Market Value78,811,943
Total Holdings123
File Date2025-08-28
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.

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Security Imputed
Share Price		 Prev
Shares		 Current
Shares		 Change
(Percent)		 Prev Value
(USD x1000)		 Current Value
(USD x1000)		 Change
(Percent)
US01F0406854 / UMBS TBA
US21H0226892 / Ginnie Mae
US21H0426799 / Ginnie Mae
US21H0506723 / Ginnie Mae
US21H0306827 / Ginnie Mae
FED HM LN PC POOL SD8420 FR 04/54 FIXED 5.5 / ABS-MBS (3132DWK93)
317U9B8A9 PIMCO FPPSWAPTION 4.43 CALL USD / DIR (000000000)
317U9H6A8 PIMCO SWAPTION 3.3675 CALL USD 20250 / DIR (000000000)
REVERSE REPO WELLS FARGO 00/00 VAR / RA (000000000)
FED HM LN PC POOL SD7570 FR 05/54 FIXED 6 / ABS-MBS (3132DVMT9)
US01F0606834 / Uniform Mortgage-Backed Security, TBA
317U9H5A9 PIMCO SWAPTION 3.9675 PUT USD 202509 / DIR (000000000)
US01F0204713 / UMBS 15YR TBA(REG B) 2.0 UMBS TBA 07-01-35
US01F0206791 / UMBS, 30 Year, Single Family
31750R3C9 OTC EPUT FN 5.5 SEP25 96.7382812 PUT / DIR (000000000)
EW / Edwards Lifesciences Corporation
FNMA POOL BZ1720 FN 06/28 FIXED 4.88 / ABS-MBS (3140NV4E4)
317U9NFA5 PIMCO SWAPTION 4.106 PUT USD 2025090 / DIR (000000000)
US01F0326821 / Fannie Mae or Freddie Mac
US21H0626851 / Ginnie Mae
RFR USD SOFR/3.75000 12/18/24-5Y LCH / DIR (000000000)
FED HM LN PC POOL QJ0132 FR 07/54 FIXED 6 / ABS-MBS (3133CQED3)
GNMA POOL 785747 GN 07/49 FIXED 4.5 / ABS-MBS (3622ABHY1)
FED HM LN PC POOL SL0873 FR 04/55 FIXED 6 / ABS-MBS (31427M6K2)
US01F0324768 / Uniform Mortgage-Backed Security, TBA
US21H0526788 / Ginnie Mae
31750R5M5 OTC EPUT FN 6.0 SEP25 99.15625 PUT / DIR (000000000)
US01F0626899 / Uniform Mortgage-Backed Security, TBA
RFR USD SOFR/3.25000 03/19/25-10Y CME / DIR (000000000)
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 1 A11 144A / ABS-MBS (17332CBX3)
317U8VYA7 PIMCO SWAPTION 5.0 PUT USD 20260403 / DIR (000000000)
317U9G1A5 PIMCO SWAPTION 4.236 PUT USD 2025080 / DIR (000000000)
GNMA II POOL 786662 G2 03/53 FIXED 5 / ABS-MBS (3622ACJF8)
31750R3W5 OTC EPUT FN 6.0 SEP25 98.71875 PUT / DIR (000000000)
317U9AOA3 PIMCO SWAPTION 4.3675 PUT USD 202508 / DIR (000000000)
FANNIE MAE FNR 2024 100 FD / ABS-MBS (3136BUGR5)
317U98WA9 PIMCO FPPSWAPTION 4.285 CALL USD / DIR (000000000)
31750QV97 OTC EPUT FN 5.0 JUL25 95.359375 PUT / DIR (000000000)
317U93RA6 PIMCO FPPSWAPTION 4.31 PUT USD / DIR (000000000)
FED HM LN PC POOL SL0874 FR 03/55 FIXED 6 / ABS-MBS (31427M6L0)
US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND
FNMA POOL CB9151 FN 09/54 FIXED 6 / ABS-MBS (3140QVEZ3)
31750R123 OTC EPUT FN 6.0 AUG25 98.62890625 PUT / DIR (000000000)
REVERSE REPO WELLS FARGO 00/00 VAR / RA (000000000)
FNMA POOL BZ2582 FN 12/29 FIXED 4.3 / ABS-MBS (3140NW2Q7)
317U99KA0 PIMCO SWAPTION 3.993 PUT USD 2025070 / DIR (000000000)
317U9B0A7 PIMCO SWAPTION 4.287 PUT USD 2025080 / DIR (000000000)
US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000)
FNMA POOL FA0287 FN 12/54 FIXED VAR / ABS-MBS (3140W0J97)
RFR USD SOFR/3.25000 06/18/25-10Y CME / DIR (000000000)
317U9MYA6 PIMCO SWAPTION 4.096 PUT USD 2025090 / DIR (000000000)
FANNIE MAE FNR 2024 5 DI / ABS-MBS (3136BQ3W7)
FNMA POOL FA0938 FN 03/55 FIXED VAR / ABS-MBS (3140W1BG7)
317U9FXA2 PIMCO SWAPTION 5.0 PUT USD 20250930 / DIR (000000000)
317U9B7A0 PIMCO FPPSWAPTION 4.43 PUT USD / DIR (000000000)
FNMA POOL FS2937 FN 04/43 FIXED VAR / ABS-MBS (3140XJHP1)
317U9KGA0 PIMCO SWAPTION 4.3165 PUT USD 202509 / DIR (000000000)
FREDDIEMAC STRIP FHS 414 C35 / ABS-MBS (3142G9VT4)
317U92BA5 PIMCO SWAPTION 3.245 CALL USD 202507 / DIR (000000000)
317U8YJA8 PIMCO SWAPTION 5.0 PUT USD 20250711 / DIR (000000000)
GNMA II POOL BV9809 G2 05/36 FIXED 5.5 / ABS-MBS (3617NP3S4)
317U99WA7 PIMCO SWAPTION 4.215 PUT USD 2025080 / DIR (000000000)
GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H01 FA / ABS-MBS (38375U3L2)
FANNIEMAE STRIP FNS 435 C24 / ABS-MBS (31424UAZ9)
ACRA TRUST 2024 NQM1 ACRA 2024 NQM1 A1 144A / ABS-MBS (00112EAA2)
317U96ZA0 PIMCO FPPSWAPTION 4.265 PUT USD / DIR (000000000)
31750QVA4 OTC EPUT FN 5.0 JUL25 95.2890625 PUT / DIR (000000000)
317U98UA1 PIMCO SWAPTION 3.943 PUT USD 2025070 / DIR (000000000)
31750QXL8 OTC EPUT FN 6.0 AUG25 98.5078125 PUT / DIR (000000000)
FREDDIE MAC FHR 5100 IA / ABS-MBS (3137FYXD3)
GNMA II POOL MA9777 G2 07/54 FIXED 4.5 / ABS-MBS (36179Y2J2)
GNMA II POOL MA9961 G2 10/54 FIXED 3.5 / ABS-MBS (36180AB69)
31750R5A1 OTC EPUT FN 6.0 SEP25 99.140625 PUT / DIR (000000000)
GNMA II POOL BV9801 G2 03/36 FIXED 5.5 / ABS-MBS (3617NP3J4)
31750QRR2 OTC ECAL FN 5.0 JUL25 98.4375 CALL / DIR (000000000)
317U9GLA3 PIMCO SWAPTION 4.27 PUT USD 20250806 / DIR (000000000)
FANNIE MAE FNR 2024 100 FB / ABS-MBS (3136BUGF1)
317U9L9A6 PIMCO SWAPTION 4.257 PUT USD 2025090 / DIR (000000000)
317U8VNA9 PIMCO SWAPTION 2.98 CALL USD 2025070 / DIR (000000000)
317U97AA5 PIMCO FPPSWAPTION 4.265 CALL USD / DIR (000000000)
FED HM LN PC POOL SD7578 FR 04/55 FIXED 6 / ABS-MBS (3132DVM36)
317U9HJA4 PIMCO FPPSWAPTION 4.47 PUT USD / DIR (000000000)
GOVERNMENT NATIONAL MORTGAGE A GNR 2021 H12 FA / ABS-MBS (38382YAL7)
NEW YORK MORTGAGE TRUST NYMT 2024 INV1 A1 144A / ABS-MBS (62956XAA9)
RFR USD SOFR/3.75000 12/18/24-5Y CME / DIR (000000000)
FNMA POOL FA1193 FN 03/55 FIXED VAR / ABS-MBS (3140W1KF9)
31750R1S6 OTC EPUT FN 6.0 AUG25 98.5585938 PUT / DIR (000000000)
US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000)
31750QVD8 OTC EPUT FN 5.5 JUL25 97.3515625 PUT / DIR (000000000)
317U98XA8 PIMCO SWAPTION 3.967 PUT USD 2025070 / DIR (000000000)
317U8WUA9 PIMCO SWAPTION 5.0 PUT USD 20251008 / DIR (000000000)
31750QU49 OTC EPUT FN 5.0 JUL25 94.84375 PUT / DIR (000000000)
FANNIE MAE FNR 2024 26 FD / ABS-MBS (3136BRWH6)
317U98VA0 PIMCO FPPSWAPTION 4.285 PUT USD / DIR (000000000)
317U9FWA3 PIMCO SWAPTION 3.4525 CALL USD 20250 / DIR (000000000)
FED HM LN PC POOL QF5671 FR 12/52 FIXED 4.5 / ABS-MBS (3133BTJQ4)
MFRA TRUST MFRA 2024 RPL1 A1 144A / ABS-MBS (55287AAA3)
GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H16 FB / ABS-MBS (38382YWP4)
317U93SA5 PIMCO FPPSWAPTION 4.31 CALL USD / DIR (000000000)
31750QVC0 OTC EPUT FN 5.5 JUL25 97.28125 PUT / DIR (000000000)
317U99LA9 PIMCO SWAPTION 3.984 PUT USD 2025070 / DIR (000000000)
317U9HKA2 PIMCO FPPSWAPTION 4.47 CALL USD / DIR (000000000)
GOVERNMENT NATIONAL MORTGAGE A GNR 2023 128 FK / ABS-MBS (38384CMF3)
FNMA POOL BZ3092 FN 02/35 FIXED 5.14 / ABS-MBS (3140NXNJ8)
GNMA II POOL MB0255 G2 03/55 FIXED 3.5 / ABS-MBS (3618N5H93)
RFR USD SOFR/3.75000 12/18/24-10Y CME / DIR (000000000)
FED HM LN PC POOL QJ0127 FR 07/54 FIXED 5.5 / ABS-MBS (3133CQD85)
317U97ZA8 PIMCO SWAPTION 4.053 PUT USD 2025070 / DIR (000000000)
FNMA POOL FA1296 FN 08/51 FIXED VAR / ABS-MBS (3140W1NN9)
FREDDIE MAC FHR 5445 FB / ABS-MBS (3137HDW55)
FNMA POOL CC0257 FN 04/55 FIXED 6 / ABS-MBS (3140Y6JB7)
317U8YKA6 PIMCO SWAPTION 3.55 CALL USD 2025071 / DIR (000000000)
RFR USD SOFR/3.50000 12/18/24-30Y LCH / DIR (000000000)
31750QWZ8 OTC EPUT FN 6.0 AUG25 98.27734375 PUT / DIR (000000000)
FANNIE MAE FNR 2019 72 AI / ABS-MBS (3136B7JP7)
FNMA POOL BZ3278 FN 04/30 FIXED 4.74 / ABS-MBS (3140NXUC5)
FED HM LN PC POOL SD4977 FR 11/53 FIXED 5 / ABS-MBS (3132DSQ62)
31750QVS5 OTC EPUT FN 5.5 AUG25 96.6953125 PUT / DIR (000000000)
US21H0206753 / GINNIE MAE II POOL 30YR TBA (JULY)
US01F0526800 / Uniform Mortgage-Backed Security, TBA
US21H0326700 / GNMA2 30YR TBA(REG C) 3.5 TBA 07-01-50
US21H0626935 / Ginnie Mae
US01F0224778 / UMBS TBA
US21H0406734 / Ginnie Mae
US01F0426811 / UMBS TBA
US01F0226831 / FEDERAL NATIONAL MORTGAGE ASSOCIATION 30YR TBA AUG
US3136A0K488 / Federal National Mortgage Assoication Series 11-86 Class KF
US01F0306781 / UMBS TBA
US31418EMR89 / FNCL UMBS 4.5 MA4867 01-01-53
US21H0506806 / GNMA
US38380L4U42 / GNMA_20-H05
EW / Edwards Lifesciences Corporation