
FMCC / Federal Home Loan Mortgage Corporation
FMCC / Federal Home Loan Mortgage Corporation
JP Morgan Mortgage Trust 2018-3 / ABS-MBS (46649TAG1)
JP Morgan Mortgage Trust 2018-9 / ABS-MBS (46649YAU9)
JP Morgan Mortgage Trust 2018-8 / ABS-MBS (46650MAU1)
JP Morgan Mortgage Trust 2019-INV2 / ABS-MBS (46651DAZ9)
JP Morgan Mortgage Trust 2019-9 / ABS-MBS (46651YAP5)
Redwood Funding Trust 2023-1 / ABS-MBS (75806CAA9)
Alternative Loan Trust 2005-62 / ABS-MBS (12668ATR6)
Wells Fargo Mortgage Backed Securities 2019-4 Trust / ABS-MBS (95002FAE4)
Agate Bay Mortgage Trust 2015-7 / ABS-MBS (00842CAG0)
Agate Bay Mortgage Trust 2016-2 / ABS-MBS (00842EAJ0)
Ally Bank Auto Credit-Linked Notes Series 2024-A / ABS-O (02007G2A0)
Ally Bank Auto Credit-Linked Notes Series 2024-B / ABS-O (02007G4G5)
Ally Auto Receivables Trust 2023-1 / ABS-O (02007WAH1)
Ally Auto Receivables Trust 2024-1 / ABS-O (02008F104)
CIM Trust 2018-J1 / ABS-MBS (12554CCE6)
CIM Trust 2019-J1 / ABS-MBS (12556MCS1)
CHL Mortgage Pass-Through Trust 2005-3 / ABS-MBS (12669GTU5)
Chase Auto Owner Trust 2024-3 / ABS-O (16144LAH9)
Chase Auto Owner Trust 2024-5 / ABS-O (16144QAH8)
Chase Auto Owner Trust 2024-4 / ABS-O (16144YAH1)
Chase Home Lending Mortgage Trust 2019-ATR1 / ABS-MBS (16158RAZ9)
Chase Home Lending Mortgage Trust 2019-ATR1 / ABS-MBS (16158RBA3)
Sequoia Mortgage Trust 2017-4 / ABS-MBS (81745XCC9)
Sequoia Mortgage Trust 2016-3 / ABS-MBS (81746NCB2)
Sequoia Mortgage Trust 2016-3 / ABS-MBS (81746NCC0)
Sequoia Mortgage Trust 2018-2 / ABS-MBS (81746QAG6)
Sequoia Mortgage Trust 2018-6 / ABS-MBS (81747JAA4)
Sequoia Mortgage Trust 2019-3 / ABS-MBS (81748BCD2)
USB Auto Owner Trust 2025-1 / ABS-O (90367VAH2)
Sequoia Mortgage Trust 2014-4 / ABS-MBS (81745LAC7)
Sequoia Mortgage Trust 2017-4 / ABS-MBS (81745XAU1)
US12554TAC53 / CIM Trust 2019-INV2
US81747DAA72 / SEMT 18-CH1 A1 144A 4.0% 02-25-48
US81746JAN72 / Sequoia Mortgage Trust 2017-CH2
US46651GAC33 / JP Morgan Mortgage Trust 2019-7
US16158RAR75 / CHASE HOME LENDING MORTGAGE TRUST 2019-ATR1 CHASE 2019-ATR1 A15
US33852AAP21 / Flagstar Mortgage Trust 2019-1
US22944PAA57 / CSMC Trust 2013-TH1
US3137G1DQ70 / Freddie Mac Structured Agency Credit Risk Debt Notes
US81748AAA25 / Sequoia Mortgage Trust 2020-3
US46648RAG65 / JPMMT 2018-1 A7 Mortgage 3.50% Due 06/25/2048
US46591KAZ66 / JP Morgan Mortgage Trust 2019-8
US46591HBK59 / J.P. MORGAN WEALTH MANAGEMENT JPMWM 2021-CL1 M1
US46591VAC37 / JP Morgan Mortgage Trust 2020-INV1
US95002KAA16 / Wells Fargo Mortgage Backed Securities 2020-1 Trust
US16159WAJ36 / Chase Mortgage Finance Corp
US94989UBL44 / WFMBS 2018-1 B4
US81745DAE13 / Sequoia Mortgage Trust 2013-9
US67389MAE12 / OAKS 2015-1 A5
US22944PAF45 / CSMC TRUST 2013-TH1 SER 2013-TH1 CL B4 V/R REGD 144A P/P 3.63037900
US81747CAA99 / Sequoia Mortgage Trust 2019-CH2
US36258FAA75 / GS Mortage-Backed Securities Trust 2020-PJ1
US46651XAD49 / JP MORGAN MORTGAGE TRUST 2020-1 JPMMT 2020-1 A3A
US585525FC72 / Mellon Residential Funding Corp Mor Pas Thr Cer Ser 01 Tbc1
US3137G1DF16 / Freddie Mac Structured Agency Credit Risk Debt Notes
US81746FCC77 / Sequoia Mortgage Trust 2017-6
US46647JBA79 / JP Morgan Mortgage Trust 2016-4
US81747DAB55 / Sequoia Mortgage Trust 2018-CH1
US81745CAA18 / SEQUOIA MORTGAGE TRUST 2013-7 SER 2013-7 CL A1 V/R REGD 2.50000000
US46592AAD63 / JP MORGAN MORTGAGE TRUST 2020-3 JPMMT 2020-3 A3A
US36258WAS17 / GS Mortgage-Backed Securities Corp Trust 2020-PJ3
US30767YAC93 / FARM 2023-1 Mortgage Trust
US33767MAN56 / FIRSTKEY HOMES 2020-SFR1 TR 4.284% 09/17/2025 144A
US81744NAB64 / Sequoia Mortgage Trust 2012-6
US46649KAA34 / JP MORGAN MORTGAGE TRUST 2018-5
US74387LAC54 / Provident Funding Mortgage Trust 2019-1
US46591LBH33 / JP Morgan Mortgage Trust 2019-INV3
US46650HAL24 / JP MORGAN MORTGAGE TRUST 2019-1 SER 2019-1 CL A11 V/R REGD 144A P/P 2.65800000
US17328PAQ63 / Citigroup Mortgage Loan Trust Inc
US12653TAB70 / CSMC Trust 2018-J1
US12556MAB00 / CIM 2019-J1 1A2 8/49
US59166CAE93 / METLIFE SECURITIZATION TRUST 2020-1 MST 2020-INV1 A2A
US46591NAC11 / JP Morgan Mortgage Trust 2020-LTV1
US46591HBQ20 / J.P. Morgan Wealth Management
US36258WAR34 / GS Mortgage-Backed Securities Corp Trust 2020-PJ3
US949796AS53 / Wells Fargo Mortgage Backed Securities 2020-RR1 Trust
US74969TAF75 / RMF Buyout Issuance Trust 2021-HB1
US46652FAC41 / JP MORGAN MORTGAGE TRUST SER 2020-4 CL A3 V/R REGD 144A P/P 3.00000000
US46649HAG74 / JP Morgan Mortgage Trust 2017-6
US81743ACE73 / Sequoia Mortgage Trust 2019-5
US81746WAB46 / Sequoia Mortgage Trust 2018-CH3
US81746HAA95 / Sequoia Mortgage Trust 2017-CH1
US81745RAA86 / Sequoia Mortgage Trust, Series 2013-3, Class A1
US46651DAC02 / JP Morgan Mortgage Trust 2019-INV2
US12565VDE02 / CIM TRUST 2021-J3 SER 2021-J3 CL B2 V/R REGD 144A P/P 2.62408000
US46649YAC93 / JP Morgan Mortgage Trust 2018-9
US46647SBA78 / JPMMT_17-3
US46591XAC92 / JP Morgan Mortgage Trust 2020-7
US46643UDR77 / JP Morgan Trust 2015-1
US46653JBU43 / JP Morgan Mortgage Trust
US69375BAA52 / PSMC 2019-3 Trust
US46591LAC54 / JP Morgan Mortgage Trust 2019-INV3
US46591TAQ76 / JP Morgan Mortgage Trust 2020-2
US95002VAA70 / Wells Fargo Mortgage Backed Securities 2020-4 Trust
US30768WAC29 / Farmer Mac Agricultural Real Estate Trust, Series 2021-1, Class B
US12649NAB73 / CSMC Trust, Series 2015-1, Class A1
US46653LAC00 / JP MORGAN MORTGAGE TRUST 2020-LTV2 SER 2020-LTV2 CL A3 V/R REGD 144A P/P 3.00000000
US46591HBP47 / J.P. Morgan Wealth Management
US36262DAA63 / GS Mortgage-Backed Securities Corp Trust 2020-PJ2
US67098AAC36 / OBX 2019-INV1 Trust
US36417JAL35 / Galton Funding Mortgage Trust 2017-1
US67113CAE66 / OBX 20-INV1 A5 144A FRN 05-25-49
US46652HAC07 / J.P. Morgan Wealth Management 2020-ATR1
US46591DAC39 / JP MORGAN MORTGAGE TRUST 2019-INV1 SER 2019-INV1 CL A3 V/R REGD 144A P/P 4.00000000
US46649CAA18 / JP Morgan Mortgage Trust 2018-4
US46648HAG83 / JP Morgan Mortgage Trust 2017-2
US81746NAA63 / Sequoia Mortgage Trust 2016-3
US46653LAJ52 / JP Morgan Mortgage Trust 2020-LTV2
US46648CAB00 / JP Morgan Mortgage Trust 2017-1
US81747EAC12 / Sequoia Mortgage Trust 2018-CH2
US3137G1CW57 / Freddie Mac Structured Agency Credit Risk Debt Notes
US46592ABH68 / JP MORGAN MORTGAGE TRUST 2020-3 SER 2020-3 CL A15 V/R REGD 144A P/P 3.50000000
US46651YBT64 / JP MORGAN MORTGAGE TRUST 2019-9 SER 2019-9 CL B2A V/R REGD 144A P/P 3.54856900
US46650JAG94 / JP Morgan Mortgage Trust 2018-6
US46648CBA18 / JP Morgan Mortgage Trust 2017-1
US46653JAC53 / JP Morgan Mortgage Trust
US81745AAB35 / SEQUOIA MORTGAGE TRUST 2013-5
US81745MAA99 / Sequoia Mortgage Trust 2013-2
US36259VAB99 / GS Mortgage-Backed Securities Corp. Trust, Series 2020-PJ4, Class A2
US61747C7074 / Morgan Stanley Institutional Liquidity Funds Government Portfolio, Institutional Class
US46651BAC46 / JP Morgan Mortgage Trust
US46648RAC51 / JP Morgan Mortgage Trust 2018-1
US00842BAV99 / Agate Bay Mortgage Loan Trust Series 2015-5 Class B3 (Mortgage spread to 7-year U.S. Treasury index)
US949831AS01 / Wells Fargo Mortgage Backed Securities 2019-3 Trust
US12555DAA37 / CIM Trust 2019-INV1
US29978CAX83 / EVERBANK MORTGAGE LOAN TRUST 18-1 EVER 2018-1 A22
US46653LBT26 / JP Morgan Mortgage Trust 2020-LTV2
US33851YAC03 / FLAGSTAR MORTGAGE TRUST 2020-1NV SER 2020-1INV CL A3 V/R REGD 144A P/P 3.00000000
US81748BAB80 / SEMT_19-3
US36416UAJ43 / Galton Funding Mortgage Trust 2017-1
US46651DAL01 / JP Morgan Mortgage Trust
US16158RAE62 / Chase Home Lending Mortgage Trust 2019-ATR1
US95763PNG27 / Western Mortgage Reference Notes Series 2021-CL2
US743874AJ80 / PROVIDENT FUNDING MORTGAGE TRU PFMT 2020 1 A5 144A
US3137FL6H20 / FHLMC, Multifamily Structured Pass-Through Certificates, Series K088, Class X3
US46591HAH30 / Chase Mortgage Reference Notes 2020-CL1
US46591HBN98 / J.P. Morgan Wealth Management
US81743AAA79 / Sequoia Mortgage Trust
US46648HBA05 / JP Morgan Mortgage Trust 2017-2
US81746HAB78 / SEQUOIA MORTGAGE TRUST 2017-CH1 SEMT 2017-CH1 A2
US95763PNF44 / Western Mortgage Reference Notes Series 2021-CL2
US95002TAA25 / Wells Fargo Mortgage Backed Securities 2020-3 Trust
US949796AA46 / Wells Fargo Mortgage Backed Securities Trust, Series 2020-RR1, Class A1
US46650HAR93 / JP Morgan Mortgage Trust 2019-1
US03217JAG67 / AMSR 2020-SFR5 Trust