Fund profile
Fund manager
Total assets
$387.69 mm
Liabilities
$62.40 mm
Net assets
$325.29 mm
Number of holdings
21.00
21 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
U.S. Treasury Notes | 61.82 mm | 66.00 mm principal | 19.00 | Debt | Long | USA |
U.S. Cash Management Bills - Reopening | 60.37 mm | 60.70 mm principal | 18.56 | Short-term investment vehicle | Long | USA |
State Street Navigator Securities Lending Government Money Market Portfolio | 31.05 mm | 31.05 mm shares | 9.54 | Short-term investment vehicle | Long | USA |
Option | 29.01 mm | 270.00 contracts | 8.92 | Equity derivative | N/A | USA |
Federal Home Loan Banks | 28.17 mm | 29.00 mm principal | 8.66 | Debt | Long | USA |
Option | 27.92 mm | 220.00 contracts | 8.58 | Equity derivative | N/A | USA |
Federal National Mortgage Association | 23.77 mm | 25.00 mm principal | 7.31 | Debt | Long | USA |
U.S. Treasury Bills - WI Post Auction | 19.84 mm | 20.00 mm principal | 6.10 | Short-term investment vehicle | Long | USA |
FIXED INC CLEARING CORP.REPO
Fixed Income Clearing Corp
|
15.92 mm | 15.92 mm principal | 4.89 | Repurchase agreement | Long | USA |
U.S. Treasury Bonds, Principal Only STRIPS | 15.90 mm | 18.00 mm principal | 4.89 | Debt | Long | USA |
International Bank for Reconstruction & Development | 15.66 mm | 17.00 mm principal | 4.82 | Debt | Long | XX |
Federal National Mortgage Association | 7.22 mm | 6.50 mm principal | 2.22 | Debt | Long | USA |
Inter-American Development Bank | 6.99 mm | 7.00 mm principal | 2.15 | Debt | Long | XX |
European Investment Bank | 6.97 mm | 7.00 mm principal | 2.14 | Debt | Long | XX |
Federal Home Loan Mortgage Corp. | 4.83 mm | 5.00 mm principal | 1.48 | Debt | Long | USA |
Future | 699.26 k | 370.00 contracts | 0.21 | Interest rate derivative | N/A | USA |
Future | 535.62 k | 67.00 contracts | 0.16 | Equity derivative | N/A | USA |
Federal National Mortgage Association | 498.67 k | 500.00 k principal | 0.15 | Debt | Long | USA |
Future | 271.74 k | 92.00 contracts | 0.08 | Interest rate derivative | N/A | USA |
Future | 218.87 k | 29.00 contracts | 0.07 | Interest rate derivative | N/A | USA |
Future | 210.76 k | 108.00 contracts | 0.06 | Interest rate derivative | N/A | USA |