Fund profile
Fund manager
Total assets
$348.53 mm
Liabilities
$37.80 mm
Net assets
$310.73 mm
Number of holdings
87.00
87 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
Barclays Bank PLC | 26.00 mm | 26.00 mm principal | 8.37 | Repurchase agreement | Long | USA |
Federal Home Loan Banks | 24.36 mm | 25.00 mm principal | 7.84 | Debt | Long | USA |
U.S. Treasury Notes | 23.13 mm | 25.00 mm principal | 7.44 | Debt | Long | USA |
U.S. Treasury Notes | 13.16 mm | 13.28 mm principal | 4.24 | Debt | Long | USA |
Uniform Mortgage-Backed Security, TBA | 12.47 mm | 12.28 mm principal | 4.01 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Notes | 10.93 mm | 11.66 mm principal | 3.52 | Debt | Long | USA |
State Street Navigator Securities Lending Government Money Market Portfolio | 9.94 mm | 9.94 mm shares | 3.20 | Short-term investment vehicle | Long | USA |
Federal Farm Credit Banks Funding Corp. | 9.00 mm | 10.00 mm principal | 2.90 | Debt | Long | USA |
U.S. Treasury Notes | 8.51 mm | 9.27 mm principal | 2.74 | Debt | Long | USA |
U.S. Treasury Inflation-Protected Indexed Notes | 7.10 mm | 7.93 mm principal | 2.28 | Debt | Long | USA |
U.S. Treasury Notes | 7.05 mm | 7.00 mm principal | 2.27 | Debt | Long | USA |
Federal National Mortgage Association | 6.77 mm | 8.30 mm principal | 2.18 | Debt | Long | USA |
U.S. Treasury Bonds | 5.78 mm | 7.50 mm principal | 1.86 | Debt | Long | USA |
Tennessee Valley Authority | 5.77 mm | 6.00 mm principal | 1.86 | Debt | Long | USA |
U.S. Treasury Bonds | 5.17 mm | 8.11 mm principal | 1.66 | Debt | Long | USA |
Federal Home Loan Banks | 5.16 mm | 5.00 mm principal | 1.66 | Debt | Long | USA |
Tennessee Valley Authority | 5.15 mm | 5.00 mm principal | 1.66 | Debt | Long | USA |
Uniform Mortgage-Backed Security, TBA | 5.03 mm | 5.00 mm principal | 1.62 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Notes | 4.95 mm | 5.00 mm principal | 1.59 | Debt | Long | USA |
U.S. Treasury Notes | 4.89 mm | 5.00 mm principal | 1.57 | Debt | Long | USA |
Private Export Funding Corp. | 4.87 mm | 5.00 mm principal | 1.57 | Debt | Long | USA |
U.S. Treasury Notes | 4.86 mm | 5.00 mm principal | 1.56 | Debt | Long | USA |
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates | 4.86 mm | 5.00 mm principal | 1.56 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Notes | 4.79 mm | 5.00 mm principal | 1.54 | Debt | Long | USA |
U.S. Treasury Notes | 4.78 mm | 5.00 mm principal | 1.54 | Debt | Long | USA |
U.S. Treasury Notes | 4.64 mm | 5.00 mm principal | 1.49 | Debt | Long | USA |
Eleven Madison Mortgage Trust | 4.49 mm | 5.00 mm principal | 1.45 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Notes | 4.30 mm | 4.35 mm principal | 1.38 | Debt | Long | USA |
Tennessee Valley Authority | 4.22 mm | 5.00 mm principal | 1.36 | Debt | Long | USA |
Tennessee Valley Authority | 4.15 mm | 5.00 mm principal | 1.34 | Debt | Long | USA |
Federal National Mortgage Association | 3.94 mm | 4.00 mm principal | 1.27 | Debt | Long | USA |
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates | 3.91 mm | 4.07 mm principal | 1.26 | ABS-mortgage backed security | Long | USA |
Federal National Mortgage Association | 3.82 mm | 5.00 mm principal | 1.23 | Debt | Long | USA |
U.S. Treasury Bonds | 3.80 mm | 3.37 mm principal | 1.22 | Debt | Long | USA |
U.S. Treasury Notes | 3.79 mm | 4.40 mm principal | 1.22 | Debt | Long | USA |
U.S. Treasury Notes | 3.71 mm | 3.72 mm principal | 1.19 | Debt | Long | USA |
U.S. Treasury Bonds | 3.49 mm | 5.39 mm principal | 1.12 | Debt | Long | USA |
U.S. Treasury Bonds | 3.47 mm | 5.25 mm principal | 1.12 | Debt | Long | USA |
U.S. Treasury Notes | 3.42 mm | 3.31 mm principal | 1.10 | Debt | Long | USA |
U.S. Treasury Notes | 3.40 mm | 3.42 mm principal | 1.09 | Debt | Long | USA |
U.S. Treasury Bonds | 3.38 mm | 3.66 mm principal | 1.09 | Debt | Long | USA |
U.S. Treasury Notes | 3.33 mm | 3.69 mm principal | 1.07 | Debt | Long | USA |
U.S. Treasury Bonds | 3.29 mm | 4.00 mm principal | 1.06 | Debt | Long | USA |
U.S. Treasury Bonds | 2.94 mm | 2.90 mm principal | 0.95 | Debt | Long | USA |
U.S. Treasury Notes | 2.93 mm | 3.00 mm principal | 0.94 | Debt | Long | USA |
U.S. Treasury Notes | 2.91 mm | 3.00 mm principal | 0.94 | Debt | Long | USA |
U.S. Treasury Notes | 2.79 mm | 3.00 mm principal | 0.90 | Debt | Long | USA |
SLM Student Loan Trust | 2.31 mm | 2.40 mm principal | 0.74 | ABS-other | Long | USA |
U.S. Treasury Bonds | 2.01 mm | 2.37 mm principal | 0.65 | Debt | Long | USA |
U.S. Treasury Bonds | 1.87 mm | 1.83 mm principal | 0.60 | Debt | Long | USA |
U.S. Treasury Bonds | 1.79 mm | 2.00 mm principal | 0.58 | Debt | Long | USA |
U.S. Treasury Notes | 1.76 mm | 2.00 mm principal | 0.57 | Debt | Long | USA |
FIXED INC CLEARING CORP.REPO
Fixed Income Clearing Corp
|
1.69 mm | 1.69 mm principal | 0.54 | Repurchase agreement | Long | USA |
GS Goldman Sachs Group, Inc. | 1.64 mm | 1.65 mm principal | 0.53 | Debt | Long | USA |
U.S. Treasury Bonds | 1.60 mm | 2.00 mm principal | 0.52 | Debt | Long | USA |
U.S. Treasury Bonds | 1.39 mm | 2.00 mm principal | 0.45 | Debt | Long | USA |
MS Morgan Stanley | 1.31 mm | 1.50 mm principal | 0.42 | Debt | Long | USA |
Bank of America Corp. | 1.29 mm | 1.50 mm principal | 0.42 | Debt | Long | USA |
U.S. Treasury Notes | 1.12 mm | 1.06 mm principal | 0.36 | Debt | Long | USA |
LOW Lowe`s Cos., Inc. | 995.60 k | 1.00 mm principal | 0.32 | Debt | Long | USA |
VZ Verizon Communications Inc | 968.03 k | 1.00 mm principal | 0.31 | Debt | Long | USA |
CMCSA Comcast Corp - Ordinary Shares | 937.31 k | 1.00 mm principal | 0.30 | Debt | Long | USA |
Consolidated Edison Co. of New York, Inc. | 933.41 k | 1.00 mm principal | 0.30 | Debt | Long | USA |
U.S. Treasury Notes | 901.70 k | 901.00 k principal | 0.29 | Debt | Long | USA |
U.S. Treasury Notes | 821.85 k | 807.00 k principal | 0.26 | Debt | Long | USA |
U.S. Treasury Bonds | 760.39 k | 1.00 mm principal | 0.24 | Debt | Long | USA |
U.S. Treasury Bonds | 669.58 k | 818.00 k principal | 0.22 | Debt | Long | USA |
U.S. Treasury Notes | 637.60 k | 686.00 k principal | 0.21 | Debt | Long | USA |
U.S. Treasury Bonds | 577.47 k | 699.00 k principal | 0.19 | Debt | Long | USA |
Future | 562.24 k | 223.00 contracts | 0.18 | Interest rate derivative | N/A | USA |
Future | 553.97 k | 47.00 contracts | 0.18 | Interest rate derivative | N/A | USA |
Cargill, Inc. | 525.54 k | 511.00 k principal | 0.17 | Debt | Long | USA |
Vermont Student Assistance Corp. | 445.32 k | 446.57 k principal | 0.14 | Debt | Long | USA |
U.S. Treasury Bonds | 437.64 k | 500.00 k principal | 0.14 | Debt | Long | USA |
Edsouth Indenture No. 3 LLC | 413.93 k | 415.70 k principal | 0.13 | ABS-other | Long | USA |
U.S. Treasury Bonds | 388.78 k | 517.00 k principal | 0.13 | Debt | Long | USA |
Future | 337.54 k | 37.00 contracts | 0.11 | Interest rate derivative | N/A | USA |
U.S. Treasury Bonds | 315.37 k | 395.00 k principal | 0.10 | Debt | Long | USA |
Government National Mortgage Association | 207.93 k | 212.74 k principal | 0.07 | ABS-mortgage backed security | Long | USA |
Government National Mortgage Association | 165.60 k | 168.41 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
Future | 132.26 k | 35.00 contracts | 0.04 | Interest rate derivative | N/A | USA |
Future | 130.96 k | 75.00 contracts | 0.04 | Interest rate derivative | N/A | USA |
COMM Mortgage Trust | 76.94 k | 84.39 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
Government National Mortgage Association | 8.74 k | 9.07 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Government National Mortgage Association | 7.07 k | 7.17 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Government National Mortgage Association | 4.70 k | 4.95 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
Future | -156.87 k | -30.00 contracts | -0.05 | Interest rate derivative | N/A | USA |