Market Value150,220,630
Total Holdings124
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
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952NPKII9 / CREDIT SUISSE GROUP AG COCO JR SUB 144A
US12559QAF90 / CIT Mortgage Loan Trust 2007-1
US362341KE87 / GSAMP Trust, Series 2005-HE4, Class M-3
US3136ATUP78 / FANNIE MAE FNR 2016 64 KF
XS0262719320 / GRIFONAS FINANCE PLC GRIF 1 A REGS
US912810TA60 / U.S. Treasury Bonds
US3140E0E358 / Fannie Mae Pool
US025816DB21 / American Express Company
US3138ENEW53 / Fannie Mae Pool
US3133KYYA18 / Federal Home Loan Mortgage Corporation
US31418ET421 / Federal National Mortgage Association, Inc.
US61750SAA06 / MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A1
US3140QM6B58 / FNMA POOL CB2665 FN 01/52 FIXED 3
US3140XDRB41 / Fannie Mae Pool
US3136AT6Z24 / Fannie Mae REMICS
US02378MAA99 / AMERICAN AIRLINES 2019-1 CLASS A PASS THROUGH TRUS 3.500000% 02/15/2032
US606822AJ33 / Mitsubishi UFJ Financial Group Inc
US682680AU71 / ONEOK Inc
US91282CBJ99 / United States Treasury Note/Bond
US91282CFU09 / United States Treasury Note/Bond - When Issued
US542514LL69 / LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 WL1 M4
US69702HAA68 / Palmer Square Loan Funding Ltd
US46626LFN55 / JP MORGAN MORTGAGE ACQUISITION CORP 2006-FRE1 SER 2006-FRE1 CL M1 V/R REGD 2.09800000
US92558NAJ19 / Vibrant CLO XI Ltd
PONAX / Pimco Funds - PIMCO Income Fund Class A
US11271LAD47 / Brookfield Finance Inc
US06541KAY47 / BANK BANK 2018 BN12 ASB
US86360WAA09 / STRUCTURED ASSET INVESTMENT LO SAIL 2006 4 A1
US95000U2F97 / Wells Fargo & Co
US14314DAA19 / Carlyle Finance Subsidiary LLC
US86765BAT61 / Sunoco Logistics Partners Bond
US52524YAC75 / Lehman XS Trust Series 2007-12N
US251513AZ08 / Deutsche Alt-B Securities Mortgage Loan Trust Series 2006-AB4
US11043XAA19 / British Airways Pass Through Trust, Series 2019-1, Class AA
US31418EJZ43 / Fannie Mae Pool
US68389FHU12 / Option One Mortgage Loan Trust 2003-2
US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND
US912810SY55 / United States Treasury Note/Bond
US31410LTW27 / Fannie Mae Pool
US3140XLSR00 / FNMA UMBS, 30 Year
US01F0426811 / UMBS TBA
US11135FBQ37 / Broadcom Inc
US17313FAR38 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR8 2A1A
US912810TF57 / TREASURY BOND
US91282CAU53 / United States Treasury Note/Bond
US3132XSBA76 / FED HM LN PC POOL Q50032 FG 08/47 FIXED 4
US91282CAY75 / UST NOTES 0.625% 11/30/2027
US38141GWL49 / GOLDMAN SACHS GROUP INC SR UNSECURED 06/28 VAR
US529537AA08 / Lexington Realty Trust
US3133KYXC82 / UMBS, 20 Year
US3136ASK880 / FANNIE MAE FNR 2016 40 AF
US169905AF36 / Choice Hotels International Inc
US912810SX72 / UNITED STATES TREASURY BOND 2.375% 05/15/2051
US06051GJQ38 / Bank of America Corp
US78572XAG60 / Sabra Health Care LP / Sabra Capital Corp.
US756109BK93 / REALTY INCOME CORP REGD 3.10000000
US12667LAE20 / Countrywide Asset-Backed Certificates, Series 2006-21, Class 2A4
US06738EBD67 / Barclays PLC
US654744AC50 / Nissan Motor Co Ltd
SOLD EUR BOUGHT USD 20250702 / DFE (000000000)
ACDVF4 / Air Canada 2015-2 Class AA Pass Through Trust
US01F0306781 / UMBS TBA
US251526CK32 / DEUTSCHE BANK AG NEW YORK BNCH 3.035/VAR 05/28/2032
US3136AUAW13 / FANNIE MAE FNR 2016 82 FM
US61764BAA17 / MORGAN STANLEY CAPITAL I TRUST 3.912% 09/09/2032 144A 2014-150E A
US31418EHF07 / Fannie Mae Pool
MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock)
BOUGHT CAD SOLD USD 20250702 / DFE (000000000)
R1IN34 / Realty Income Corporation - Depositary Receipt (Common Stock)
US05990TAB35 / BANC OF AMERICA FUNDING CORPOR BAFC 2015 R2 1A2 144A
US912810SW99 / United States Treasury Note/Bond
US709599BE30 / Penske Truck Leasing Co. Lp / PTL Finance Corp.
US639057AC29 / NatWest Group PLC
US09261BAJ98 / BLACKSTONE HOLDINGS FINANCE CO LLC
US31418EMN75 / Federal National Mortgage Association, Inc.
US35729TAD46 / FREMONT HOME LOAN TRUST FHLT 2006 C 2A2
US3132XTB805 / FREDDIE MAC GOLD POOL FG Q50962
MSCI EAFE SEP25 IFUS 20250919 / DE (000000000)
US3140XCLS56 / Fannie Mae Pool
US26828HAA59 / ECMC Group Student Loan Trust 2018-1
US12670FAA84 / COUNTRYWIDE ASSET BACKED CERTI CWL 2007 9 1A
US91282CHK09 / United States Treasury Note/Bond
US95000U2D40 / Wells Fargo & Co
SOLD CAD BOUGHT USD 20250805 / DFE (000000000)
TSY INFL IX N/B 01/34 1.75 / DBT (91282CJY8)
FED HM LN PC POOL SD3478 FR 04/52 FIXED 2.5 / ABS-MBS (3132DQ2K1)
RFR USD SOFR/3.90000 09/02/25-9Y* LCH / DIR (000000000)
MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock)
REPO BANK AMERICA REPO / RA (000000000)
US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000)
SOLD CAD BOUGHT USD 20250702 / DFE (000000000)
BOUGHT TRY SOLD USD 20250709 / DFE (000000000)
BOUGHT EUR SOLD USD 20250702 / DFE (000000000)
SOLD EUR BOUGHT USD 20250804 / DFE (000000000)
SOLD TRY BOUGHT USD 20250728 / DFE (000000000)
PFP III PFP 2024 11 A 144A / ABS-MBS (69291WAA0)
CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 04/29 5.875 / DBT (147918AC0)
RFR USD SOFR/3.00000 02/12/25-30Y LCH / DIR (000000000)
US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000)
US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000)
S+P500 EMINI FUT SEP25 XCME 20250919 / DE (000000000)
RFR USD SOFR/4.01150 02/14/25-10Y LCH / DIR (000000000)
US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000)
US TREASURY N/B 09/29 3.5 / DBT (91282CLN9)
FNMA POOL CB8026 FN 02/54 FIXED 6.5 / ABS-MBS (3140QT4L0)
RFR USD SOFR/3.62000 02/14/25-5Y LCH / DIR (000000000)
US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000)
RFR USD SOFR/3.62000 09/02/25-4Y* LCH / DIR (000000000)
FNMA POOL FS6048 FN 02/53 FIXED VAR / ABS-MBS (3140XMWJ1)
TSY INFL IX N/B 01/35 2.125 / DBT (91282CML2)
FNMA POOL MA5233 FN 12/53 FIXED 4.5 / ABS-MBS (31418EY79)
US01F0406854 / UMBS TBA
US91282CAL54 / United States Treasury Note/Bond
US912810TC27 / United States Treasury Note/Bond
US21871XAF69 / CORP. NOTE
US3133KMMG77 / Freddie Mac Pool
US3140XBS685 / Fannie Mae Pool
US46625HRY89 / JPMorgan Chase & Co.
US11135EAA29 / Broadstone Net Lease LLC
US TREASURY N/B 08/44 4.125 / DBT (912810UD8)
US3140XD5R31 / UMBS
US3132DWFB46 / Freddie Mac Pool
US254709AP32 / Discover Financial Services
US404280BT50 / HSBC Holdings PLC