Fund profile
Tickers
FSEC
Fund manager
Total assets
$6.07 mm
Liabilities
$2.93 mm
Net assets
$3.14 mm
Number of holdings
141.00
FSEC stock data
141 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
UMBS 30YR 3% 03/01/2054 #TBA | 342.22 k | 400.00 k principal | 10.88 | ABS-mortgage backed security | Long | USA |
UMBS 30YR 2% 03/01/2054 #TBA | 275.12 k | 350.00 k principal | 8.75 | ABS-mortgage backed security | Long | USA |
GNII II 2% 04/01/2054 #TBA | 162.87 k | 200.00 k principal | 5.18 | ABS-mortgage backed security | Long | USA |
UMBS 30YR 6.5% 03/01/2054 #TBA | 152.63 k | 150.00 k principal | 4.85 | ABS-mortgage backed security | Long | USA |
UMBS 30YR 6% 03/01/2054 #TBA | 150.66 k | 150.00 k principal | 4.79 | ABS-mortgage backed security | Long | USA |
GNII II 2% 03/01/2054 #TBA | 142.42 k | 175.00 k principal | 4.53 | ABS-mortgage backed security | Long | USA |
UMBS 30YR 2% 04/01/2054 #TBA | 137.74 k | 175.00 k principal | 4.38 | ABS-mortgage backed security | Long | USA |
UST NOTES 4.375% 11/30/2030 | 134.71 k | 134.00 k principal | 4.28 | Debt | Long | USA |
UMBS 30YR 3% 04/01/2054 #TBA | 128.47 k | 150.00 k principal | 4.09 | ABS-mortgage backed security | Long | USA |
Fidelity Cash Central Fund | 120.79 k | 120.77 k shares | 3.84 | Short-term investment vehicle | Long | USA |
FHLG 30YR 2.5% 10/01/2050#SD7525 | 119.13 k | 141.85 k principal | 3.79 | ABS-mortgage backed security | Long | USA |
UST NOTES 4.625% 11/15/2026 | 113.42 k | 113.00 k principal | 3.61 | Debt | Long | USA |
GNII II 3% 03/01/2054 #TBA | 109.62 k | 125.00 k principal | 3.49 | ABS-mortgage backed security | Long | USA |
GNII II 6.5% 03/01/2054 #TBA | 101.37 k | 100.00 k principal | 3.22 | ABS-mortgage backed security | Long | USA |
BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+80.358 21 10/15/2036 144A | 98.97 k | 100.00 k principal | 3.15 | ABS-mortgage backed security | Long | USA |
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-FCMT A TSFR1M+131.448 12/31/2049 144A | 98.00 k | 100.00 k principal | 3.12 | ABS-mortgage backed security | Long | USA |
FNMA 30YR 3.5% 10/01/2047#CA0607 | 91.59 k | 100.81 k principal | 2.91 | ABS-mortgage backed security | Long | USA |
GNII II 2.5% 03/01/2054 #TBA | 84.62 k | 100.00 k principal | 2.69 | ABS-mortgage backed security | Long | USA |
FHLG 20YR 2% 03/01/2041#SC0136 | 80.42 k | 95.21 k principal | 2.56 | ABS-mortgage backed security | Long | USA |
FHLG 15YR 2% 06/01/2035#QN2431 | 79.05 k | 88.88 k principal | 2.51 | ABS-mortgage backed security | Long | USA |
UMBS 30YR 5.5% 03/01/2054 #TBA | 74.20 k | 75.00 k principal | 2.36 | ABS-mortgage backed security | Long | USA |
UST NOTES 4% 01/15/2027 | 71.16 k | 72.00 k principal | 2.26 | Debt | Long | USA |
GNII II 2.5% 07/20/2051#MA7472 | 65.45 k | 77.36 k principal | 2.08 | ABS-mortgage backed security | Long | USA |
AJAX MTG LN TR 2021-E 1.74% 12/25/2060 144A | 59.82 k | 70.48 k principal | 1.90 | ABS-collateralized bond/debt obligation | Long | USA |
UNITED STATES TREASURY BOND 4.375% 08/15/2043 | 57.76 k | 59.00 k principal | 1.84 | Debt | Long | USA |
FNMA 15YR 2.5% 12/01/2032#FM1681 | 53.78 k | 57.51 k principal | 1.71 | ABS-mortgage backed security | Long | USA |
FEDERAL HOME LN MTG MLT CTF GT 2.26% 01/25/2029 | 53.57 k | 60.00 k principal | 1.70 | ABS-mortgage backed security | Long | USA |
GNII II 6.5% 04/01/2054 #TBA | 50.65 k | 50.00 k principal | 1.61 | ABS-mortgage backed security | Long | USA |
GNII II 6% 03/01/2054 #TBA | 50.26 k | 50.00 k principal | 1.60 | ABS-mortgage backed security | Long | USA |
FHLG 30YR 2.5% 07/01/2043#ZS3792 | 50.26 k | 57.89 k principal | 1.60 | ABS-mortgage backed security | Long | USA |
FNMA 20YR 2% 11/01/2040# | 48.60 k | 57.69 k principal | 1.55 | ABS-mortgage backed security | Long | USA |
UMBS 30YR 5% 03/01/2054 #TBA | 48.49 k | 50.00 k principal | 1.54 | ABS-mortgage backed security | Long | USA |
FHLG 30YR 4% 03/01/2049#ZN6553 | 47.11 k | 50.48 k principal | 1.50 | ABS-mortgage backed security | Long | USA |
FNMA 30YR 4.5% 07/01/2047#FM3371 | 47.03 k | 48.21 k principal | 1.50 | ABS-mortgage backed security | Long | USA |
FHLG 30YR 5.5% 03/01/2053#SD7559 | 46.67 k | 46.37 k principal | 1.48 | ABS-mortgage backed security | Long | USA |
FNMA 30YR 5% 12/01/2052#MA4841 | 45.59 k | 46.94 k principal | 1.45 | ABS-mortgage backed security | Long | USA |
PRPM 2021-2 2.115% 03/25/2026 144A | 45.40 k | 46.38 k principal | 1.44 | ABS-collateralized bond/debt obligation | Long | USA |
GNII II 3.5% 03/01/2054 #TBA | 45.22 k | 50.00 k principal | 1.44 | ABS-mortgage backed security | Long | USA |
FNMA 30YR 5% 10/01/2052#CB4893 | 44.87 k | 45.70 k principal | 1.43 | ABS-mortgage backed security | Long | USA |
GNII II 3% 04/01/2054 #TBA | 43.88 k | 50.00 k principal | 1.40 | ABS-mortgage backed security | Long | USA |
FNMA 15YR 3% 11/01/2034#CA4460 | 42.64 k | 45.54 k principal | 1.36 | ABS-mortgage backed security | Long | USA |
GNII II 2% 06/20/2052#MA8096 | 40.70 k | 50.00 k principal | 1.29 | ABS-mortgage backed security | Long | USA |
GNII II 2% 04/20/2052# | 40.68 k | 50.00 k principal | 1.29 | ABS-mortgage backed security | Long | USA |
FNMA 30YR 2.5% 01/01/2052#FS1648 | 38.70 k | 47.07 k principal | 1.23 | ABS-mortgage backed security | Long | USA |
FNMA 30YR 2.5% 01/01/2052#MA4512 | 38.49 k | 46.80 k principal | 1.22 | ABS-mortgage backed security | Long | USA |
FNMA 15YR 1.5% 01/01/2037#FS2747 | 37.01 k | 42.79 k principal | 1.18 | ABS-mortgage backed security | Long | USA |
FHLG 30YR 3.5% 08/01/2051#RA5746 | 36.48 k | 40.53 k principal | 1.16 | ABS-mortgage backed security | Long | USA |
FNMA 30YR 2.5% 06/01/2046#BM5168 | 35.97 k | 41.45 k principal | 1.14 | ABS-mortgage backed security | Long | USA |
FHLG 30YR 1.5% 04/01/2051#SD8139 | 35.57 k | 47.44 k principal | 1.13 | ABS-mortgage backed security | Long | USA |
FNMA 20YR 1.5% 12/01/2040#MA4202 | 35.33 k | 43.40 k principal | 1.12 | ABS-mortgage backed security | Long | USA |
FHLG 30YR 2% 11/01/2051#RA6302 | 34.00 k | 42.84 k principal | 1.08 | ABS-mortgage backed security | Long | USA |
FHLG 30YR 2% 02/01/2051#SD7532 | 33.29 k | 41.52 k principal | 1.06 | ABS-mortgage backed security | Long | USA |
FHLG 30YR 2.5% 02/01/2051#SD7535 | 30.68 k | 36.56 k principal | 0.98 | ABS-mortgage backed security | Long | USA |
FHLG 15YR 2.5% 07/01/2036#SB0535 | 30.54 k | 33.48 k principal | 0.97 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 3.625% 02/15/2053 | 29.73 k | 34.00 k principal | 0.95 | Debt | Long | USA |
MORGAN STANLEY CAP I TR 2018-L1 4.139% 10/15/2051 | 28.70 k | 30.00 k principal | 0.91 | ABS-mortgage backed security | Long | USA |
CFMT 2021-EBO1 LLC 1.1581% 11/25/2050 144A | 26.47 k | 28.42 k principal | 0.84 | ABS-collateralized bond/debt obligation | Long | USA |
FNMA 30YR 6.5% 09/01/2053#CB7134 | 25.59 k | 24.75 k principal | 0.81 | ABS-mortgage backed security | Long | USA |
UST NOTES 4.625% 10/15/2026 | 25.08 k | 25.00 k principal | 0.80 | Debt | Long | USA |
GNII II 5.5% 03/01/2054 #TBA | 24.84 k | 25.00 k principal | 0.79 | ABS-mortgage backed security | Long | USA |
GNII II 5% 03/01/2054 #TBA | 24.42 k | 25.00 k principal | 0.78 | ABS-mortgage backed security | Long | USA |
FHLG 30YR 1.5% 02/01/2051#SD8127 | 24.15 k | 32.17 k principal | 0.77 | ABS-mortgage backed security | Long | USA |
FNMA 30YR 3.5% 03/01/2045#AY1306 | 24.15 k | 26.49 k principal | 0.77 | ABS-mortgage backed security | Long | USA |
FHLMC MULTIFAM STRUCTURED PASS THROUGH 2018-K077 A2 3.85% 05/25/2028 | 24.14 k | 25.00 k principal | 0.77 | ABS-mortgage backed security | Long | USA |
FNMA 30YR 1.5% 01/01/2051#MA4236 | 24.04 k | 31.99 k principal | 0.76 | ABS-mortgage backed security | Long | USA |
FEDERAL HOME LN MTG MLT CTF GT K065 A2 3.243% 04/25/2027 | 23.95 k | 25.00 k principal | 0.76 | ABS-mortgage backed security | Long | USA |
FHLG 30YR 1.5% 01/01/2051#SD8120 | 23.88 k | 31.78 k principal | 0.76 | ABS-mortgage backed security | Long | USA |
FEDERAL HOME LN MTG MLT CTF GT 2.653% 08/25/2026 | 23.75 k | 25.00 k principal | 0.76 | ABS-mortgage backed security | Long | USA |
GNMA II 4.5% 04/20/2053#MA8799 | 23.68 k | 24.78 k principal | 0.75 | ABS-mortgage backed security | Long | USA |
FNMA 30YR 6% 11/01/2052#CB5049 | 23.32 k | 23.11 k principal | 0.74 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 3.625% 05/15/2053 | 22.75 k | 26.00 k principal | 0.72 | Debt | Long | USA |
FNMA 30YR 4.5% 04/01/2048#FS3717 | 21.99 k | 22.55 k principal | 0.70 | ABS-mortgage backed security | Long | USA |
FHLG 20YR 2.5% 11/01/2041#SC0210 | 20.88 k | 23.97 k principal | 0.66 | ABS-mortgage backed security | Long | USA |
GNMA II 2.5% 12/20/2051#785805 | 20.87 k | 24.97 k principal | 0.66 | ABS-mortgage backed security | Long | USA |
FNMA 30YR 4% 05/01/2052#CB3508 | 20.72 k | 22.22 k principal | 0.66 | ABS-mortgage backed security | Long | USA |
FNMA 30YR 4% 06/01/2052#FS2065 | 20.61 k | 22.21 k principal | 0.66 | ABS-mortgage backed security | Long | USA |
UMBS 30YR 2.5% 03/01/2054 #TBA | 20.54 k | 25.00 k principal | 0.65 | ABS-mortgage backed security | Long | USA |
FHLG 20YR 2.5% 07/01/2041#SC0157 | 20.42 k | 23.41 k principal | 0.65 | ABS-mortgage backed security | Long | USA |
FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047 | 20.21 k | 22.79 k principal | 0.64 | ABS-collateralized bond/debt obligation | Long | USA |
FHLG 15YR 2% 12/01/2036#SB8132 | 20.06 k | 22.70 k principal | 0.64 | ABS-mortgage backed security | Long | USA |
UST NOTES 4.375% 12/15/2026 | 19.96 k | 20.00 k principal | 0.63 | Debt | Long | USA |
FNMA 20YR 2% 11/01/2041#CB2110 | 19.92 k | 23.75 k principal | 0.63 | ABS-mortgage backed security | Long | USA |
FEDERAL NAT MTG ASN GTD REM PA 2% 10/25/2047 | 19.73 k | 23.17 k principal | 0.63 | ABS-collateralized bond/debt obligation | Long | USA |
FHLG 15YR 3% 09/01/2034#SB0072 | 19.69 k | 20.99 k principal | 0.63 | ABS-mortgage backed security | Long | USA |
FNMA 30YR 3% 06/01/2051#FM7510 | 19.69 k | 22.86 k principal | 0.63 | ABS-mortgage backed security | Long | USA |
FHLG 20YR 2% 07/01/2041#SC0162 | 19.56 k | 23.24 k principal | 0.62 | ABS-mortgage backed security | Long | USA |
BANK 2018-BNK14 4.231% 09/15/2060 | 19.16 k | 20.00 k principal | 0.61 | ABS-mortgage backed security | Long | USA |
FNMA 30YR 3.5% 07/01/2051#CB1157 | 18.97 k | 21.07 k principal | 0.60 | ABS-mortgage backed security | Long | USA |
CSAIL 2015-C4 COML MTG TR 3.544% 11/15/2048 | 18.84 k | 19.37 k principal | 0.60 | ABS-mortgage backed security | Long | USA |
FNMA 15YR 2.5% 03/01/2036#CA9439 | 18.37 k | 20.11 k principal | 0.58 | ABS-mortgage backed security | Long | USA |
FNMA 20YR 4% 05/01/2040#FS0198 | 18.04 k | 18.89 k principal | 0.57 | ABS-mortgage backed security | Long | USA |
UNITED STATES TREASURY BOND 4.125% 08/15/2053 | 16.27 k | 17.00 k principal | 0.52 | Debt | Long | USA |
UST NOTES 3.875% 08/15/2033 | 15.52 k | 16.00 k principal | 0.49 | Debt | Long | USA |
WELLS FARGO COML MTG TR 2014-LC16 A5 3.817% 08/15/2050 | 15.11 k | 15.25 k principal | 0.48 | ABS-mortgage backed security | Long | USA |
MORGAN STANLEY CAPITAL I INC 3.587% 12/15/2050 | 14.08 k | 15.00 k principal | 0.45 | ABS-mortgage backed security | Long | USA |
CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-C7 3.102% 12/15/2072 | 13.90 k | 15.63 k principal | 0.44 | ABS-mortgage backed security | Long | USA |
FNMA 30YR 4.5% 12/01/2048#CA2797 | 13.89 k | 14.38 k principal | 0.44 | ABS-mortgage backed security | Long | USA |
FHMS K047 A2 3.329% 05/25/2025 | 12.04 k | 12.31 k principal | 0.38 | ABS-mortgage backed security | Long | USA |
BANK5 2023-5YR1 6.26% 04/15/2056 | 10.31 k | 10.00 k principal | 0.33 | ABS-mortgage backed security | Long | USA |
BANK5 2023-5YR1 5.779% 04/15/2056 | 10.16 k | 10.00 k principal | 0.32 | ABS-mortgage backed security | Long | USA |
CAPITAL ONE MULTI-ASST EXEC TR 4.42% 05/15/2028 | 9.88 k | 10.00 k principal | 0.31 | ABS-collateralized bond/debt obligation | Long | USA |
DISCOVER CARD EXECUTION NT TR 4.31% 03/15/2028 | 9.87 k | 10.00 k principal | 0.31 | ABS-collateralized bond/debt obligation | Long | USA |
UST NOTES 3.375% 05/15/2033 | 9.33 k | 10.00 k principal | 0.30 | Debt | Long | USA |
MORGAN STANLEY CAPITAL I 2.782% 08/15/2049 | 9.30 k | 10.00 k principal | 0.30 | ABS-mortgage backed security | Long | USA |
FEDERAL HOME LN MTG MLT CTF GT 2.108% 01/25/2031 | 8.47 k | 10.00 k principal | 0.27 | ABS-mortgage backed security | Long | USA |
CARMAX AUTO OWNER TR 2023-2 5.5% 06/15/2026 | 7.51 k | 7.52 k principal | 0.24 | ABS-collateralized bond/debt obligation | Long | USA |
UNITED STATES TREASURY BOND 3.875% 05/15/2043 | 7.31 k | 8.00 k principal | 0.23 | Debt | Long | USA |
FEDERAL HOME LN MTG MLT CTF GT 2.745% 01/25/2026 | 7.27 k | 7.56 k principal | 0.23 | ABS-mortgage backed security | Long | USA |
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 3.023% 01/25/2025 | 6.85 k | 6.99 k principal | 0.22 | ABS-mortgage backed security | Long | USA |
VERIZON MASTER TRUST 4.89% 04/13/2028 | 5.97 k | 6.00 k principal | 0.19 | ABS-collateralized bond/debt obligation | Long | USA |
UST NOTES 3.75% 12/31/2030 | 4.85 k | 5.00 k principal | 0.15 | Debt | Long | USA |
FEDERAL HOME LN MTG MLT CTF GT K141 A2 2.25% 02/25/2032 | 4.18 k | 5.00 k principal | 0.13 | ABS-mortgage backed security | Long | USA |
CNH EQUIP TR 2023-A 5.34% 09/15/2026 | 3.67 k | 3.68 k principal | 0.12 | ABS-collateralized bond/debt obligation | Long | USA |
WORLD OMNI AUTO RECEIVABLES TR 2023-B 4.66% 05/15/2028 | 1.98 k | 2.00 k principal | 0.06 | ABS-collateralized bond/debt obligation | Long | USA |
GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-2 4.47% 02/16/2028 | 1.98 k | 2.00 k principal | 0.06 | ABS-collateralized bond/debt obligation | Long | USA |
LCH OIS SOFRV4.0% MAC 03/20/26 | 1.36 k | -269.00 k contracts | 0.04 | Interest rate derivative | N/A | UK |
GSCOFI SWAP CY873248 04/17/65 B | 797.09 | 5.00 k contracts | 0.03 | Credit derivative | N/A | USA |
WORLD OMNI AUTO RECEIVABLES TR 2023-B 5.25% 11/16/2026 | 723.39 | 724.38 principal | 0.02 | ABS-collateralized bond/debt obligation | Long | USA |
GM FINANCIAL AUTOMOBILE LEASING TRUST 23-2 5.44% 10/20/2025 | 704.06 | 704.65 principal | 0.02 | ABS-collateralized bond/debt obligation | Long | USA |
SBLOFI SWAP CY885802 12/15/56 B | 684.53 | 5.00 k contracts | 0.02 | Credit derivative | N/A | UK |
GSCOFI SWAP CY873248 04/17/65 B | 637.68 | 4.00 k contracts | 0.02 | Credit derivative | N/A | USA |
GSCOFI SWAP CY873248 04/17/65 B | 478.26 | 3.00 k contracts | 0.02 | Credit derivative | N/A | USA |
GSCOFI SWAP CY873248 04/17/65 B | 478.26 | 3.00 k contracts | 0.02 | Credit derivative | N/A | USA |
LCH OIS SOFRV4.25% MAC 03/20/2029 | 388.94 | -58.00 k contracts | 0.01 | Interest rate derivative | N/A | UK |
LCH OIS SOFRV4.5% MAC 03/20/27 | 328.60 | -60.00 k contracts | 0.01 | Interest rate derivative | N/A | UK |
LCH OIS SOFRV4.25% MAC 03/20/31 | 249.47 | -37.00 k contracts | 0.01 | Interest rate derivative | N/A | UK |
US 5YR NOTE (CBT) FUT JUN24 FVM4 | 197.91 | 1.00 contracts | 0.01 | Interest rate derivative | N/A | USA |
SBLOFI SWAP CY873248 04/17/65 B | 159.42 | 1.00 k contracts | 0.01 | Credit derivative | N/A | UK |
GSCOFI SWAP CY562346 11/18/64 S | -149.97 | 10.00 k contracts | -0.00 | Credit derivative | N/A | USA |
US 10YR NOTE FUT (CBT)JUN24 TYM4 | -801.20 | -2.00 contracts | -0.03 | Interest rate derivative | N/A | USA |
GSCM SWAP PAY 3.7675 09/20/2028 | -1.94 k | -50.00 k contracts | -0.06 | Interest rate derivative | N/A | USA |
GSCM SWAP REC 3.7675 09/20/2028 | -2.09 k | -50.00 k contracts | -0.07 | Interest rate derivative | N/A | USA |
US LONG BOND(CBT) FUT JUN24 USM4 | -2.35 k | -2.00 contracts | -0.07 | Interest rate derivative | N/A | USA |
UMBS 30YR 2.5% 03/01/2054 #TBA | -20.54 k | -25.00 k principal | -0.65 | ABS-mortgage backed security | Short | USA |
GNII II 3% 03/01/2054 #TBA | -43.85 k | -50.00 k principal | -1.39 | ABS-mortgage backed security | Short | USA |
UMBS 30YR 6% 03/01/2054 #TBA | -50.22 k | -50.00 k principal | -1.60 | ABS-mortgage backed security | Short | USA |
GNII II 6.5% 03/01/2054 #TBA | -50.68 k | -50.00 k principal | -1.61 | ABS-mortgage backed security | Short | USA |
UMBS 30YR 6.5% 03/01/2054 #TBA | -50.88 k | -50.00 k principal | -1.62 | ABS-mortgage backed security | Short | USA |
UMBS 30YR 3% 03/01/2054 #TBA | -149.72 k | -175.00 k principal | -4.76 | ABS-mortgage backed security | Short | USA |
UMBS 30YR 2% 03/01/2054 #TBA | -157.21 k | -200.00 k principal | -5.00 | ABS-mortgage backed security | Short | USA |
GNII II 2% 03/01/2054 #TBA | -162.76 k | -200.00 k principal | -5.18 | ABS-mortgage backed security | Short | USA |